The study compares 2 medicines used for the treatment of children who are born small and who stayed small: somapacitan given once a week (a new medicine) and Norditropin® given once a day (the medicine doctors can already prescribe). Participants will either get somapacitan or Norditropin® - which treatment is decided by chance. Both participants and the study doctor will know which treatment the participants get. The study will last for 5 years. Participants will take either an injection once every week or once every day.