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ISIN
US92836N4034
Issuer
Virtus
Inception Date
Dec 30, 2010
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SGARX Performance Chart

Virtus SGA Global Growth Fund (SGARX) is down 2.3% since the beginning of the year. SGARX is currently trading at $22 per share. Investors who bought $1,000 worth of SGARX shares 5 years ago would now be looking at an investment worth $1,074.


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S&P 500 Index

Returns By Period

Virtus SGA Global Growth Fund (SGARX) has returned -2.33% so far this year and -0.92% over the past 12 months.


Virtus SGA Global Growth Fund

1D
0.79%
1M
1.92%
YTD
-2.33%
6M
-1.20%
1Y
-0.92%
3Y*
7.71%
5Y*
1.44%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGARX Monthly Returns History

Based on dividend-adjusted daily data since May 9, 2019, SGARX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Apr 2022 at -10.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SGARX closed higher 53% of trading days. The best single day was Dec 18, 2024 with a return of +24.7%, while the worst single day was Dec 19, 2024 at -22.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.56%-4.47%-6.94%10.57%1.17%0.79%-2.33%
20252.97%-1.84%-5.91%0.82%6.23%4.73%-0.89%-1.33%-0.43%1.15%-2.67%1.45%3.75%
20241.49%3.76%-0.24%-5.22%2.48%3.95%1.06%2.98%1.28%-2.66%4.21%-3.11%9.88%
20238.83%-4.71%5.08%0.72%1.26%5.11%2.57%0.69%-5.21%-2.42%9.23%4.32%27.17%
2022-6.40%-4.94%1.62%-10.67%-1.74%-8.02%10.46%-6.69%-9.30%5.15%8.17%-4.28%-25.69%
2021-0.71%1.60%0.97%5.59%-1.20%2.46%0.47%4.90%-5.91%3.52%-6.67%3.84%8.31%

Benchmark Metrics

Virtus SGA Global Growth Fund has an annualized alpha of -3.95%, beta of 0.90, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since May 10, 2019.

  • This fund participated in 104.12% of S&P 500 Index downside but only 78.78% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.95% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.58, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.95%
Beta
0.90
0.58
Upside Capture
78.78%
Downside Capture
104.12%

Expense Ratio

SGARX has an expense ratio of 0.91%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SGARX ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SGARX Risk / Return Rank: 22
Overall Rank
SGARX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SGARX Sortino Ratio Rank: 22
Sortino Ratio Rank
SGARX Omega Ratio Rank: 22
Omega Ratio Rank
SGARX Calmar Ratio Rank: 22
Calmar Ratio Rank
SGARX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and compare them to S&P 500 Index.


SGARXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.24

-2.28

Sortino ratio

Return per unit of downside risk

0.05

3.07

-3.03

Omega ratio

Gain probability vs. loss probability

1.01

1.41

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.03

2.93

-2.95

Martin ratio

Return relative to average drawdown

-0.08

13.52

-13.60

Dividends

Dividend History

Virtus SGA Global Growth Fund provided a 13.07% dividend yield over the last twelve months, with an annual payout of $2.84 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$2.84$2.84$6.22$0.00$0.54$2.05$0.94$0.01

Dividend yield

13.07%12.76%25.64%0.00%2.52%6.86%3.18%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus SGA Global Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.84$2.84
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.22$6.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.05$2.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus SGA Global Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus SGA Global Growth Fund was 37.07%, occurring on Oct 14, 2022. Recovery took 501 trading sessions.

The current Virtus SGA Global Growth Fund drawdown is 21.84%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-37.07%Oct 2022
1y 1mo2y 1d
3y 1moSep 2021 - Oct 2024
2025 selloff2025
-33.86%Apr 2025
3mo 20d
1y 5moDec 2024 - now
COVID crash2020
-29.35%Mar 2020
1mo 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
2020 pullback2020
-8.27%Sep 2020
21d18d
1mo 9dSep 2020 - Oct 2020
2020 pullback2020
-6.77%Oct 2020
17d6d
23dOct 2020 - Nov 2020

Drawdown Indicators


SGARXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.07%

-56.78%

+19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-19.38%

-9.10%

-10.28%

Max Drawdown (3Y)

Largest decline over 3 years

-33.86%

-18.90%

-14.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-25.43%

-11.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-21.84%

-0.74%

-21.10%

Average Drawdown

Average peak-to-trough decline

-13.00%

-10.72%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.84%

1.97%

+4.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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