DGSCX vs. ALOIX
DGSCX (Virtus Global Small-Cap Fund) and ALOIX (Virtus International Small-Cap Fund) are both mutual funds - DGSCX is a Global Equities fund managed by Allianz, while ALOIX is a Foreign Small & Mid Cap Equities fund managed by Allianz. Over the past 10 years, DGSCX returned 7.55%/yr vs 8.26%/yr for ALOIX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 1.04%/yr for ALOIX.
Performance
DGSCX vs. ALOIX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 5.97% return, which is significantly lower than ALOIX's 14.68% return. Over the past 10 years, DGSCX has underperformed ALOIX with an annualized return of 7.55%, while ALOIX has yielded a comparatively higher 8.26% annualized return.
DGSCX
- 1D
- -0.23%
- 1M
- 0.00%
- 6M
- 0.84%
- YTD
- 5.97%
- 1Y
- -0.62%
- 3Y*
- 7.12%
- 5Y*
- 1.58%
- 10Y*
- 7.55%
- ALL TIME*
- 8.15%
ALOIX
- 1D
- 0.16%
- 1M
- 0.70%
- 6M
- 7.10%
- YTD
- 14.68%
- 1Y
- 32.99%
- 3Y*
- 18.18%
- 5Y*
- 6.40%
- 10Y*
- 8.26%
- ALL TIME*
- 6.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DGSCX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 5.97% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
ALOIX Virtus International Small-Cap Fund | 14.68% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
Correlation
The correlation between DGSCX and ALOIX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.73 |
Over the past year, the correlation between DGSCX and ALOIX has dropped to 0.53 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. ALOIX — Risk / Return Rank
DGSCX
ALOIX
DGSCX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Virtus International Small-Cap Fund (ALOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGSCX | ALOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.37 | -3.48 |
| Martin ratioReturn relative to average drawdown | -0.22 | 12.07 | -12.28 |
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Drawdowns
DGSCX vs. ALOIX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for DGSCX and ALOIX.
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Drawdown Indicators
| DGSCX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -79.29% | +11.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -10.07% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -14.03% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -39.41% | +1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -42.79% | +2.50% |
Current DrawdownCurrent decline from peak | -5.45% | -0.89% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -34.68% | +15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 2.81% | +5.12% |
Volatility
DGSCX vs. ALOIX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while Virtus International Small-Cap Fund (ALOIX) has a volatility of 5.00%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than ALOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.00% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 11.90% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 13.98% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 15.10% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 16.44% | +2.69% |
DGSCX vs. ALOIX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than ALOIX's 1.04% expense ratio.
Dividends
DGSCX vs. ALOIX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, more than ALOIX's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.96% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
DGSCX Virtus Global Small-Cap Fund | 4.35% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
Frequently Asked Questions
DGSCX and ALOIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALOIX has higher volatility (5.00%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs ALOIX's -79.29%.
ALOIX currently has the higher Sharpe Ratio (2.43 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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