DGSCX vs. ANNPX
DGSCX (Virtus Global Small-Cap Fund) and ANNPX (Virtus Convertible Fund) are both mutual funds - DGSCX is a Global Equities fund managed by Allianz, while ANNPX is a Convertible Bonds fund managed by Allianz. Over the past 10 years, DGSCX returned 7.45%/yr vs 13.40%/yr for ANNPX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 0.71%/yr for ANNPX.
Performance
DGSCX vs. ANNPX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 6.22% return, which is significantly lower than ANNPX's 13.93% return. Over the past 10 years, DGSCX has underperformed ANNPX with an annualized return of 7.45%, while ANNPX has yielded a comparatively higher 13.40% annualized return.
DGSCX
- 1D
- -0.26%
- 1M
- 0.23%
- 6M
- 1.93%
- YTD
- 6.22%
- 1Y
- -0.39%
- 3Y*
- 7.19%
- 5Y*
- 1.62%
- 10Y*
- 7.45%
- ALL TIME*
- 8.16%
ANNPX
- 1D
- 2.60%
- 1M
- -2.60%
- 6M
- 9.03%
- YTD
- 13.93%
- 1Y
- 29.08%
- 3Y*
- 16.92%
- 5Y*
- 7.14%
- 10Y*
- 13.40%
- ALL TIME*
- 7.90%
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. ANNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 6.22% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
ANNPX Virtus Convertible Fund | 13.93% | 22.50% | 14.13% | 8.39% | -18.65% | 4.96% | 55.99% | 26.45% | 2.76% | 15.22% |
Correlation
The correlation between DGSCX and ANNPX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.80 |
Over the past year, the correlation between DGSCX and ANNPX has dropped to 0.35 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. ANNPX — Risk / Return Rank
DGSCX
ANNPX
DGSCX vs. ANNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Virtus Convertible Fund (ANNPX). 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 | ANNPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.05 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.21 | 11.64 | -11.85 |
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Drawdowns
DGSCX vs. ANNPX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than ANNPX's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for DGSCX and ANNPX.
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Drawdown Indicators
| DGSCX | ANNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -55.61% | -12.57% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -9.06% | -7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -13.67% | -4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -26.85% | -10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -27.36% | -12.93% |
Current DrawdownCurrent decline from peak | -5.23% | -6.70% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -17.38% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 2.37% | +5.56% |
Volatility
DGSCX vs. ANNPX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.97%, while Virtus Convertible Fund (ANNPX) has a volatility of 5.32%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than ANNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | ANNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 5.32% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 12.96% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 15.75% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 13.19% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 13.73% | +5.40% |
DGSCX vs. ANNPX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than ANNPX's 0.71% expense ratio.
Dividends
DGSCX vs. ANNPX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.34%, less than ANNPX's 9.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 9.68% | 11.32% | 2.31% | 2.56% | 1.55% | 20.74% | 6.94% | 5.12% | 18.79% | 23.47% | 2.88% | 10.63% |
DGSCX Virtus Global Small-Cap Fund | 4.34% | 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 ANNPX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ANNPX has higher volatility (5.32%) compared to DGSCX (2.97%). In terms of maximum drawdown, DGSCX dropped -68.18% vs ANNPX's -55.61%.
ANNPX currently has the higher Sharpe Ratio (1.75 vs -0.13), 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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