DGSCX vs. ARTHX
DGSCX (Virtus Global Small-Cap Fund) and ARTHX (Artisan Global Equity Fund) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.55%/yr vs 13.44%/yr for ARTHX. Their correlation of 0.82 means they have usually moved in the same direction. Both charge a 1.28% expense ratio.
Performance
DGSCX vs. ARTHX - 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 ARTHX's 8.75% return. Over the past 10 years, DGSCX has underperformed ARTHX with an annualized return of 7.55%, while ARTHX has yielded a comparatively higher 13.44% 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%
ARTHX
- 1D
- 0.45%
- 1M
- -1.06%
- 6M
- 1.59%
- YTD
- 8.75%
- 1Y
- 18.37%
- 3Y*
- 24.71%
- 5Y*
- 9.76%
- 10Y*
- 13.44%
- ALL TIME*
- 12.49%
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. ARTHX - 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% |
ARTHX Artisan Global Equity Fund | 8.75% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 31.35% |
Correlation
The correlation between DGSCX and ARTHX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2010 | 0.82 |
Over the past year, the correlation between DGSCX and ARTHX has dropped to 0.45 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. ARTHX — Risk / Return Rank
DGSCX
ARTHX
DGSCX vs. ARTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Artisan Global Equity Fund (ARTHX). 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 | ARTHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.61 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.22 | 4.06 | -4.28 |
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Drawdowns
DGSCX vs. ARTHX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than ARTHX's maximum drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for DGSCX and ARTHX.
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Drawdown Indicators
| DGSCX | ARTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -37.42% | -30.76% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -10.29% | -6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -14.06% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -37.42% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -37.42% | -2.87% |
Current DrawdownCurrent decline from peak | -5.45% | -8.22% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -7.15% | -12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 4.06% | +3.87% |
Volatility
DGSCX vs. ARTHX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while Artisan Global Equity Fund (ARTHX) has a volatility of 3.99%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than ARTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | ARTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.99% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 13.07% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.73% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 17.84% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 17.65% | +1.48% |
DGSCX vs. ARTHX - Expense Ratio Comparison
Both DGSCX and ARTHX have an expense ratio of 1.28%.
Dividends
DGSCX vs. ARTHX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, less than ARTHX's 21.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 21.50% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
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 ARTHX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTHX has higher volatility (3.99%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs ARTHX's -37.42%.
ARTHX currently has the higher Sharpe Ratio (1.05 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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