DGSCX vs. DRMCX
DGSCX (Virtus Global Small-Cap Fund) and DRMCX (Virtus Mid-Cap Growth Fund) are both mutual funds - DGSCX is a Global Equities fund managed by Allianz, while DRMCX is a Mid Cap Growth Equities fund managed by Allianz. Over the past 10 years, DGSCX returned 7.55%/yr vs 14.11%/yr for DRMCX. Their correlation of 0.81 means they have usually moved in the same direction. DGSCX charges 1.28%/yr vs 0.83%/yr for DRMCX.
Performance
DGSCX vs. DRMCX - 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 DRMCX's 9.88% return. Over the past 10 years, DGSCX has underperformed DRMCX with an annualized return of 7.55%, while DRMCX has yielded a comparatively higher 14.11% 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%
DRMCX
- 1D
- -0.15%
- 1M
- -4.09%
- 6M
- 8.07%
- YTD
- 9.88%
- 1Y
- 11.22%
- 3Y*
- 17.61%
- 5Y*
- 5.61%
- 10Y*
- 14.11%
- ALL TIME*
- 7.85%
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. DRMCX - 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% |
DRMCX Virtus Mid-Cap Growth Fund | 9.88% | 18.09% | 20.49% | 24.81% | -32.59% | 14.91% | 55.27% | 41.73% | -11.16% | 25.08% |
Correlation
The correlation between DGSCX and DRMCX is 0.52, 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. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.81 |
Over the past year, the correlation between DGSCX and DRMCX has dropped to 0.52 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. DRMCX — Risk / Return Rank
DGSCX
DRMCX
DGSCX vs. DRMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Virtus Mid-Cap Growth Fund (DRMCX). 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 | DRMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.68 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.22 | 2.23 | -2.45 |
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Drawdowns
DGSCX vs. DRMCX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, roughly equal to the maximum DRMCX drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for DGSCX and DRMCX.
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Drawdown Indicators
| DGSCX | DRMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -67.97% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -13.75% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -26.83% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -43.47% | +5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -43.47% | +3.18% |
Current DrawdownCurrent decline from peak | -5.45% | -6.42% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -21.99% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 4.18% | +3.75% |
Volatility
DGSCX vs. DRMCX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while Virtus Mid-Cap Growth Fund (DRMCX) has a volatility of 5.33%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than DRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | DRMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.33% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 16.35% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 20.26% | -7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 24.23% | -6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 23.63% | -4.50% |
DGSCX vs. DRMCX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than DRMCX's 0.83% expense ratio.
Dividends
DGSCX vs. DRMCX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, less than DRMCX's 15.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DRMCX Virtus Mid-Cap Growth Fund | 15.05% | 16.53% | 0.00% | 0.00% | 0.00% | 27.44% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% |
Frequently Asked Questions
DGSCX and DRMCX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMCX has higher volatility (5.33%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs DRMCX's -67.97%.
DRMCX currently has the higher Sharpe Ratio (0.46 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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