DGSCX vs. MDGCX
DGSCX (Virtus Global Small-Cap Fund) and MDGCX (BlackRock Advantage Global Fund, Inc.) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.63%/yr vs 11.94%/yr for MDGCX. Their correlation of 0.85 suggests significant overlap in exposure. DGSCX charges 1.28%/yr vs 0.96%/yr for MDGCX.
Performance
DGSCX vs. MDGCX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 5.94% return, which is significantly lower than MDGCX's 15.68% return. Over the past 10 years, DGSCX has underperformed MDGCX with an annualized return of 7.63%, while MDGCX has yielded a comparatively higher 11.94% annualized return.
DGSCX
- 1D
- 0.00%
- 1M
- 2.72%
- 6M
- 2.86%
- YTD
- 5.94%
- 1Y
- -3.50%
- 3Y*
- 7.44%
- 5Y*
- 1.88%
- 10Y*
- 7.63%
MDGCX
- 1D
- -1.05%
- 1M
- -0.96%
- 6M
- 12.47%
- YTD
- 15.68%
- 1Y
- 30.48%
- 3Y*
- 18.74%
- 5Y*
- 10.64%
- 10Y*
- 11.94%
DGSCX vs. MDGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 5.94% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
MDGCX BlackRock Advantage Global Fund, Inc. | 15.68% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
Correlation
The correlation between DGSCX and MDGCX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.85 |
Over the past year, the correlation between DGSCX and MDGCX has dropped to 0.56 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. MDGCX — Risk / Return Rank
DGSCX
MDGCX
DGSCX vs. MDGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and BlackRock Advantage Global Fund, Inc. (MDGCX). 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 | MDGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 3.82 | -4.01 |
| Martin ratioReturn relative to average drawdown | -0.40 | 15.24 | -15.64 |
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Drawdowns
DGSCX vs. MDGCX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than MDGCX's maximum drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for DGSCX and MDGCX.
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Drawdown Indicators
| DGSCX | MDGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -48.25% | -19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.07% | -8.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -21.46% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -26.68% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -34.87% | -5.42% |
Current DrawdownCurrent decline from peak | -5.47% | -3.44% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -19.63% | -9.91% | -9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 2.02% | +5.88% |
Volatility
DGSCX vs. MDGCX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 3.25%, while BlackRock Advantage Global Fund, Inc. (MDGCX) has a volatility of 4.61%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than MDGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | MDGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 4.61% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 11.33% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 13.62% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.95% | 16.30% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 17.11% | +2.02% |
DGSCX vs. MDGCX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than MDGCX's 0.96% expense ratio.
Dividends
DGSCX vs. MDGCX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, less than MDGCX's 7.70% 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% |
MDGCX BlackRock Advantage Global Fund, Inc. | 7.70% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
Frequently Asked Questions
DGSCX and MDGCX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDGCX has higher volatility (4.61%) compared to DGSCX (3.25%). In terms of maximum drawdown, DGSCX dropped -68.18% vs MDGCX's -48.25%.
MDGCX currently has the higher Sharpe Ratio (2.27 vs -0.25), 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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