DGSCX vs. NALFX
DGSCX (Virtus Global Small-Cap Fund) and NALFX (New Alternatives Fund) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.55%/yr vs 9.67%/yr for NALFX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 0.89%/yr for NALFX.
Performance
DGSCX vs. NALFX - 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 NALFX's 13.25% return. Over the past 10 years, DGSCX has underperformed NALFX with an annualized return of 7.55%, while NALFX has yielded a comparatively higher 9.67% 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%
NALFX
- 1D
- -0.14%
- 1M
- -2.84%
- 6M
- 8.44%
- YTD
- 13.25%
- 1Y
- 21.21%
- 3Y*
- 9.72%
- 5Y*
- 1.76%
- 10Y*
- 9.67%
- ALL TIME*
- 7.45%
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. NALFX - 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% |
NALFX New Alternatives Fund | 13.25% | 28.13% | -6.03% | -2.49% | -15.87% | -4.78% | 61.74% | 36.98% | -6.91% | 21.24% |
Correlation
The correlation between DGSCX and NALFX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.69 |
Over the past year, the correlation between DGSCX and NALFX has dropped to 0.42 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. NALFX — Risk / Return Rank
DGSCX
NALFX
DGSCX vs. NALFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and New Alternatives Fund (NALFX). 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 | NALFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.69 | -2.80 |
| Martin ratioReturn relative to average drawdown | -0.22 | 7.68 | -7.90 |
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Drawdowns
DGSCX vs. NALFX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than NALFX's maximum drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for DGSCX and NALFX.
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Drawdown Indicators
| DGSCX | NALFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -59.67% | -8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -7.53% | -9.32% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -18.99% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -38.03% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -42.35% | +2.06% |
Current DrawdownCurrent decline from peak | -5.45% | -5.03% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -14.79% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 2.63% | +5.30% |
Volatility
DGSCX vs. NALFX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while New Alternatives Fund (NALFX) has a volatility of 4.04%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than NALFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | NALFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.04% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 12.85% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.45% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 17.89% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 17.99% | +1.14% |
DGSCX vs. NALFX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than NALFX's 0.89% expense ratio.
Dividends
DGSCX vs. NALFX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, more than NALFX's 1.03% 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% |
NALFX New Alternatives Fund | 1.03% | 1.17% | 2.04% | 4.47% | 4.63% | 5.14% | 4.93% | 5.55% | 6.62% | 4.16% | 3.71% | 1.71% |
Frequently Asked Questions
DGSCX and NALFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NALFX has higher volatility (4.04%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs NALFX's -59.67%.
NALFX currently has the higher Sharpe Ratio (1.31 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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