DGSCX vs. PGVFX
DGSCX (Virtus Global Small-Cap Fund) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.64%/yr vs 11.65%/yr for PGVFX. A 0.78 correlation means they provide meaningful diversification when combined. DGSCX charges 1.28%/yr vs 0.99%/yr for PGVFX.
Performance
DGSCX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 2.06% return, which is significantly lower than PGVFX's 19.58% return. Over the past 10 years, DGSCX has underperformed PGVFX with an annualized return of 7.64%, while PGVFX has yielded a comparatively higher 11.65% annualized return.
DGSCX
- 1D
- 0.51%
- 1M
- 1.28%
- YTD
- 2.06%
- 6M
- 1.39%
- 1Y
- -5.15%
- 3Y*
- 8.17%
- 5Y*
- 0.60%
- 10Y*
- 7.64%
PGVFX
- 1D
- 0.61%
- 1M
- 0.43%
- YTD
- 19.58%
- 6M
- 19.48%
- 1Y
- 37.18%
- 3Y*
- 21.60%
- 5Y*
- 9.98%
- 10Y*
- 11.65%
DGSCX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 2.06% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
PGVFX Polaris Global Value Fund | 19.58% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
Correlation
The correlation between DGSCX and PGVFX is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 29, 1998 | 0.78 |
Over the past year, the correlation between DGSCX and PGVFX has dropped to 0.57 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. PGVFX — Risk / Return Rank
DGSCX
PGVFX
DGSCX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Polaris Global Value Fund (PGVFX). 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 | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.45 | ||
| Sortino ratioReturn per unit of downside risk | -4.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.56 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 4.21 | -4.56 |
| Martin ratioReturn relative to average drawdown | -0.74 | 15.14 | -15.88 |
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Drawdowns
DGSCX vs. PGVFX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, roughly equal to the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for DGSCX and PGVFX.
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Drawdown Indicators
| DGSCX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -68.09% | -0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.76% | -8.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -12.53% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -27.58% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -41.26% | +0.97% |
Current DrawdownCurrent decline from peak | -8.93% | -1.35% | -7.58% |
Average DrawdownAverage peak-to-trough decline | -19.66% | -11.28% | -8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.82% | 2.43% | +5.39% |
Volatility
DGSCX vs. PGVFX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 3.24%, while Polaris Global Value Fund (PGVFX) has a volatility of 4.66%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than PGVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 4.66% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.39% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 12.43% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 13.89% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 15.71% | +3.48% |
DGSCX vs. PGVFX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than PGVFX's 0.99% expense ratio.
Dividends
DGSCX vs. PGVFX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.51%, more than PGVFX's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.51% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
PGVFX Polaris Global Value Fund | 4.33% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
Frequently Asked Questions
DGSCX and PGVFX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGVFX has higher volatility (4.66%) compared to DGSCX (3.24%). In terms of maximum drawdown, DGSCX dropped -68.18% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (2.99 vs -0.46), 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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