DGSCX vs. RTXAX
DGSCX (Virtus Global Small-Cap Fund) and RTXAX (Russell Investment Tax-Managed Real Assets Fund) are both Global Equities funds. Over the past 5 years, DGSCX returned 1.58%/yr vs 6.50%/yr for RTXAX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 1.33%/yr for RTXAX.
Performance
DGSCX vs. RTXAX - 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 RTXAX's 17.12% 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%
RTXAX
- 1D
- -0.32%
- 1M
- 1.63%
- 6M
- 10.40%
- YTD
- 17.12%
- 1Y
- 27.71%
- 3Y*
- 11.13%
- 5Y*
- 6.50%
- 10Y*
- —
- ALL TIME*
- 8.48%
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. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 5.97% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 7.16% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 17.12% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Correlation
The correlation between DGSCX and RTXAX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.75 |
Over the past year, the correlation between DGSCX and RTXAX has dropped to 0.47 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. RTXAX — Risk / Return Rank
DGSCX
RTXAX
DGSCX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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 | RTXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 5.23 | -5.33 |
| Martin ratioReturn relative to average drawdown | -0.22 | 18.69 | -18.91 |
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Drawdowns
DGSCX vs. RTXAX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for DGSCX and RTXAX.
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Drawdown Indicators
| DGSCX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -40.68% | -27.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -5.21% | -11.64% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -17.13% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -24.63% | -12.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -1.20% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -7.64% | -11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 1.45% | +6.48% |
Volatility
DGSCX vs. RTXAX - Volatility Comparison
Virtus Global Small-Cap Fund (DGSCX) has a higher volatility of 2.94% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 2.45%. This indicates that DGSCX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.45% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 8.27% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 10.82% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 15.75% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 19.89% | -0.76% |
DGSCX vs. RTXAX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is lower than RTXAX's 1.33% expense ratio.
Dividends
DGSCX vs. RTXAX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, more than RTXAX's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.44% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% |
Frequently Asked Questions
DGSCX and RTXAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGSCX has higher volatility (2.94%) compared to RTXAX (2.45%). In terms of maximum drawdown, DGSCX dropped -68.18% vs RTXAX's -40.68%.
RTXAX currently has the higher Sharpe Ratio (2.53 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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