DGSCX vs. SGSCX
DGSCX (Virtus Global Small-Cap Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.58%/yr vs 9.13%/yr for SGSCX. Their correlation of 0.87 suggests significant overlap in exposure. DGSCX charges 1.28%/yr vs 1.12%/yr for SGSCX.
Performance
DGSCX vs. SGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 1.54% return, which is significantly lower than SGSCX's 19.48% return. Over the past 10 years, DGSCX has underperformed SGSCX with an annualized return of 7.58%, while SGSCX has yielded a comparatively higher 9.13% annualized return.
DGSCX
- 1D
- -0.46%
- 1M
- 1.12%
- YTD
- 1.54%
- 6M
- 0.87%
- 1Y
- -6.23%
- 3Y*
- 7.98%
- 5Y*
- 0.59%
- 10Y*
- 7.58%
SGSCX
- 1D
- -1.65%
- 1M
- -0.38%
- YTD
- 19.48%
- 6M
- 17.73%
- 1Y
- 37.27%
- 3Y*
- 20.41%
- 5Y*
- 7.63%
- 10Y*
- 9.13%
DGSCX vs. SGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 1.54% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
SGSCX DWS Global Small Cap Fund | 19.48% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
Correlation
The correlation between DGSCX and SGSCX is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.87 |
Over the past year, the correlation between DGSCX and SGSCX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. SGSCX — Risk / Return Rank
DGSCX
SGSCX
DGSCX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and DWS Global Small Cap Fund (SGSCX). 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 | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.42 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 4.12 | -4.42 |
| Martin ratioReturn relative to average drawdown | -0.64 | 15.38 | -16.02 |
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Drawdowns
DGSCX vs. SGSCX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than SGSCX's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for DGSCX and SGSCX.
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Drawdown Indicators
| DGSCX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -62.26% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -9.54% | -7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -22.37% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -33.72% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -45.98% | +5.69% |
Current DrawdownCurrent decline from peak | -9.40% | -1.92% | -7.48% |
Average DrawdownAverage peak-to-trough decline | -19.66% | -14.10% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 2.55% | +5.26% |
Volatility
DGSCX vs. SGSCX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 3.25%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 5.96%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 5.96% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 12.45% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 16.04% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 18.98% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 19.45% | -0.25% |
DGSCX vs. SGSCX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than SGSCX's 1.12% expense ratio.
Dividends
DGSCX vs. SGSCX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.54%, less than SGSCX's 8.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.54% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
SGSCX DWS Global Small Cap Fund | 8.68% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
DGSCX and SGSCX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (5.96%) compared to DGSCX (3.25%). In terms of maximum drawdown, DGSCX dropped -68.18% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.45 vs -0.40), 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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