DGSCX vs. SSGLX
DGSCX (Virtus Global Small-Cap Fund) and SSGLX (State Street Global All Cap Equity ex-U.S. Index Fund Class K) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.55%/yr vs 9.47%/yr for SSGLX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 0.07%/yr for SSGLX.
Performance
DGSCX vs. SSGLX - 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 SSGLX's 13.54% return. Over the past 10 years, DGSCX has underperformed SSGLX with an annualized return of 7.55%, while SSGLX has yielded a comparatively higher 9.47% 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%
SSGLX
- 1D
- 0.64%
- 1M
- 0.24%
- 6M
- 7.29%
- YTD
- 13.54%
- 1Y
- 28.87%
- 3Y*
- 17.44%
- 5Y*
- 8.90%
- 10Y*
- 9.47%
- ALL TIME*
- 6.97%
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. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 13.54% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Correlation
The correlation between DGSCX and SSGLX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014 | 0.75 |
Over the past year, the correlation between DGSCX and SSGLX has dropped to 0.54 - 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. SSGLX — Risk / Return Rank
DGSCX
SSGLX
DGSCX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.51 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.22 | 9.25 | -9.47 |
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Drawdowns
DGSCX vs. SSGLX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for DGSCX and SSGLX.
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Drawdown Indicators
| DGSCX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -35.88% | -32.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -11.22% | -5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -13.56% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -30.08% | -7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -35.88% | -4.41% |
Current DrawdownCurrent decline from peak | -5.45% | -1.82% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -8.15% | -11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 3.04% | +4.89% |
Volatility
DGSCX vs. SSGLX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 4.90%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.90% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 13.32% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.18% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 15.00% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 16.11% | +3.02% |
DGSCX vs. SSGLX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Dividends
DGSCX vs. SSGLX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, more than SSGLX's 3.89% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 3.89% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Frequently Asked Questions
DGSCX and SSGLX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGLX has higher volatility (4.90%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs SSGLX's -35.88%.
SSGLX currently has the higher Sharpe Ratio (1.86 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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