DGSCX vs. SSGLX
Compare and contrast key facts about Virtus Global Small-Cap Fund (DGSCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
DGSCX is managed by Allianz. It was launched on Dec 30, 1996. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
DGSCX vs. SSGLX - Performance Comparison
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DGSCX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | -7.70% | -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 | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, DGSCX achieves a -7.70% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, DGSCX has underperformed SSGLX with an annualized return of 6.40%, while SSGLX has yielded a comparatively higher 8.58% annualized return.
DGSCX
- 1D
- 0.48%
- 1M
- -9.61%
- YTD
- -7.70%
- 6M
- -12.53%
- 1Y
- -10.02%
- 3Y*
- 5.18%
- 5Y*
- -0.72%
- 10Y*
- 6.40%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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DGSCX vs. SSGLX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
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.
| DGSCX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | 1.56 | -2.26 |
Sortino ratioReturn per unit of downside risk | -0.91 | 2.12 | -3.03 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.32 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.00 | -2.68 |
Martin ratioReturn relative to average drawdown | -1.77 | 7.90 | -9.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGSCX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 1.56 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.48 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.53 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Correlation
The correlation between DGSCX and SSGLX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGSCX vs. SSGLX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.99%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.99% | 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 | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
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 (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 | -17.64% | -10.87% | -6.77% |
Average DrawdownAverage peak-to-trough decline | -19.73% | -8.32% | -11.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.84% | +3.64% |
Volatility
DGSCX vs. SSGLX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 4.08%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. 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 | 4.08% | 6.44% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 10.02% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 15.49% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 14.49% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 16.15% | +3.09% |