DGSCX vs. YFSIX
DGSCX (Virtus Global Small-Cap Fund) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, DGSCX returned 1.58%/yr vs 9.12%/yr for YFSIX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 0.95%/yr for YFSIX.
Performance
DGSCX vs. YFSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DGSCX achieves a 5.97% return, which is significantly lower than YFSIX's 25.53% 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%
YFSIX
- 1D
- 0.45%
- 1M
- 4.74%
- 6M
- 16.72%
- YTD
- 25.53%
- 1Y
- 22.87%
- 3Y*
- 15.34%
- 5Y*
- 9.12%
- 10Y*
- —
- ALL TIME*
- 12.81%
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. YFSIX - 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% | 24.49% |
YFSIX AMG Yacktman Global Fund | 25.53% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between DGSCX and YFSIX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.68 |
Over the past year, the correlation between DGSCX and YFSIX has dropped to 0.26 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DGSCX vs. YFSIX — Risk / Return Rank
DGSCX
YFSIX
DGSCX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.54 | -1.64 |
| Martin ratioReturn relative to average drawdown | -0.22 | 4.46 | -4.68 |
Loading charts...
Drawdowns
DGSCX vs. YFSIX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DGSCX and YFSIX.
Loading charts...
Drawdown Indicators
| DGSCX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -35.10% | -33.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -14.20% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -14.20% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -25.14% | -12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -2.12% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -4.89% | -14.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 4.86% | +3.07% |
Volatility
DGSCX vs. YFSIX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.38%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DGSCX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.38% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 15.91% | -6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 22.66% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 15.78% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 16.35% | +2.78% |
DGSCX vs. YFSIX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
DGSCX vs. YFSIX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, while YFSIX has not paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% |
Frequently Asked Questions
DGSCX and YFSIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.38%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.96 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.
Find the right allocation for DGSCX and YFSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer