DGSCX vs. YFSNX
DGSCX (Virtus Global Small-Cap Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, DGSCX returned 1.58%/yr vs 8.93%/yr for YFSNX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 1.11%/yr for YFSNX.
Performance
DGSCX vs. YFSNX - 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 YFSNX's 25.34% 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%
YFSNX
- 1D
- 0.45%
- 1M
- 4.71%
- 6M
- 16.53%
- YTD
- 25.34%
- 1Y
- 22.75%
- 3Y*
- 15.16%
- 5Y*
- 8.93%
- 10Y*
- —
- ALL TIME*
- 12.70%
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. YFSNX - 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% |
YFSNX AMG Yacktman Global Fund Class N | 25.34% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 24.48% | 2.18% | 20.95% |
Correlation
The correlation between DGSCX and YFSNX 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. | 0.63 |
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 YFSNX has dropped to 0.26 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. YFSNX — Risk / Return Rank
DGSCX
YFSNX
DGSCX vs. YFSNX - 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 Class N (YFSNX). 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 | YFSNX | 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 | -4.67 |
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Drawdowns
DGSCX vs. YFSNX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for DGSCX and YFSNX.
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Drawdown Indicators
| DGSCX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -35.14% | -33.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -14.09% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -14.29% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -25.26% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -2.18% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -4.94% | -14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 4.84% | +3.09% |
Volatility
DGSCX vs. YFSNX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 5.40%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.40% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 15.88% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 22.56% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 15.76% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 16.35% | +2.78% |
DGSCX vs. YFSNX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than YFSNX's 1.11% expense ratio.
Dividends
DGSCX vs. YFSNX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, while YFSNX 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% |
YFSNX AMG Yacktman Global Fund Class N | 0.00% | 0.00% | 8.40% | 7.86% | 4.33% | 8.06% | 4.71% | 6.59% | 0.71% | 2.63% |
Frequently Asked Questions
DGSCX and YFSNX 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.
YFSNX has higher volatility (5.40%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs YFSNX's -35.14%.
YFSNX 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.
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