DRGTX vs. DGSCX

Last updated Jun 5, 2026

DRGTX (Virtus Technology Fund) and DGSCX (Virtus Global Small-Cap Fund) are both mutual funds - DRGTX is a Technology Equities fund managed by Allianz, while DGSCX is a Global Equities fund managed by Allianz. Over the past 10 years, DRGTX returned 23.86%/yr vs 6.76%/yr for DGSCX. A 0.73 correlation means they provide meaningful diversification when combined. DRGTX charges 1.16%/yr vs 1.28%/yr for DGSCX.

Performance

DRGTX vs. DGSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Technology Fund (DRGTX) and Virtus Global Small-Cap Fund (DGSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRGTX achieves a 29.93% return, which is significantly higher than DGSCX's -1.24% return. Over the past 10 years, DRGTX has outperformed DGSCX with an annualized return of 23.86%, while DGSCX has yielded a comparatively lower 6.76% annualized return.

DRGTX

• 1D: -1.01%
• 1M: 17.05%
• YTD: 29.93%
• 6M: 27.97%
• 1Y: 58.76%
• 3Y*: 37.10%
• 5Y*: 18.18%
• 10Y*: 23.86%

DGSCX

• 1D: -1.16%
• 1M: -0.83%
• YTD: -1.24%
• 6M: -1.26%
• 1Y: -8.93%
• 3Y*: 7.21%
• 5Y*: -0.05%
• 10Y*: 6.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGTX vs. DGSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRGTX Virtus Technology Fund	29.93%	25.10%	35.67%	65.59%	-42.58%	12.14%	70.02%	29.46%	5.06%	47.17%
DGSCX Virtus Global Small-Cap Fund	-1.24%	-0.96%	9.71%	24.03%	-24.11%	11.23%	29.79%	23.02%	-16.82%	26.86%

Correlation

The correlation between DRGTX and DGSCX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jan 3, 1997	0.73

Over the past year, the correlation between DRGTX and DGSCX has dropped to 0.39 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

DRGTX vs. DGSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRGTX

DRGTX Risk / Return Rank: 61
DRGTX Sharpe Ratio Rank: 82
DRGTX Sortino Ratio Rank: 63
DRGTX Omega Ratio Rank: 62
DRGTX Calmar Ratio Rank: 56
DRGTX Martin Ratio Rank: 42

DGSCX

DGSCX Risk / Return Rank: 1
DGSCX Sharpe Ratio Rank: 1
DGSCX Sortino Ratio Rank: 1
DGSCX Omega Ratio Rank: 1
DGSCX Calmar Ratio Rank: 1
DGSCX Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRGTX vs. DGSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Technology Fund (DRGTX) and Virtus Global Small-Cap Fund (DGSCX). 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.

	DRGTX	DGSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.70	-0.71	+3.41
Sortino ratio: Return per unit of downside risk	3.32	-0.95	+4.27
Omega ratio: Gain probability vs. loss probability	1.44	0.89	+0.54
Calmar ratio: Return relative to maximum drawdown	2.88	-0.52	+3.40
Martin ratio: Return relative to average drawdown	8.96	-1.15	+10.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRGTX vs. DGSCX - Sharpe Ratio Comparison

The current DRGTX Sharpe Ratio is 2.70, which is higher than the DGSCX Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of DRGTX and DGSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRGTX	DGSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.70	-0.71	+3.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	-0.00	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.35	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.39	+0.17

Drawdowns

DRGTX vs. DGSCX - Drawdown Comparison

The maximum DRGTX drawdown since its inception was -83.33%, which is greater than DGSCX's maximum drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for DRGTX and DGSCX.

Drawdown Indicators

	DRGTX	DGSCX	Difference
Max Drawdown Largest peak-to-trough decline	-83.33%	-68.18%	-15.15%
Max Drawdown (1Y) Largest decline over 1 year	-20.78%	-16.85%	-3.93%
Max Drawdown (3Y) Largest decline over 3 years	-29.46%	-18.04%	-11.42%
Max Drawdown (5Y) Largest decline over 5 years	-49.05%	-37.49%	-11.56%
Max Drawdown (10Y) Largest decline over 10 years	-49.05%	-40.29%	-8.76%
Current Drawdown Current decline from peak	-1.01%	-11.88%	+10.87%
Average Drawdown Average peak-to-trough decline	-29.95%	-19.68%	-10.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	7.60%	-0.93%

Volatility

DRGTX vs. DGSCX - Volatility Comparison

Virtus Technology Fund (DRGTX) has a higher volatility of 6.76% compared to Virtus Global Small-Cap Fund (DGSCX) at 3.67%. This indicates that DRGTX's price experiences larger fluctuations and is considered to be riskier than DGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRGTX	DGSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	3.67%	+3.09%
Volatility (6M) Calculated over the trailing 6-month period	17.24%	9.70%	+7.54%
Volatility (1Y) Calculated over the trailing 1-year period	22.17%	12.36%	+9.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.53%	17.97%	+10.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.90%	19.29%	+7.61%

DRGTX vs. DGSCX - Expense Ratio Comparison

DRGTX has a 1.16% expense ratio, which is lower than DGSCX's 1.28% expense ratio.

Dividends

DRGTX vs. DGSCX - Dividend Comparison

DRGTX's dividend yield for the trailing twelve months is around 1.93%, less than DGSCX's 4.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGSCX Virtus Global Small-Cap Fund	4.66%	4.61%	14.50%	0.84%	2.64%	30.56%	4.16%	7.03%	21.96%	7.99%	0.00%	0.00%
DRGTX Virtus Technology Fund	1.93%	2.51%	0.00%	0.00%	18.86%	28.27%	16.84%	17.12%	21.77%	16.26%	5.15%	15.96%

Frequently Asked Questions

Can I hold both DRGTX and DGSCX in my portfolio?

DRGTX and DGSCX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRGTX or DGSCX?

DRGTX has higher volatility (6.76%) compared to DGSCX (3.67%). In terms of maximum drawdown, DRGTX dropped -83.33% vs DGSCX's -68.18%.

Which has better risk-adjusted returns?

DRGTX currently has the higher Sharpe Ratio (2.70 vs -0.71), 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.