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DRGTX vs. PALAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGTX vs. PALAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DRGTX achieves a 18.87% return, which is significantly higher than PALAX's 8.37% return. Over the past 10 years, DRGTX has outperformed PALAX with an annualized return of 22.19%, while PALAX has yielded a comparatively lower 7.27% annualized return.


DRGTX

1D
4.57%
1M
-3.03%
6M
18.71%
YTD
18.87%
1Y
33.75%
3Y*
28.90%
5Y*
14.91%
10Y*
22.19%
ALL TIME*
14.78%

PALAX

1D
1.27%
1M
0.31%
6M
5.36%
YTD
8.37%
1Y
18.01%
3Y*
11.02%
5Y*
5.55%
10Y*
7.27%
ALL TIME*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DRGTX vs. PALAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRGTX
Virtus Technology Fund
18.87%25.10%35.67%65.59%-42.58%12.14%70.02%29.46%5.06%47.17%
PALAX
Virtus Global Allocation Fund
8.37%17.73%6.39%11.78%-15.69%10.82%13.99%17.93%-8.72%16.92%

Correlation

The correlation between DRGTX and PALAX is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 1, 1998

0.78

The correlation between DRGTX and PALAX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

DRGTX vs. PALAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRGTX
DRGTX Risk / Return Rank: 3737
Overall Rank
DRGTX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DRGTX Sortino Ratio Rank: 4040
Sortino Ratio Rank
DRGTX Omega Ratio Rank: 3838
Omega Ratio Rank
DRGTX Calmar Ratio Rank: 3636
Calmar Ratio Rank
DRGTX Martin Ratio Rank: 3030
Martin Ratio Rank

PALAX
PALAX Risk / Return Rank: 7878
Overall Rank
PALAX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PALAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PALAX Omega Ratio Rank: 7676
Omega Ratio Rank
PALAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PALAX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRGTX vs. PALAX - Risk-Adjusted Trends Comparison

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


DRGTXPALAXDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

1.48

2.50

-1.02

Martin ratioReturn relative to average drawdown

4.27

10.18

-5.91

DRGTX vs. PALAX - Sharpe Ratio Comparison

The current DRGTX Sharpe Ratio is 1.19, which is lower than the PALAX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of DRGTX and PALAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRGTX vs. PALAX - Drawdown Comparison

The maximum DRGTX drawdown since its inception was -83.33%, which is greater than PALAX's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for DRGTX and PALAX.


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Drawdown Indicators


DRGTXPALAXDifference

Max Drawdown

Largest peak-to-trough decline

-83.33%

-44.59%

-38.74%

Max Drawdown (1Y)

Largest decline over 1 year

-20.78%

-6.93%

-13.85%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-11.92%

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-49.05%

-27.75%

-21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-49.05%

-27.75%

-21.30%

Current Drawdown

Current decline from peak

-9.44%

-1.18%

-8.26%

Average Drawdown

Average peak-to-trough decline

-29.82%

-6.67%

-23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

1.70%

+5.51%

Volatility

DRGTX vs. PALAX - Volatility Comparison

Virtus Technology Fund (DRGTX) has a higher volatility of 8.92% compared to Virtus Global Allocation Fund (PALAX) at 2.78%. This indicates that DRGTX's price experiences larger fluctuations and is considered to be riskier than PALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGTXPALAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

2.78%

+6.14%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

7.73%

+13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

9.31%

+16.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

11.95%

+17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.19%

11.36%

+15.83%

DRGTX vs. PALAX - Expense Ratio Comparison

DRGTX has a 1.16% expense ratio, which is higher than PALAX's 0.52% expense ratio.


Dividends

DRGTX vs. PALAX - Dividend Comparison

DRGTX's dividend yield for the trailing twelve months is around 2.11%, less than PALAX's 9.28% yield.


PositionTTM20252024202320222021202020192018201720162015
DRGTX
Virtus Technology Fund
2.11%2.51%0.00%0.00%18.86%28.27%16.84%17.12%21.77%16.26%5.15%15.96%
PALAX
Virtus Global Allocation Fund
9.28%6.94%3.07%2.60%6.29%9.15%6.14%10.09%6.19%10.69%1.61%5.30%

Frequently Asked Questions


DRGTX and PALAX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRGTX has higher volatility (8.92%) compared to PALAX (2.78%). In terms of maximum drawdown, DRGTX dropped -83.33% vs PALAX's -44.59%.

PALAX currently has the higher Sharpe Ratio (1.86 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for DRGTX and PALAX

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