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DRGTX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRGTX and VIGIX is 0.80, 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.


Performance

DRGTX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Technology Fund (DRGTX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DRGTX:

0.33

VIGIX:

0.53

Sortino Ratio

DRGTX:

0.64

VIGIX:

0.91

Omega Ratio

DRGTX:

1.09

VIGIX:

1.13

Calmar Ratio

DRGTX:

0.33

VIGIX:

0.59

Martin Ratio

DRGTX:

0.99

VIGIX:

2.01

Ulcer Index

DRGTX:

9.72%

VIGIX:

6.72%

Daily Std Dev

DRGTX:

32.36%

VIGIX:

25.17%

Max Drawdown

DRGTX:

-83.33%

VIGIX:

-57.17%

Current Drawdown

DRGTX:

-13.38%

VIGIX:

-9.19%

Returns By Period

In the year-to-date period, DRGTX achieves a -7.82% return, which is significantly lower than VIGIX's -5.39% return. Over the past 10 years, DRGTX has outperformed VIGIX with an annualized return of 17.12%, while VIGIX has yielded a comparatively lower 14.68% annualized return.


DRGTX

YTD

-7.82%

1M

7.19%

6M

-7.51%

1Y

10.60%

5Y*

15.46%

10Y*

17.12%

VIGIX

YTD

-5.39%

1M

5.32%

6M

-4.65%

1Y

13.38%

5Y*

16.68%

10Y*

14.68%

*Annualized

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DRGTX vs. VIGIX - Expense Ratio Comparison

DRGTX has a 1.16% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Risk-Adjusted Performance

DRGTX vs. VIGIX — Risk-Adjusted Performance Rank

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

DRGTX
The Risk-Adjusted Performance Rank of DRGTX is 4545
Overall Rank
The Sharpe Ratio Rank of DRGTX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DRGTX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DRGTX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of DRGTX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DRGTX is 4242
Martin Ratio Rank

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 6363
Overall Rank
The Sharpe Ratio Rank of VIGIX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DRGTX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Technology Fund (DRGTX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


The current DRGTX Sharpe Ratio is 0.33, which is lower than the VIGIX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DRGTX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DRGTX vs. VIGIX - Dividend Comparison

DRGTX has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.50%.


TTM20242023202220212020201920182017201620152014
DRGTX
Virtus Technology Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%

Drawdowns

DRGTX vs. VIGIX - Drawdown Comparison

The maximum DRGTX drawdown since its inception was -83.33%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for DRGTX and VIGIX. For additional features, visit the drawdowns tool.


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Volatility

DRGTX vs. VIGIX - Volatility Comparison


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