DRMCX vs. DGSCX
DRMCX (Virtus Mid-Cap Growth Fund) and DGSCX (Virtus Global Small-Cap Fund) are both mutual funds - DRMCX is a Mid Cap Growth Equities fund managed by Allianz, while DGSCX is a Global Equities fund managed by Allianz. Over the past 10 years, DRMCX returned 15.40%/yr vs 7.63%/yr for DGSCX. Their correlation of 0.81 suggests significant overlap in exposure. DRMCX charges 0.83%/yr vs 1.28%/yr for DGSCX.
Performance
DRMCX vs. DGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, DRMCX achieves a 14.57% return, which is significantly higher than DGSCX's 2.01% return. Over the past 10 years, DRMCX has outperformed DGSCX with an annualized return of 15.40%, while DGSCX has yielded a comparatively lower 7.63% annualized return.
DRMCX
- 1D
- 0.15%
- 1M
- 4.11%
- YTD
- 14.57%
- 6M
- 12.32%
- 1Y
- 20.53%
- 3Y*
- 21.82%
- 5Y*
- 7.38%
- 10Y*
- 15.40%
DGSCX
- 1D
- -1.04%
- 1M
- 1.59%
- YTD
- 2.01%
- 6M
- 1.45%
- 1Y
- -4.57%
- 3Y*
- 8.15%
- 5Y*
- 0.85%
- 10Y*
- 7.63%
DRMCX vs. DGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 14.57% | 18.09% | 20.49% | 24.81% | -32.59% | 14.91% | 55.27% | 41.73% | -11.16% | 25.08% |
DGSCX Virtus Global Small-Cap Fund | 2.01% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
Correlation
The correlation between DRMCX and DGSCX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.81 |
Over the past year, the correlation between DRMCX and DGSCX has dropped to 0.55 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DRMCX vs. DGSCX — Risk / Return Rank
DRMCX
DGSCX
DRMCX vs. DGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) 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.
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.
| DRMCX | DGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.96 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.22 | +1.79 |
| Martin ratioReturn relative to average drawdown | 5.47 | -0.48 | +5.95 |
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Drawdowns
DRMCX vs. DGSCX - Drawdown Comparison
The maximum DRMCX drawdown since its inception was -67.97%, roughly equal to the maximum DGSCX drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for DRMCX and DGSCX.
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Drawdown Indicators
| DRMCX | DGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.97% | -68.18% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -16.85% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.83% | -18.04% | -8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.47% | -37.49% | -5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -40.29% | -3.18% |
Current DrawdownCurrent decline from peak | -0.73% | -8.98% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -22.06% | -19.66% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 7.79% | -3.86% |
Volatility
DRMCX vs. DGSCX - Volatility Comparison
Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 6.90% compared to Virtus Global Small-Cap Fund (DGSCX) at 3.24%. This indicates that DRMCX'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.
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Volatility by Period
| DRMCX | DGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 3.24% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 9.86% | +5.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 12.52% | +7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 17.96% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 19.27% | +4.40% |
DRMCX vs. DGSCX - Expense Ratio Comparison
DRMCX has a 0.83% expense ratio, which is lower than DGSCX's 1.28% expense ratio.
Dividends
DRMCX vs. DGSCX - Dividend Comparison
DRMCX's dividend yield for the trailing twelve months is around 14.43%, more than DGSCX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.52% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
DRMCX Virtus Mid-Cap Growth Fund | 14.43% | 16.53% | 0.00% | 0.00% | 0.00% | 27.44% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% |
Frequently Asked Questions
DRMCX and DGSCX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMCX has higher volatility (6.90%) compared to DGSCX (3.24%). In terms of maximum drawdown, DRMCX dropped -67.97% vs DGSCX's -68.18%.
DRMCX currently has the higher Sharpe Ratio (1.09 vs -0.30), 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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