ITRAX vs. DGIFX
ITRAX (VY® T. Rowe Price Capital Appreciation Portfolio) and DGIFX (Disciplined Growth Investors Fund) are both Diversified Portfolio funds. Over the past 10 years, ITRAX returned 10.22%/yr vs 11.75%/yr for DGIFX. Their correlation of 0.80 means they have usually moved in the same direction. ITRAX charges 1.24%/yr vs 0.78%/yr for DGIFX.
Performance
ITRAX vs. DGIFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITRAX achieves a 4.86% return, which is significantly lower than DGIFX's 14.46% return. Over the past 10 years, ITRAX has underperformed DGIFX with an annualized return of 10.22%, while DGIFX has yielded a comparatively higher 11.75% annualized return.
ITRAX
- 1D
- 1.07%
- 1M
- -0.66%
- 6M
- 4.65%
- YTD
- 4.86%
- 1Y
- 6.54%
- 3Y*
- 10.55%
- 5Y*
- 7.10%
- 10Y*
- 10.22%
- ALL TIME*
- 7.79%
DGIFX
- 1D
- 1.54%
- 1M
- -0.22%
- 6M
- 9.96%
- YTD
- 14.46%
- 1Y
- 16.75%
- 3Y*
- 12.95%
- 5Y*
- 9.08%
- 10Y*
- 11.75%
- ALL TIME*
- 11.53%
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 |
ITRAX vs. DGIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRAX VY® T. Rowe Price Capital Appreciation Portfolio | 4.86% | 10.14% | 12.12% | 18.26% | -12.54% | 17.94% | 17.52% | 23.99% | -0.12% | 14.74% |
DGIFX Disciplined Growth Investors Fund | 14.46% | 3.54% | 21.13% | 33.10% | -18.35% | 9.59% | 24.07% | 23.97% | -2.39% | 14.86% |
Correlation
The correlation between ITRAX and DGIFX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2011 | 0.80 |
The correlation between ITRAX and DGIFX shifts across timeframes, from 0.64 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITRAX vs. DGIFX — Risk / Return Rank
ITRAX
DGIFX
ITRAX vs. DGIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY® T. Rowe Price Capital Appreciation Portfolio (ITRAX) and Disciplined Growth Investors Fund (DGIFX). 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.
| ITRAX | DGIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.32 | -0.57 |
| Martin ratioReturn relative to average drawdown | 1.66 | 3.86 | -2.20 |
Loading charts...
Drawdowns
ITRAX vs. DGIFX - Drawdown Comparison
The maximum ITRAX drawdown since its inception was -42.74%, which is greater than DGIFX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for ITRAX and DGIFX.
Loading charts...
Drawdown Indicators
| ITRAX | DGIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -30.93% | -11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -10.91% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -9.99% | -30.93% | +20.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -30.93% | +13.40% |
Max Drawdown (10Y)Largest decline over 10 years | -27.01% | -30.93% | +3.92% |
Current DrawdownCurrent decline from peak | -7.35% | -2.55% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.87% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 3.72% | +0.50% |
Volatility
ITRAX vs. DGIFX - Volatility Comparison
The current volatility for VY® T. Rowe Price Capital Appreciation Portfolio (ITRAX) is 2.15%, while Disciplined Growth Investors Fund (DGIFX) has a volatility of 3.66%. This indicates that ITRAX experiences smaller price fluctuations and is considered to be less risky than DGIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITRAX | DGIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 3.66% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 12.07% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.76% | 16.23% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.54% | 21.22% | -8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 18.70% | -6.03% |
ITRAX vs. DGIFX - Expense Ratio Comparison
ITRAX has a 1.24% expense ratio, which is higher than DGIFX's 0.78% expense ratio.
Dividends
ITRAX vs. DGIFX - Dividend Comparison
ITRAX's dividend yield for the trailing twelve months is around 14.63%, more than DGIFX's 7.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 7.22% | 8.29% | 20.95% | 2.78% | 2.21% | 11.12% | 10.09% | 3.53% | 3.74% | 4.29% | 0.00% | 0.00% |
ITRAX VY® T. Rowe Price Capital Appreciation Portfolio | 14.63% | 17.33% | 2.68% | 11.74% | 17.12% | 13.46% | 8.70% | 6.53% | 10.32% | 5.87% | 10.79% | 16.34% |
Frequently Asked Questions
ITRAX and DGIFX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGIFX has higher volatility (3.66%) compared to ITRAX (2.15%). In terms of maximum drawdown, ITRAX dropped -42.74% vs DGIFX's -30.93%.
DGIFX currently has the higher Sharpe Ratio (0.89 vs 0.49), 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.
Find the right allocation for ITRAX and DGIFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer