PGWCX vs. DGSCX
PGWCX (Virtus Focused Growth Fund) and DGSCX (Virtus Global Small-Cap Fund) are both mutual funds - PGWCX is a Large Cap Growth Equities fund managed by Allianz, while DGSCX is a Global Equities fund managed by Allianz. Over the past 10 years, PGWCX returned 17.23%/yr vs 7.45%/yr for DGSCX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. PGWCX charges 1.70%/yr vs 1.28%/yr for DGSCX.
Performance
PGWCX vs. DGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, PGWCX achieves a -1.71% return, which is significantly lower than DGSCX's 6.22% return. Over the past 10 years, PGWCX has outperformed DGSCX with an annualized return of 17.23%, while DGSCX has yielded a comparatively lower 7.45% annualized return.
PGWCX
- 1D
- 1.74%
- 1M
- -2.63%
- 6M
- -0.09%
- YTD
- -1.71%
- 1Y
- 6.58%
- 3Y*
- 24.45%
- 5Y*
- 13.02%
- 10Y*
- 17.23%
- ALL TIME*
- 13.59%
DGSCX
- 1D
- -0.26%
- 1M
- 0.23%
- 6M
- 1.93%
- YTD
- 6.22%
- 1Y
- -0.39%
- 3Y*
- 7.19%
- 5Y*
- 1.62%
- 10Y*
- 7.45%
- ALL TIME*
- 8.16%
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 |
PGWCX vs. DGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGWCX Virtus Focused Growth Fund | -1.71% | 19.31% | 52.99% | 52.26% | -34.89% | 19.61% | 47.57% | 32.96% | -6.82% | 30.45% |
DGSCX Virtus Global Small-Cap Fund | 6.22% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
Correlation
The correlation between PGWCX and DGSCX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.74 |
Over the past year, the correlation between PGWCX and DGSCX has dropped to 0.36 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
PGWCX vs. DGSCX — Risk / Return Rank
PGWCX
DGSCX
PGWCX vs. DGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Focused Growth Fund (PGWCX) 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.
| PGWCX | DGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.10 | +0.36 |
| Martin ratioReturn relative to average drawdown | 0.83 | -0.21 | +1.04 |
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Drawdowns
PGWCX vs. DGSCX - Drawdown Comparison
The maximum PGWCX drawdown since its inception was -67.19%, roughly equal to the maximum DGSCX drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for PGWCX and DGSCX.
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Drawdown Indicators
| PGWCX | DGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.19% | -68.18% | +0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -16.85% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -18.04% | -11.98% |
Max Drawdown (5Y)Largest decline over 5 years | -39.09% | -37.49% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -39.09% | -40.29% | +1.20% |
Current DrawdownCurrent decline from peak | -9.04% | -5.23% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -19.61% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 7.93% | -2.69% |
Volatility
PGWCX vs. DGSCX - Volatility Comparison
Virtus Focused Growth Fund (PGWCX) has a higher volatility of 4.86% compared to Virtus Global Small-Cap Fund (DGSCX) at 2.97%. This indicates that PGWCX'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
| PGWCX | DGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 2.97% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 9.86% | +4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 12.57% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.74% | 17.89% | +8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 19.13% | +5.41% |
PGWCX vs. DGSCX - Expense Ratio Comparison
PGWCX has a 1.70% expense ratio, which is higher than DGSCX's 1.28% expense ratio.
Dividends
PGWCX vs. DGSCX - Dividend Comparison
PGWCX's dividend yield for the trailing twelve months is around 14.11%, more than DGSCX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.34% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
PGWCX Virtus Focused Growth Fund | 14.11% | 13.87% | 24.05% | 6.02% | 15.19% | 41.55% | 15.72% | 23.03% | 20.78% | 1.92% | 3.51% | 9.18% |
Frequently Asked Questions
PGWCX and DGSCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGWCX has higher volatility (4.86%) compared to DGSCX (2.97%). In terms of maximum drawdown, PGWCX dropped -67.19% vs DGSCX's -68.18%.
PGWCX currently has the higher Sharpe Ratio (0.24 vs -0.13), 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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