SCATX vs. FITLX
SCATX (Virtus Zevenbergen Innovative Growth Stock Fund) and FITLX (Fidelity U.S. Sustainability Index Fund) are both mutual funds - SCATX is a Large Cap Growth Equities fund managed by Virtus, while FITLX is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Index. Over the past 5 years, SCATX returned -0.34%/yr vs 12.48%/yr for FITLX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SCATX charges 1.00%/yr vs 0.11%/yr for FITLX.
Performance
SCATX vs. FITLX - Performance Comparison
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Returns By Period
In the year-to-date period, SCATX achieves a -3.54% return, which is significantly lower than FITLX's 8.63% return.
SCATX
- 1D
- 3.40%
- 1M
- -7.06%
- 6M
- -1.35%
- YTD
- -3.54%
- 1Y
- -2.19%
- 3Y*
- 14.27%
- 5Y*
- -0.34%
- 10Y*
- 15.65%
- ALL TIME*
- 11.65%
FITLX
- 1D
- 2.13%
- 1M
- -1.05%
- 6M
- 7.02%
- YTD
- 8.63%
- 1Y
- 20.47%
- 3Y*
- 19.14%
- 5Y*
- 12.48%
- 10Y*
- —
- ALL TIME*
- 15.18%
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 |
SCATX vs. FITLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCATX Virtus Zevenbergen Innovative Growth Stock Fund | -3.54% | 10.22% | 35.81% | 65.58% | -55.30% | -9.93% | 119.67% | 37.02% | 10.84% | 11.94% |
FITLX Fidelity U.S. Sustainability Index Fund | 8.63% | 18.77% | 23.59% | 29.04% | -20.28% | 31.55% | 18.69% | 31.54% | -3.32% | 13.07% |
Correlation
The correlation between SCATX and FITLX is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.75 |
The correlation between SCATX and FITLX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
SCATX vs. FITLX — Risk / Return Rank
SCATX
FITLX
SCATX vs. FITLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) and Fidelity U.S. Sustainability Index Fund (FITLX). 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.
| SCATX | FITLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.64 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.48 | 6.77 | -7.25 |
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Drawdowns
SCATX vs. FITLX - Drawdown Comparison
The maximum SCATX drawdown since its inception was -66.92%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for SCATX and FITLX.
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Drawdown Indicators
| SCATX | FITLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -34.35% | -32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -26.17% | -11.15% | -15.02% |
Max Drawdown (3Y)Largest decline over 3 years | -30.26% | -19.99% | -10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -63.68% | -26.91% | -36.77% |
Max Drawdown (10Y)Largest decline over 10 years | -66.92% | — | — |
Current DrawdownCurrent decline from peak | -18.06% | -2.10% | -15.96% |
Average DrawdownAverage peak-to-trough decline | -15.85% | -5.02% | -10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | 2.69% | +7.94% |
Volatility
SCATX vs. FITLX - Volatility Comparison
Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) has a higher volatility of 7.81% compared to Fidelity U.S. Sustainability Index Fund (FITLX) at 3.84%. This indicates that SCATX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCATX | FITLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 3.84% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.96% | 11.03% | +9.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.65% | 13.83% | +11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.21% | 17.73% | +18.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.78% | 19.05% | +13.73% |
SCATX vs. FITLX - Expense Ratio Comparison
SCATX has a 1.00% expense ratio, which is higher than FITLX's 0.11% expense ratio.
Dividends
SCATX vs. FITLX - Dividend Comparison
SCATX's dividend yield for the trailing twelve months is around 4.26%, more than FITLX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity U.S. Sustainability Index Fund | 1.02% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 0.00% | 0.00% |
SCATX Virtus Zevenbergen Innovative Growth Stock Fund | 4.26% | 0.00% | 0.00% | 0.00% | 4.30% | 0.00% | 0.00% | 0.00% | 6.18% | 10.09% | 18.59% | 7.30% |
Frequently Asked Questions
SCATX and FITLX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCATX has higher volatility (7.81%) compared to FITLX (3.84%). In terms of maximum drawdown, SCATX dropped -66.92% vs FITLX's -34.35%.
FITLX currently has the higher Sharpe Ratio (1.32 vs -0.20), 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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