SCATX vs. GQEPX

Last updated Jun 3, 2026

SCATX (Virtus Zevenbergen Innovative Growth Stock Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both Large Cap Growth Equities funds. Over the past 5 years, SCATX returned 3.66%/yr vs 10.67%/yr for GQEPX. A 0.57 correlation means they provide meaningful diversification when combined. SCATX charges 1.00%/yr vs 0.59%/yr for GQEPX.

Performance

SCATX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCATX achieves a 6.55% return, which is significantly lower than GQEPX's 7.59% return.

SCATX

• 1D: 0.03%
• 1M: 9.90%
• YTD: 6.55%
• 6M: 4.33%
• 1Y: 9.55%
• 3Y*: 22.50%
• 5Y*: 3.66%
• 10Y*: 17.57%

GQEPX

• 1D: -0.51%
• 1M: -0.74%
• YTD: 7.59%
• 6M: 8.23%
• 1Y: 6.09%
• 3Y*: 13.75%
• 5Y*: 10.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCATX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SCATX Virtus Zevenbergen Innovative Growth Stock Fund	6.55%	10.22%	35.81%	65.58%	-55.30%	-9.93%	119.67%	37.02%	-19.57%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	7.59%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Correlation

The correlation between SCATX and GQEPX is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018	0.57

The correlation between SCATX and GQEPX shifts across timeframes, from -0.25 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SCATX vs. GQEPX — Risk / Return Rank

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

SCATX

SCATX Risk / Return Rank: 5
SCATX Sharpe Ratio Rank: 6
SCATX Sortino Ratio Rank: 6
SCATX Omega Ratio Rank: 6
SCATX Calmar Ratio Rank: 5
SCATX Martin Ratio Rank: 4

GQEPX

GQEPX Risk / Return Rank: 7
GQEPX Sharpe Ratio Rank: 7
GQEPX Sortino Ratio Rank: 7
GQEPX Omega Ratio Rank: 6
GQEPX Calmar Ratio Rank: 8
GQEPX Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCATX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.

	SCATX	GQEPX	Difference
Sharpe ratio Return per unit of total volatility	0.47	0.57	-0.11
Sortino ratio Return per unit of downside risk	0.77	0.90	-0.12
Omega ratio Gain probability vs. loss probability	1.10	1.10	0.00
Calmar ratio Return relative to maximum drawdown	0.41	0.85	-0.44
Martin ratio Return relative to average drawdown	1.07	1.91	-0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCATX vs. GQEPX - Sharpe Ratio Comparison

The current SCATX Sharpe Ratio is 0.47, which is comparable to the GQEPX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SCATX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCATX	GQEPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	0.57	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.68	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.72	-0.29

Drawdowns

SCATX vs. GQEPX - Drawdown Comparison

The maximum SCATX drawdown since its inception was -66.92%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for SCATX and GQEPX.

Drawdown Indicators

	SCATX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-66.92%	-28.45%	-38.47%
Max Drawdown (1Y) Largest decline over 1 year	-26.17%	-6.77%	-19.40%
Max Drawdown (3Y) Largest decline over 3 years	-30.26%	-18.97%	-11.29%
Max Drawdown (5Y) Largest decline over 5 years	-63.68%	-20.49%	-43.19%
Max Drawdown (10Y) Largest decline over 10 years	-66.92%	—	—
Current Drawdown Current decline from peak	-9.49%	-8.16%	-1.33%
Average Drawdown Average peak-to-trough decline	-15.86%	-5.81%	-10.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.04%	3.01%	+7.03%

Volatility

SCATX vs. GQEPX - Volatility Comparison

Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) has a higher volatility of 5.78% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 3.58%. This indicates that SCATX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCATX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	3.58%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	17.86%	7.68%	+10.18%
Volatility (1Y) Calculated over the trailing 1-year period	23.05%	10.04%	+13.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.00%	15.86%	+20.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.65%	18.73%	+13.92%

SCATX vs. GQEPX - Expense Ratio Comparison

SCATX has a 1.00% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

SCATX vs. GQEPX - Dividend Comparison

SCATX has not paid dividends to shareholders, while GQEPX's dividend yield for the trailing twelve months is around 6.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.49%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%
SCATX Virtus Zevenbergen Innovative Growth Stock Fund	0.00%	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

Can I hold both SCATX and GQEPX in my portfolio?

SCATX and GQEPX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCATX or GQEPX?

SCATX has higher volatility (5.78%) compared to GQEPX (3.58%). In terms of maximum drawdown, SCATX dropped -66.92% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

GQEPX currently has the higher Sharpe Ratio (0.57 vs 0.47), 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.