PortfoliosLab logoPortfoliosLab logo
SCGVX vs. GMGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCGVX vs. GMGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sands Capital Global Growth Fund (SCGVX) and GMO Global Equity Allocation Fund (GMGEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCGVX vs. GMGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGVX
Sands Capital Global Growth Fund
-14.29%10.68%15.64%31.49%-43.49%9.56%49.33%29.89%-2.97%38.38%
GMGEX
GMO Global Equity Allocation Fund
3.72%29.14%4.12%22.27%-17.07%14.99%9.55%25.45%-13.04%26.39%

Returns By Period

In the year-to-date period, SCGVX achieves a -14.29% return, which is significantly lower than GMGEX's 3.72% return. Over the past 10 years, SCGVX has underperformed GMGEX with an annualized return of 9.26%, while GMGEX has yielded a comparatively higher 9.93% annualized return.


SCGVX

1D
4.01%
1M
-8.32%
YTD
-14.29%
6M
-15.17%
1Y
0.49%
3Y*
7.30%
5Y*
-2.55%
10Y*
9.26%

GMGEX

1D
2.68%
1M
-5.76%
YTD
3.72%
6M
10.13%
1Y
30.15%
3Y*
16.98%
5Y*
8.06%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCGVX vs. GMGEX - Expense Ratio Comparison

SCGVX has a 1.15% expense ratio, which is higher than GMGEX's 0.01% expense ratio.


Return for Risk

SCGVX vs. GMGEX — Risk / Return Rank

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

SCGVX
SCGVX Risk / Return Rank: 44
Overall Rank
SCGVX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SCGVX Sortino Ratio Rank: 55
Sortino Ratio Rank
SCGVX Omega Ratio Rank: 44
Omega Ratio Rank
SCGVX Calmar Ratio Rank: 44
Calmar Ratio Rank
SCGVX Martin Ratio Rank: 44
Martin Ratio Rank

GMGEX
GMGEX Risk / Return Rank: 9090
Overall Rank
GMGEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GMGEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GMGEX Omega Ratio Rank: 8888
Omega Ratio Rank
GMGEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
GMGEX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

SCGVX vs. GMGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and GMO Global Equity Allocation Fund (GMGEX). 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.


SCGVXGMGEXDifference

Sharpe ratio

Return per unit of total volatility

0.04

1.94

-1.90

Sortino ratio

Return per unit of downside risk

0.22

2.63

-2.41

Omega ratio

Gain probability vs. loss probability

1.03

1.39

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.00

2.59

-2.59

Martin ratio

Return relative to average drawdown

-0.01

11.30

-11.31

SCGVX vs. GMGEX - Sharpe Ratio Comparison

The current SCGVX Sharpe Ratio is 0.04, which is lower than the GMGEX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SCGVX and GMGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCGVXGMGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

1.94

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.55

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.62

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.22

+0.19

Correlation

The correlation between SCGVX and GMGEX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCGVX vs. GMGEX - Dividend Comparison

SCGVX's dividend yield for the trailing twelve months is around 54.33%, more than GMGEX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
SCGVX
Sands Capital Global Growth Fund
54.33%46.57%9.14%0.00%0.00%13.05%3.34%5.97%9.05%0.23%0.00%0.00%
GMGEX
GMO Global Equity Allocation Fund
4.52%4.69%0.29%5.62%7.81%7.76%3.83%3.14%3.14%2.90%3.71%4.20%

Drawdowns

SCGVX vs. GMGEX - Drawdown Comparison

The maximum SCGVX drawdown since its inception was -53.96%, smaller than the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for SCGVX and GMGEX.


Loading graphics...

Drawdown Indicators


SCGVXGMGEXDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

-58.47%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-21.39%

-11.62%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

-28.58%

-25.38%

Max Drawdown (10Y)

Largest decline over 10 years

-53.96%

-34.98%

-18.98%

Current Drawdown

Current decline from peak

-27.61%

-6.81%

-20.80%

Average Drawdown

Average peak-to-trough decline

-12.02%

-16.84%

+4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.21%

2.66%

+3.55%

Volatility

SCGVX vs. GMGEX - Volatility Comparison

Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 8.06% compared to GMO Global Equity Allocation Fund (GMGEX) at 6.09%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than GMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCGVXGMGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

6.09%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

9.78%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.03%

15.72%

+6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

14.74%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

16.02%

+6.86%