SCGVX vs. MDGCX
SCGVX (Sands Capital Global Growth Fund) and MDGCX (BlackRock Advantage Global Fund, Inc.) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 11.89%/yr for MDGCX. Their correlation of 0.83 means they have usually moved in the same direction. SCGVX charges 1.15%/yr vs 0.96%/yr for MDGCX.
Performance
SCGVX vs. MDGCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than MDGCX's 16.19% return. Over the past 10 years, SCGVX has underperformed MDGCX with an annualized return of 9.66%, while MDGCX has yielded a comparatively higher 11.89% annualized return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
MDGCX
- 1D
- 2.42%
- 1M
- 0.69%
- 6M
- 10.71%
- YTD
- 16.19%
- 1Y
- 31.45%
- 3Y*
- 18.22%
- 5Y*
- 10.79%
- 10Y*
- 11.89%
- ALL TIME*
- 11.33%
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 |
SCGVX vs. MDGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
MDGCX BlackRock Advantage Global Fund, Inc. | 16.19% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
Correlation
The correlation between SCGVX and MDGCX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.83 |
The correlation between SCGVX and MDGCX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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
SCGVX vs. MDGCX — Risk / Return Rank
SCGVX
MDGCX
SCGVX vs. MDGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and BlackRock Advantage Global Fund, Inc. (MDGCX). 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.
| SCGVX | MDGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 3.65 | -3.82 |
| Martin ratioReturn relative to average drawdown | -0.50 | 13.57 | -14.07 |
Loading charts...
Drawdowns
SCGVX vs. MDGCX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than MDGCX's maximum drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for SCGVX and MDGCX.
Loading charts...
Drawdown Indicators
| SCGVX | MDGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -48.25% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -8.07% | -13.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -21.46% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -26.68% | -27.28% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -34.87% | -19.09% |
Current DrawdownCurrent decline from peak | -17.06% | -3.02% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -9.89% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.17% | +5.25% |
Volatility
SCGVX vs. MDGCX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to BlackRock Advantage Global Fund, Inc. (MDGCX) at 4.35%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than MDGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCGVX | MDGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 4.35% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 11.60% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 14.02% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 16.34% | +9.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 17.14% | +5.96% |
SCGVX vs. MDGCX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than MDGCX's 0.96% expense ratio.
Dividends
SCGVX vs. MDGCX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than MDGCX's 7.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 7.67% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
SCGVX and MDGCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to MDGCX (4.35%). In terms of maximum drawdown, SCGVX dropped -53.96% vs MDGCX's -48.25%.
MDGCX currently has the higher Sharpe Ratio (2.10 vs -0.19), 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 SCGVX and MDGCX
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