SGARX vs. AGLOX
SGARX (Virtus SGA Global Growth Fund) and AGLOX (Ariel Global Fund) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 11.68%/yr for AGLOX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 1.13%/yr for AGLOX.
Performance
SGARX vs. AGLOX - Performance Comparison
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Returns By Period
In the year-to-date period, SGARX achieves a -6.28% return, which is significantly lower than AGLOX's 20.96% return.
SGARX
- 1D
- 1.61%
- 1M
- -0.52%
- 6M
- -3.82%
- YTD
- -6.28%
- 1Y
- -6.13%
- 3Y*
- 4.28%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 6.72%
AGLOX
- 1D
- 1.47%
- 1M
- -3.15%
- 6M
- 17.96%
- YTD
- 20.96%
- 1Y
- 33.54%
- 3Y*
- 17.75%
- 5Y*
- 11.68%
- 10Y*
- 9.77%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AGLOX Ariel Global Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
SGARX vs. AGLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | -6.28% | 3.75% | 9.88% | 27.17% | -25.69% | 8.31% | 31.26% | 11.44% |
AGLOX Ariel Global Fund | 20.96% | 23.22% | 6.55% | 12.40% | -5.47% | 11.53% | 7.70% | 7.24% |
Correlation
The correlation between SGARX and AGLOX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.75 |
The correlation between SGARX and AGLOX shifts across timeframes, from 0.59 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGARX vs. AGLOX — Risk / Return Rank
SGARX
AGLOX
SGARX vs. AGLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and Ariel Global Fund (AGLOX). 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.
| SGARX | AGLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.41 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 3.00 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.14 | 10.46 | -11.59 |
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Drawdowns
SGARX vs. AGLOX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, which is greater than AGLOX's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for SGARX and AGLOX.
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Drawdown Indicators
| SGARX | AGLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -24.72% | -12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -10.66% | -8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -12.94% | -20.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -16.77% | -20.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.72% | — |
Current DrawdownCurrent decline from peak | -25.00% | -4.54% | -20.46% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -3.37% | -9.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 3.05% | +4.61% |
Volatility
SGARX vs. AGLOX - Volatility Comparison
The current volatility for Virtus SGA Global Growth Fund (SGARX) is 4.12%, while Ariel Global Fund (AGLOX) has a volatility of 4.34%. This indicates that SGARX experiences smaller price fluctuations and is considered to be less risky than AGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | AGLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.34% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 12.61% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 14.64% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 13.04% | +10.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 13.22% | +10.07% |
SGARX vs. AGLOX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than AGLOX's 1.13% expense ratio.
Dividends
SGARX vs. AGLOX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, which matches AGLOX's 13.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 13.54% | 16.38% | 27.80% | 18.51% | 4.82% | 2.00% | 0.85% | 4.39% | 3.42% | 4.48% | 2.65% | 0.81% |
SGARX Virtus SGA Global Growth Fund | 13.62% | 12.76% | 25.64% | 0.00% | 2.52% | 6.86% | 3.18% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGARX and AGLOX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGLOX has higher volatility (4.34%) compared to SGARX (4.12%). In terms of maximum drawdown, SGARX dropped -37.07% vs AGLOX's -24.72%.
AGLOX currently has the higher Sharpe Ratio (2.18 vs -0.58), 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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