SGARX vs. EDF
SGARX (Virtus SGA Global Growth Fund) and EDF (Virtus Stone Harbor Emerging Markets Income Fund) are both mutual funds - SGARX is a Global Equities fund managed by Virtus, while EDF is a Emerging Markets Bonds fund actively managed by Virtus. Over the past 5 years, SGARX returned -0.01%/yr vs 4.96%/yr for EDF. Their 0.33 correlation means their historical movements had little consistent relationship. SGARX charges 0.91%/yr vs 1.45%/yr for EDF.
Performance
SGARX vs. EDF - 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 EDF's 13.38% 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%
EDF
- 1D
- 1.52%
- 1M
- -4.94%
- 6M
- 11.33%
- YTD
- 13.38%
- 1Y
- 17.74%
- 3Y*
- 17.51%
- 5Y*
- 4.96%
- 10Y*
- 3.74%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $420.04K | $687.29K | $820.26K | |
| $0.00 | $0.00 | $0.00 |
SGARX vs. EDF - 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% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | 13.38% | 22.24% | 25.54% | 21.63% | -27.96% | -8.47% | -31.14% | 14.49% |
Correlation
The correlation between SGARX and EDF is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.33 |
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Return for Risk
SGARX vs. EDF — Risk / Return Rank
SGARX
EDF
SGARX vs. EDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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 | EDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.21 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.91 | -2.36 |
| Martin ratioReturn relative to average drawdown | -1.14 | 5.92 | -7.06 |
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Drawdowns
SGARX vs. EDF - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for SGARX and EDF.
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Drawdown Indicators
| SGARX | EDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -64.23% | +27.16% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -9.44% | -9.75% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -23.40% | -10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -52.47% | +15.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.23% | — |
Current DrawdownCurrent decline from peak | -25.00% | -7.12% | -17.88% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -21.30% | +8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 3.04% | +4.62% |
Volatility
SGARX vs. EDF - Volatility Comparison
The current volatility for Virtus SGA Global Growth Fund (SGARX) is 4.12%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 6.00%. This indicates that SGARX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | EDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 6.00% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 13.27% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.63% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 25.76% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 30.72% | -7.43% |
SGARX vs. EDF - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than EDF's 1.45% expense ratio.
Dividends
SGARX vs. EDF - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, less than EDF's 13.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDF Virtus Stone Harbor Emerging Markets Income Fund | 13.85% | 14.49% | 15.32% | 16.71% | 17.31% | 12.91% | 16.46% | 15.67% | 19.37% | 13.58% | 14.75% | 17.93% |
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 EDF 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.
EDF has higher volatility (6.00%) compared to SGARX (4.12%). In terms of maximum drawdown, SGARX dropped -37.07% vs EDF's -64.23%.
EDF currently has the higher Sharpe Ratio (1.16 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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