SGARX vs. LVAGX
SGARX (Virtus SGA Global Growth Fund) and LVAGX (LSV Global Value Fund) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 13.60%/yr for LVAGX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 1.15%/yr for LVAGX.
Performance
SGARX vs. LVAGX - 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 LVAGX's 24.67% 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%
LVAGX
- 1D
- 1.08%
- 1M
- 2.10%
- 6M
- 18.79%
- YTD
- 24.67%
- 1Y
- 43.05%
- 3Y*
- 20.81%
- 5Y*
- 13.60%
- 10Y*
- 11.60%
- ALL TIME*
- 9.78%
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 |
SGARX vs. LVAGX - 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% |
LVAGX LSV Global Value Fund | 24.67% | 26.84% | 6.86% | 18.76% | -8.44% | 21.07% | 0.15% | 11.20% |
Correlation
The correlation between SGARX and LVAGX is 0.63, 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. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
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 | 0.70 |
The correlation between SGARX and LVAGX has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
SGARX vs. LVAGX — Risk / Return Rank
SGARX
LVAGX
SGARX vs. LVAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and LSV Global Value Fund (LVAGX). 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 | LVAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.68 | ||
| Sortino ratioReturn per unit of downside risk | -4.95 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.56 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 5.83 | -6.28 |
| Martin ratioReturn relative to average drawdown | -1.14 | 21.28 | -22.41 |
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Drawdowns
SGARX vs. LVAGX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, smaller than the maximum LVAGX drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for SGARX and LVAGX.
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Drawdown Indicators
| SGARX | LVAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -42.32% | +5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -7.03% | -12.16% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -16.13% | -17.73% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -23.77% | -13.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.32% | — |
Current DrawdownCurrent decline from peak | -25.00% | -0.46% | -24.54% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -6.95% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 1.92% | +5.74% |
Volatility
SGARX vs. LVAGX - Volatility Comparison
Virtus SGA Global Growth Fund (SGARX) has a higher volatility of 4.12% compared to LSV Global Value Fund (LVAGX) at 3.31%. This indicates that SGARX's price experiences larger fluctuations and is considered to be riskier than LVAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | LVAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.31% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 10.57% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 13.24% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 15.37% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 16.83% | +6.46% |
SGARX vs. LVAGX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than LVAGX's 1.15% expense ratio.
Dividends
SGARX vs. LVAGX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, more than LVAGX's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAGX LSV Global Value Fund | 5.12% | 6.38% | 2.44% | 2.69% | 1.52% | 2.04% | 1.66% | 1.99% | 4.71% | 1.86% | 2.54% | 2.35% |
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 LVAGX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGARX has higher volatility (4.12%) compared to LVAGX (3.31%). In terms of maximum drawdown, SGARX dropped -37.07% vs LVAGX's -42.32%.
LVAGX currently has the higher Sharpe Ratio (3.10 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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