SGARX vs. NAINX
SGARX (Virtus SGA Global Growth Fund) and NAINX (Virtus Tactical Allocation Fund) are both mutual funds - SGARX is a Global Equities fund managed by Virtus, while NAINX is a Diversified Portfolio fund managed by Virtus. Over the past 5 years, SGARX returned -0.01%/yr vs 1.47%/yr for NAINX. Their correlation of 0.90 means they have usually moved in the same direction. SGARX charges 0.91%/yr vs 1.00%/yr for NAINX.
Performance
SGARX vs. NAINX - 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 NAINX's -0.04% 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%
NAINX
- 1D
- 0.73%
- 1M
- -1.84%
- 6M
- -0.45%
- YTD
- -0.04%
- 1Y
- 0.10%
- 3Y*
- 8.14%
- 5Y*
- 1.47%
- 10Y*
- 7.65%
- ALL TIME*
- 6.70%
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. NAINX - 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% |
NAINX Virtus Tactical Allocation Fund | -0.04% | 6.83% | 14.00% | 22.38% | -28.48% | 6.63% | 31.47% | 9.93% |
Correlation
The correlation between SGARX and NAINX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.90 |
The correlation between SGARX and NAINX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
SGARX vs. NAINX — Risk / Return Rank
SGARX
NAINX
SGARX vs. NAINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and Virtus Tactical Allocation Fund (NAINX). 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 | NAINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.99 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | -0.09 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.14 | -0.28 | -0.86 |
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Drawdowns
SGARX vs. NAINX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, roughly equal to the maximum NAINX drawdown of -36.50%. Use the drawdown chart below to compare losses from any high point for SGARX and NAINX.
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Drawdown Indicators
| SGARX | NAINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -36.50% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -10.19% | -9.00% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -11.79% | -22.07% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -36.50% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.50% | — |
Current DrawdownCurrent decline from peak | -25.00% | -2.30% | -22.70% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -5.26% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 3.13% | +4.53% |
Volatility
SGARX vs. NAINX - Volatility Comparison
Virtus SGA Global Growth Fund (SGARX) has a higher volatility of 4.12% compared to Virtus Tactical Allocation Fund (NAINX) at 2.38%. This indicates that SGARX's price experiences larger fluctuations and is considered to be riskier than NAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | NAINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.38% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 7.97% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 9.65% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 13.78% | +9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 13.30% | +9.99% |
SGARX vs. NAINX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than NAINX's 1.00% expense ratio.
Dividends
SGARX vs. NAINX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, less than NAINX's 16.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAINX Virtus Tactical Allocation Fund | 16.05% | 15.87% | 13.38% | 1.94% | 7.34% | 7.54% | 2.06% | 2.24% | 4.41% | 2.61% | 10.78% | 7.34% |
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 NAINX have a correlation of 0.83, 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 NAINX (2.38%). In terms of maximum drawdown, SGARX dropped -37.07% vs NAINX's -36.50%.
NAINX currently has the higher Sharpe Ratio (-0.09 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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