SGARX vs. SSGLX
SGARX (Virtus SGA Global Growth Fund) and SSGLX (State Street Global All Cap Equity ex-U.S. Index Fund Class K) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 8.76%/yr for SSGLX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 0.07%/yr for SSGLX.
Performance
SGARX vs. SSGLX - 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 SSGLX's 12.81% 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%
SSGLX
- 1D
- 2.99%
- 1M
- -0.39%
- 6M
- 6.33%
- YTD
- 12.81%
- 1Y
- 28.04%
- 3Y*
- 16.85%
- 5Y*
- 8.76%
- 10Y*
- 9.34%
- ALL TIME*
- 6.91%
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. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 12.81% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 9.50% |
Correlation
The correlation between SGARX and SSGLX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.73 |
The correlation between SGARX and SSGLX has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
SGARX vs. SSGLX — Risk / Return Rank
SGARX
SSGLX
SGARX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.32 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.30 | -2.75 |
| Martin ratioReturn relative to average drawdown | -1.14 | 8.47 | -9.61 |
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Drawdowns
SGARX vs. SSGLX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, roughly equal to the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SGARX and SSGLX.
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Drawdown Indicators
| SGARX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -35.88% | -1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -11.22% | -7.97% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -13.56% | -20.30% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -30.08% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.88% | — |
Current DrawdownCurrent decline from peak | -25.00% | -2.45% | -22.55% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -8.15% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 3.04% | +4.62% |
Volatility
SGARX vs. SSGLX - Volatility Comparison
The current volatility for Virtus SGA Global Growth Fund (SGARX) is 4.12%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 4.87%. This indicates that SGARX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.87% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 13.31% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.18% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 15.00% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 16.11% | +7.18% |
SGARX vs. SSGLX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Dividends
SGARX vs. SSGLX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, more than SSGLX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 3.91% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Frequently Asked Questions
SGARX and SSGLX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGLX has higher volatility (4.87%) compared to SGARX (4.12%). In terms of maximum drawdown, SGARX dropped -37.07% vs SSGLX's -35.88%.
SSGLX currently has the higher Sharpe Ratio (1.70 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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