SGARX vs. VMVFX
SGARX (Virtus SGA Global Growth Fund) and VMVFX (Vanguard Global Minimum Volatility Fund Investor Shares) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 10.60%/yr for VMVFX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 0.21%/yr for VMVFX.
Performance
SGARX vs. VMVFX - 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 VMVFX's 10.15% 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%
VMVFX
- 1D
- -0.06%
- 1M
- 0.46%
- 6M
- 6.37%
- YTD
- 10.15%
- 1Y
- 15.34%
- 3Y*
- 13.40%
- 5Y*
- 10.60%
- 10Y*
- 9.21%
- ALL TIME*
- 9.80%
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. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 10.15% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 10.35% |
Correlation
The correlation between SGARX and VMVFX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.73 |
Over the past year, the correlation between SGARX and VMVFX has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
SGARX vs. VMVFX — Risk / Return Rank
SGARX
VMVFX
SGARX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.38 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.31 | -2.77 |
| Martin ratioReturn relative to average drawdown | -1.14 | 8.93 | -10.07 |
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Drawdowns
SGARX vs. VMVFX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for SGARX and VMVFX.
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Drawdown Indicators
| SGARX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -33.09% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -6.27% | -12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -7.96% | -25.90% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -13.02% | -24.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.09% | — |
Current DrawdownCurrent decline from peak | -25.00% | -0.46% | -24.54% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -2.80% | -10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 1.62% | +6.04% |
Volatility
SGARX vs. VMVFX - Volatility Comparison
Virtus SGA Global Growth Fund (SGARX) has a higher volatility of 4.12% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 1.95%. This indicates that SGARX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGARX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.95% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 5.56% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 6.99% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 10.76% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 12.43% | +10.86% |
SGARX vs. VMVFX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Dividends
SGARX vs. VMVFX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, more than VMVFX's 9.06% 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.06% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Frequently Asked Questions
SGARX and VMVFX have a correlation of 0.46, 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 VMVFX (1.95%). In terms of maximum drawdown, SGARX dropped -37.07% vs VMVFX's -33.09%.
VMVFX currently has the higher Sharpe Ratio (2.08 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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