SGSCX vs. DGSCX
SGSCX (DWS Global Small Cap Fund) and DGSCX (Virtus Global Small-Cap Fund) are both Global Equities funds. Over the past 10 years, SGSCX returned 9.31%/yr vs 7.63%/yr for DGSCX. Their correlation of 0.87 suggests significant overlap in exposure. SGSCX charges 1.12%/yr vs 1.28%/yr for DGSCX.
Performance
SGSCX vs. DGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, SGSCX achieves a 21.49% return, which is significantly higher than DGSCX's 2.01% return. Over the past 10 years, SGSCX has outperformed DGSCX with an annualized return of 9.31%, while DGSCX has yielded a comparatively lower 7.63% annualized return.
SGSCX
- 1D
- -0.03%
- 1M
- 1.29%
- YTD
- 21.49%
- 6M
- 19.89%
- 1Y
- 41.28%
- 3Y*
- 21.08%
- 5Y*
- 8.18%
- 10Y*
- 9.31%
DGSCX
- 1D
- -1.04%
- 1M
- 1.59%
- YTD
- 2.01%
- 6M
- 1.45%
- 1Y
- -4.57%
- 3Y*
- 8.15%
- 5Y*
- 0.85%
- 10Y*
- 7.63%
SGSCX vs. DGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 21.49% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
DGSCX Virtus Global Small-Cap Fund | 2.01% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
Correlation
The correlation between SGSCX and DGSCX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.87 |
Over the past year, the correlation between SGSCX and DGSCX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
SGSCX vs. DGSCX — Risk / Return Rank
SGSCX
DGSCX
SGSCX vs. DGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) and Virtus Global Small-Cap Fund (DGSCX). 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.
| SGSCX | DGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.96 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | -0.22 | +4.74 |
| Martin ratioReturn relative to average drawdown | 16.88 | -0.48 | +17.37 |
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Drawdowns
SGSCX vs. DGSCX - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, smaller than the maximum DGSCX drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for SGSCX and DGSCX.
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Drawdown Indicators
| SGSCX | DGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -68.18% | +5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -16.85% | +7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -18.04% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -37.49% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -40.29% | -5.69% |
Current DrawdownCurrent decline from peak | -0.27% | -8.98% | +8.71% |
Average DrawdownAverage peak-to-trough decline | -14.10% | -19.66% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 7.79% | -5.25% |
Volatility
SGSCX vs. DGSCX - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 5.75% compared to Virtus Global Small-Cap Fund (DGSCX) at 3.24%. This indicates that SGSCX's price experiences larger fluctuations and is considered to be riskier than DGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSCX | DGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 3.24% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 9.86% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 12.52% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 17.96% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 19.27% | +0.29% |
SGSCX vs. DGSCX - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is lower than DGSCX's 1.28% expense ratio.
Dividends
SGSCX vs. DGSCX - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 8.53%, more than DGSCX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.52% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
SGSCX DWS Global Small Cap Fund | 8.53% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
SGSCX and DGSCX 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.
SGSCX has higher volatility (5.75%) compared to DGSCX (3.24%). In terms of maximum drawdown, SGSCX dropped -62.26% vs DGSCX's -68.18%.
SGSCX currently has the higher Sharpe Ratio (2.70 vs -0.30), 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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