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SSCDX vs. AZBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCDX vs. AZBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sit Small Cap Dividend Growth Fund (SSCDX) and Virtus Small-Cap Fund (AZBIX). The values are adjusted to include any dividend payments, if applicable.

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SSCDX vs. AZBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCDX
Sit Small Cap Dividend Growth Fund
6.56%12.90%15.50%15.50%-17.15%23.46%16.21%27.12%-17.10%13.69%
AZBIX
Virtus Small-Cap Fund
2.47%8.49%19.06%14.09%-18.04%18.92%16.98%24.13%-9.25%21.27%

Returns By Period

In the year-to-date period, SSCDX achieves a 6.56% return, which is significantly higher than AZBIX's 2.47% return. Both investments have delivered pretty close results over the past 10 years, with SSCDX having a 10.16% annualized return and AZBIX not far ahead at 10.62%.


SSCDX

1D
2.94%
1M
-5.35%
YTD
6.56%
6M
8.52%
1Y
27.27%
3Y*
15.88%
5Y*
7.66%
10Y*
10.16%

AZBIX

1D
3.39%
1M
-4.85%
YTD
2.47%
6M
0.78%
1Y
21.35%
3Y*
12.90%
5Y*
5.52%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCDX vs. AZBIX - Expense Ratio Comparison

SSCDX has a 1.35% expense ratio, which is higher than AZBIX's 0.89% expense ratio.


Return for Risk

SSCDX vs. AZBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSCDX
SSCDX Risk / Return Rank: 7373
Overall Rank
SSCDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SSCDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SSCDX Omega Ratio Rank: 6464
Omega Ratio Rank
SSCDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SSCDX Martin Ratio Rank: 8282
Martin Ratio Rank

AZBIX
AZBIX Risk / Return Rank: 5959
Overall Rank
AZBIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AZBIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AZBIX Omega Ratio Rank: 4646
Omega Ratio Rank
AZBIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AZBIX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSCDX vs. AZBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sit Small Cap Dividend Growth Fund (SSCDX) and Virtus Small-Cap Fund (AZBIX). 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.


SSCDXAZBIXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.11

+0.21

Sortino ratio

Return per unit of downside risk

1.92

1.66

+0.26

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

2.10

1.85

+0.25

Martin ratio

Return relative to average drawdown

9.07

6.82

+2.24

SSCDX vs. AZBIX - Sharpe Ratio Comparison

The current SSCDX Sharpe Ratio is 1.33, which is comparable to the AZBIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SSCDX and AZBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSCDXAZBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.11

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.27

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.50

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.49

-0.05

Correlation

The correlation between SSCDX and AZBIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SSCDX vs. AZBIX - Dividend Comparison

SSCDX's dividend yield for the trailing twelve months is around 2.07%, less than AZBIX's 4.78% yield.


TTM20252024202320222021202020192018201720162015
SSCDX
Sit Small Cap Dividend Growth Fund
2.07%2.21%1.79%1.07%4.26%8.47%0.77%1.33%2.69%0.85%1.16%0.87%
AZBIX
Virtus Small-Cap Fund
4.78%4.90%10.82%2.31%4.78%13.82%0.45%0.38%9.62%13.80%0.03%3.59%

Drawdowns

SSCDX vs. AZBIX - Drawdown Comparison

The maximum SSCDX drawdown since its inception was -38.79%, roughly equal to the maximum AZBIX drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for SSCDX and AZBIX.


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Drawdown Indicators


SSCDXAZBIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-40.80%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-11.76%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-29.85%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-40.80%

+2.01%

Current Drawdown

Current decline from peak

-5.53%

-5.35%

-0.18%

Average Drawdown

Average peak-to-trough decline

-7.09%

-7.80%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.19%

-0.13%

Volatility

SSCDX vs. AZBIX - Volatility Comparison

The current volatility for Sit Small Cap Dividend Growth Fund (SSCDX) is 6.68%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that SSCDX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCDXAZBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

7.23%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

13.00%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

19.97%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

20.54%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

21.31%

-0.67%