STCIX vs. HIEMX

Last updated Jun 23, 2026

STCIX (Virtus Silvant Large-Cap Growth Stock Fund) and HIEMX (Virtus Vontobel Emerging Markets Opportunities Fund) are both mutual funds - STCIX is a Large Cap Growth Equities fund managed by Virtus, while HIEMX is a Emerging Markets Diversified fund managed by Virtus. Over the past 10 years, STCIX returned 17.22%/yr vs 0.85%/yr for HIEMX. A 0.57 correlation means they provide meaningful diversification when combined. STCIX charges 1.23%/yr vs 1.24%/yr for HIEMX.

Performance

STCIX vs. HIEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Silvant Large-Cap Growth Stock Fund (STCIX) and Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STCIX achieves a 2.63% return, which is significantly higher than HIEMX's -10.63% return. Over the past 10 years, STCIX has outperformed HIEMX with an annualized return of 17.22%, while HIEMX has yielded a comparatively lower 0.85% annualized return.

STCIX

• 1D: 1.36%
• 1M: -0.67%
• YTD: 2.63%
• 6M: 2.23%
• 1Y: 20.37%
• 3Y*: 21.87%
• 5Y*: 13.94%
• 10Y*: 17.22%

HIEMX

• 1D: 0.00%
• 1M: -0.92%
• YTD: -10.63%
• 6M: -11.05%
• 1Y: -4.89%
• 3Y*: -1.49%
• 5Y*: -6.92%
• 10Y*: 0.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STCIX vs. HIEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STCIX Virtus Silvant Large-Cap Growth Stock Fund	2.63%	18.87%	32.68%	48.92%	-29.37%	23.90%	36.00%	34.08%	-1.12%	26.84%
HIEMX Virtus Vontobel Emerging Markets Opportunities Fund	-10.63%	21.39%	-8.26%	0.39%	-23.26%	-6.34%	15.71%	18.35%	-14.37%	34.47%

Correlation

The correlation between STCIX and HIEMX is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Oct 20, 1997	0.57

The correlation between STCIX and HIEMX has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

Return for Risk

STCIX vs. HIEMX — Risk / Return Rank

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

STCIX

STCIX Risk / Return Rank: 18
STCIX Sharpe Ratio Rank: 21
STCIX Sortino Ratio Rank: 19
STCIX Omega Ratio Rank: 19
STCIX Calmar Ratio Rank: 14
STCIX Martin Ratio Rank: 17

HIEMX

HIEMX Risk / Return Rank: 1
HIEMX Sharpe Ratio Rank: 1
HIEMX Sortino Ratio Rank: 1
HIEMX Omega Ratio Rank: 1
HIEMX Calmar Ratio Rank: 1
HIEMX Martin Ratio Rank: 1

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.

STCIX vs. HIEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Silvant Large-Cap Growth Stock Fund (STCIX) and Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX). 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.

	STCIX	HIEMX	Difference
Sharpe ratio: Return per unit of total volatility	1.21	-0.39	+1.60
Sortino ratio: Return per unit of downside risk	1.71	-0.45	+2.16
Omega ratio: Gain probability vs. loss probability	1.21	0.95	+0.27
Calmar ratio: Return relative to maximum drawdown	1.22	-0.33	+1.55
Martin ratio: Return relative to average drawdown	4.24	-0.79	+5.03

STCIX vs. HIEMX - Sharpe Ratio Comparison

The current STCIX Sharpe Ratio is 1.21, which is higher than the HIEMX Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of STCIX and HIEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STCIX vs. HIEMX - Drawdown Comparison

The maximum STCIX drawdown since its inception was -51.58%, smaller than the maximum HIEMX drawdown of -58.48%. Use the drawdown chart below to compare losses from any high point for STCIX and HIEMX.

Drawdown Indicators

	STCIX	HIEMX	Difference
Max Drawdown Largest peak-to-trough decline	-51.58%	-58.48%	+6.90%
Max Drawdown (1Y) Largest decline over 1 year	-16.20%	-17.87%	+1.67%
Max Drawdown (3Y) Largest decline over 3 years	-22.44%	-17.87%	-4.57%
Max Drawdown (5Y) Largest decline over 5 years	-33.44%	-40.15%	+6.71%
Max Drawdown (10Y) Largest decline over 10 years	-33.44%	-44.22%	+10.78%
Current Drawdown Current decline from peak	-4.29%	-35.78%	+31.49%
Average Drawdown Average peak-to-trough decline	-10.13%	-17.64%	+7.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	7.37%	-2.72%

Volatility

STCIX vs. HIEMX - Volatility Comparison

Virtus Silvant Large-Cap Growth Stock Fund (STCIX) has a higher volatility of 6.31% compared to Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX) at 5.28%. This indicates that STCIX's price experiences larger fluctuations and is considered to be riskier than HIEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STCIX	HIEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	5.28%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	13.00%	12.48%	+0.52%
Volatility (1Y) Calculated over the trailing 1-year period	16.36%	15.10%	+1.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.06%	15.54%	+6.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.81%	16.21%	+5.60%

STCIX vs. HIEMX - Expense Ratio Comparison

STCIX has a 1.23% expense ratio, which is lower than HIEMX's 1.24% expense ratio.

Dividends

STCIX vs. HIEMX - Dividend Comparison

STCIX's dividend yield for the trailing twelve months is around 2.51%, more than HIEMX's 2.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HIEMX Virtus Vontobel Emerging Markets Opportunities Fund	2.11%	1.89%	0.00%	0.00%	0.00%	23.24%	0.63%	2.05%	3.83%	0.70%	0.44%	0.94%
STCIX Virtus Silvant Large-Cap Growth Stock Fund	2.51%	2.15%	1.15%	3.61%	7.72%	12.40%	11.52%	14.30%	19.54%	52.96%	17.29%	9.82%

Frequently Asked Questions

Can I hold both STCIX and HIEMX in my portfolio?

STCIX and HIEMX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STCIX or HIEMX?

STCIX has higher volatility (6.31%) compared to HIEMX (5.28%). In terms of maximum drawdown, STCIX dropped -51.58% vs HIEMX's -58.48%.

Which has better risk-adjusted returns?

STCIX currently has the higher Sharpe Ratio (1.21 vs -0.39), 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.