STITX vs. DCINX

Last updated Jul 14, 2026

STITX (Virtus SGA International Growth Fund) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, STITX returned 10.27%/yr vs 12.43%/yr for DCINX. Their correlation of 0.85 suggests significant overlap in exposure. STITX charges 1.08%/yr vs 2.92%/yr for DCINX.

Performance

STITX vs. DCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus SGA International Growth Fund (STITX) and Dunham International Stock Fund (DCINX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STITX achieves a -2.06% return, which is significantly lower than DCINX's 23.49% return. Over the past 10 years, STITX has underperformed DCINX with an annualized return of 10.27%, while DCINX has yielded a comparatively higher 12.43% annualized return.

STITX

• 1D: 0.13%
• 1M: 2.51%
• 6M: -4.20%
• YTD: -2.06%
• 1Y: -1.76%
• 3Y*: 13.16%
• 5Y*: 6.09%
• 10Y*: 10.27%

DCINX

• 1D: 0.17%
• 1M: -0.29%
• 6M: 17.21%
• YTD: 23.49%
• 1Y: 44.82%
• 3Y*: 27.67%
• 5Y*: 13.98%
• 10Y*: 12.43%

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

STITX vs. DCINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STITX Virtus SGA International Growth Fund	-2.06%	9.66%	29.27%	17.26%	-18.17%	8.67%	23.31%	29.06%	-7.69%	31.58%
DCINX Dunham International Stock Fund	23.49%	46.37%	7.65%	15.98%	-14.67%	9.70%	19.86%	18.14%	-14.27%	24.40%

Correlation

The correlation between STITX and DCINX 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	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004	0.85

Over the past year, the correlation between STITX and DCINX has dropped to 0.64 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

Return for Risk

STITX vs. DCINX — Risk / Return Rank

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

STITX

STITX Risk / Return Rank: 2
STITX Sharpe Ratio Rank: 2
STITX Sortino Ratio Rank: 2
STITX Omega Ratio Rank: 2
STITX Calmar Ratio Rank: 2
STITX Martin Ratio Rank: 2

DCINX

DCINX Risk / Return Rank: 88
DCINX Sharpe Ratio Rank: 92
DCINX Sortino Ratio Rank: 84
DCINX Omega Ratio Rank: 85
DCINX Calmar Ratio Rank: 90
DCINX Martin Ratio Rank: 91

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.

STITX vs. DCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and Dunham International Stock Fund (DCINX). 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.

	STITX	DCINX	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	2.50	-2.71
Sortino ratio: Return per unit of downside risk	-0.20	3.19	-3.39
Omega ratio: Gain probability vs. loss probability	0.98	1.45	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.20	3.70	-3.90
Martin ratio: Return relative to average drawdown	-0.53	14.17	-14.70

STITX vs. DCINX - Sharpe Ratio Comparison

The current STITX Sharpe Ratio is -0.22, which is lower than the DCINX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of STITX and DCINX, 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

STITX vs. DCINX - Drawdown Comparison

The maximum STITX drawdown since its inception was -65.63%, which is greater than DCINX's maximum drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for STITX and DCINX.

Drawdown Indicators

	STITX	DCINX	Difference
Max Drawdown Largest peak-to-trough decline	-65.63%	-61.79%	-3.84%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-11.91%	-2.85%
Max Drawdown (3Y) Largest decline over 3 years	-31.36%	-13.74%	-17.62%
Max Drawdown (5Y) Largest decline over 5 years	-31.89%	-31.18%	-0.71%
Max Drawdown (10Y) Largest decline over 10 years	-31.89%	-37.28%	+5.39%
Current Drawdown Current decline from peak	-20.02%	-2.85%	-17.17%
Average Drawdown Average peak-to-trough decline	-14.05%	-12.80%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.49%	3.11%	+2.38%

Volatility

STITX vs. DCINX - Volatility Comparison

The current volatility for Virtus SGA International Growth Fund (STITX) is 3.88%, while Dunham International Stock Fund (DCINX) has a volatility of 7.19%. This indicates that STITX experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STITX	DCINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	7.19%	-3.31%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	15.56%	-4.16%
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	17.64%	-4.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.76%	15.76%	+25.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.98%	16.48%	+14.50%

STITX vs. DCINX - Expense Ratio Comparison

STITX has a 1.08% expense ratio, which is lower than DCINX's 2.92% expense ratio.

Dividends

STITX vs. DCINX - Dividend Comparison

STITX's dividend yield for the trailing twelve months is around 0.35%, less than DCINX's 8.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCINX Dunham International Stock Fund	8.86%	10.95%	13.87%	3.45%	3.53%	15.49%	1.36%	1.54%	6.92%	3.92%	0.00%	0.00%
STITX Virtus SGA International Growth Fund	0.35%	1.17%	59.54%	0.33%	5.28%	7.65%	19.31%	31.59%	0.30%	0.12%	0.47%	10.60%

Frequently Asked Questions

Can I hold both STITX and DCINX in my portfolio?

STITX and DCINX 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.

Which is riskier, STITX or DCINX?

DCINX has higher volatility (7.19%) compared to STITX (3.88%). In terms of maximum drawdown, STITX dropped -65.63% vs DCINX's -61.79%.

Which has better risk-adjusted returns?

DCINX currently has the higher Sharpe Ratio (2.50 vs -0.22), 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.