STITX vs. KGIIX

Last updated Jun 3, 2026

STITX (Virtus SGA International Growth Fund) and KGIIX (Kopernik International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, STITX returned 10.56%/yr vs 10.13%/yr for KGIIX. At a 0.50 correlation, their price movements are largely independent. STITX charges 1.08%/yr vs 1.04%/yr for KGIIX.

Performance

STITX vs. KGIIX - Performance Comparison

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

Returns By Period

In the year-to-date period, STITX achieves a -1.31% return, which is significantly lower than KGIIX's 9.65% return. Both investments have delivered pretty close results over the past 10 years, with STITX having a 10.56% annualized return and KGIIX not far behind at 10.13%.

STITX

• 1D: 1.76%
• 1M: 4.01%
• YTD: -1.31%
• 6M: -0.36%
• 1Y: -1.45%
• 3Y*: 13.90%
• 5Y*: 6.43%
• 10Y*: 10.56%

KGIIX

• 1D: 0.00%
• 1M: -0.74%
• YTD: 9.65%
• 6M: 13.51%
• 1Y: 37.27%
• 3Y*: 18.86%
• 5Y*: 8.64%
• 10Y*: 10.13%

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

STITX vs. KGIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STITX Virtus SGA International Growth Fund	-1.31%	9.66%	29.27%	17.26%	-18.17%	8.67%	23.31%	29.06%	-7.69%	31.58%
KGIIX Kopernik International Fund	9.65%	54.97%	-7.01%	13.86%	-14.05%	16.62%	18.94%	16.37%	-6.24%	10.50%

Correlation

The correlation between STITX and KGIIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.50

The correlation between STITX and KGIIX shifts across timeframes, from 0.37 (3 years) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STITX vs. KGIIX — 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

KGIIX

KGIIX Risk / Return Rank: 82
KGIIX Sharpe Ratio Rank: 90
KGIIX Sortino Ratio Rank: 79
KGIIX Omega Ratio Rank: 81
KGIIX Calmar Ratio Rank: 88
KGIIX Martin Ratio Rank: 73

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. KGIIX - Risk-Adjusted Trends Comparison

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

	STITX	KGIIX	Difference
Sharpe ratio Return per unit of total volatility	-0.10	2.97	-3.07
Sortino ratio Return per unit of downside risk	-0.05	3.75	-3.81
Omega ratio Gain probability vs. loss probability	0.99	1.54	-0.54
Calmar ratio Return relative to maximum drawdown	-0.07	4.29	-4.37
Martin ratio Return relative to average drawdown	-0.21	13.81	-14.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STITX vs. KGIIX - Sharpe Ratio Comparison

The current STITX Sharpe Ratio is -0.10, which is lower than the KGIIX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of STITX and KGIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STITX	KGIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.10	2.97	-3.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.66	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.80	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.93	-0.64

Drawdowns

STITX vs. KGIIX - Drawdown Comparison

The maximum STITX drawdown since its inception was -65.63%, which is greater than KGIIX's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for STITX and KGIIX.

Drawdown Indicators

	STITX	KGIIX	Difference
Max Drawdown Largest peak-to-trough decline	-65.63%	-27.81%	-37.82%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-8.76%	-6.00%
Max Drawdown (3Y) Largest decline over 3 years	-31.36%	-13.58%	-17.78%
Max Drawdown (5Y) Largest decline over 5 years	-31.89%	-27.81%	-4.08%
Max Drawdown (10Y) Largest decline over 10 years	-31.89%	-27.81%	-4.08%
Current Drawdown Current decline from peak	-19.41%	-4.41%	-15.00%
Average Drawdown Average peak-to-trough decline	-14.02%	-6.11%	-7.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.14%	2.72%	+2.42%

Volatility

STITX vs. KGIIX - Volatility Comparison

Virtus SGA International Growth Fund (STITX) has a higher volatility of 3.93% compared to Kopernik International Fund (KGIIX) at 2.98%. This indicates that STITX's price experiences larger fluctuations and is considered to be riskier than KGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STITX	KGIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	2.98%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	10.27%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	13.00%	+0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.73%	13.21%	+27.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.05%	12.68%	+18.37%

STITX vs. KGIIX - Expense Ratio Comparison

STITX has a 1.08% expense ratio, which is higher than KGIIX's 1.04% expense ratio.

Dividends

STITX vs. KGIIX - Dividend Comparison

STITX's dividend yield for the trailing twelve months is around 1.18%, less than KGIIX's 13.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KGIIX Kopernik International Fund	13.01%	14.26%	0.48%	12.56%	2.46%	5.77%	2.89%	2.50%	1.19%	1.35%	0.33%	0.00%
STITX Virtus SGA International Growth Fund	1.18%	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 KGIIX in my portfolio?

STITX and KGIIX have a correlation of 0.43, 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 KGIIX?

STITX has higher volatility (3.93%) compared to KGIIX (2.98%). In terms of maximum drawdown, STITX dropped -65.63% vs KGIIX's -27.81%.

Which has better risk-adjusted returns?

KGIIX currently has the higher Sharpe Ratio (2.97 vs -0.10), 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.