STITX vs. MERFX
STITX (Virtus SGA International Growth Fund) and MERFX (The Merger Fund) are both mutual funds - STITX is a Foreign Large Cap Equities fund managed by Virtus, while MERFX is a Event Driven fund managed by Virtus. Over the past 10 years, STITX returned 10.20%/yr vs 3.94%/yr for MERFX. Their 0.37 correlation means their historical movements had little consistent relationship. STITX charges 1.08%/yr vs 1.50%/yr for MERFX.
Performance
STITX vs. MERFX - Performance Comparison
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Returns By Period
In the year-to-date period, STITX achieves a -0.35% return, which is significantly lower than MERFX's 1.51% return. Over the past 10 years, STITX has outperformed MERFX with an annualized return of 10.20%, while MERFX has yielded a comparatively lower 3.94% annualized return.
STITX
- 1D
- 0.40%
- 1M
- 2.15%
- 6M
- 0.97%
- YTD
- -0.35%
- 1Y
- 2.65%
- 3Y*
- 12.39%
- 5Y*
- 6.33%
- 10Y*
- 10.20%
- ALL TIME*
- 6.92%
MERFX
- 1D
- 0.00%
- 1M
- 0.06%
- 6M
- 1.45%
- YTD
- 1.51%
- 1Y
- 3.75%
- 3Y*
- 5.92%
- 5Y*
- 3.70%
- 10Y*
- 3.94%
- ALL TIME*
- 4.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MERFX The Merger Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
STITX vs. MERFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STITX Virtus SGA International Growth Fund | -0.35% | 9.66% | 29.27% | 17.26% | -18.17% | 8.67% | 23.31% | 29.06% | -7.69% | 31.58% |
MERFX The Merger Fund | 1.51% | 8.11% | 3.27% | 4.17% | 0.71% | -0.19% | 4.87% | 5.96% | 7.68% | 2.39% |
Correlation
The correlation between STITX and MERFX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1996 | 0.37 |
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Return for Risk
STITX vs. MERFX — Risk / Return Rank
STITX
MERFX
STITX vs. MERFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and The Merger Fund (MERFX). 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 | MERFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.53 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 7.15 | -7.11 |
| Martin ratioReturn relative to average drawdown | 0.09 | 27.92 | -27.84 |
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Drawdowns
STITX vs. MERFX - Drawdown Comparison
The maximum STITX drawdown since its inception was -65.63%, which is greater than MERFX's maximum drawdown of -20.82%. Use the drawdown chart below to compare losses from any high point for STITX and MERFX.
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Drawdown Indicators
| STITX | MERFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.63% | -20.82% | -44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -0.52% | -14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -3.36% | -28.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.89% | -3.56% | -28.33% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -9.35% | -22.54% |
Current DrawdownCurrent decline from peak | -18.63% | -0.23% | -18.40% |
Average DrawdownAverage peak-to-trough decline | -14.06% | -2.65% | -11.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 0.13% | +5.35% |
Volatility
STITX vs. MERFX - Volatility Comparison
Virtus SGA International Growth Fund (STITX) has a higher volatility of 3.92% compared to The Merger Fund (MERFX) at 0.55%. This indicates that STITX's price experiences larger fluctuations and is considered to be riskier than MERFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STITX | MERFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 0.55% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 1.23% | +10.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 1.52% | +12.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.79% | 3.36% | +37.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.99% | 3.75% | +27.24% |
STITX vs. MERFX - Expense Ratio Comparison
STITX has a 1.08% expense ratio, which is lower than MERFX's 1.50% expense ratio.
Dividends
STITX vs. MERFX - Dividend Comparison
STITX's dividend yield for the trailing twelve months is around 0.34%, less than MERFX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MERFX The Merger Fund | 7.31% | 7.42% | 3.24% | 2.59% | 3.50% | 0.27% | 3.31% | 1.34% | 4.52% | 0.59% | 0.32% | 1.25% |
STITX Virtus SGA International Growth Fund | 0.34% | 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
STITX and MERFX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STITX has higher volatility (3.92%) compared to MERFX (0.55%). In terms of maximum drawdown, STITX dropped -65.63% vs MERFX's -20.82%.
MERFX currently has the higher Sharpe Ratio (2.44 vs 0.03), 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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