STITX vs. RWIIX
STITX (Virtus SGA International Growth Fund) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, STITX returned 6.16%/yr vs 1.77%/yr for RWIIX. A 0.52 correlation means they provide meaningful diversification when combined. STITX charges 1.08%/yr vs 1.22%/yr for RWIIX.
Performance
STITX vs. RWIIX - Performance Comparison
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Returns By Period
In the year-to-date period, STITX achieves a -1.67% return, which is significantly lower than RWIIX's 6.94% return.
STITX
- 1D
- 0.54%
- 1M
- 3.45%
- 6M
- -2.31%
- YTD
- -1.67%
- 1Y
- -1.75%
- 3Y*
- 12.13%
- 5Y*
- 6.16%
- 10Y*
- 10.18%
RWIIX
- 1D
- -0.64%
- 1M
- -0.22%
- 6M
- 4.52%
- YTD
- 6.94%
- 1Y
- 16.51%
- 3Y*
- 3.42%
- 5Y*
- 1.77%
- 10Y*
- —
STITX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STITX Virtus SGA International Growth Fund | -1.67% | 9.66% | 29.27% | 17.26% | -18.17% | 8.67% | 23.31% | 29.06% | -7.69% | 1.00% |
RWIIX Redwood AlphaFactor Tactical International Fund | 6.94% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Correlation
The correlation between STITX and RWIIX is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2017 | 0.52 |
The correlation between STITX and RWIIX has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.
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Return for Risk
STITX vs. RWIIX — Risk / Return Rank
STITX
RWIIX
STITX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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 | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.44 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.27 | 6.00 | -6.27 |
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Drawdowns
STITX vs. RWIIX - Drawdown Comparison
The maximum STITX drawdown since its inception was -65.63%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for STITX and RWIIX.
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Drawdown Indicators
| STITX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.63% | -20.34% | -45.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -6.94% | -7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -20.34% | -11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -31.89% | -20.34% | -11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | — | — |
Current DrawdownCurrent decline from peak | -19.70% | -2.87% | -16.83% |
Average DrawdownAverage peak-to-trough decline | -14.05% | -7.75% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 2.82% | +2.69% |
Volatility
STITX vs. RWIIX - Volatility Comparison
The current volatility for Virtus SGA International Growth Fund (STITX) is 3.35%, while Redwood AlphaFactor Tactical International Fund (RWIIX) has a volatility of 3.98%. This indicates that STITX experiences smaller price fluctuations and is considered to be less risky than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STITX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.98% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 9.65% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 11.81% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.78% | 11.71% | +29.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.98% | 10.98% | +20.00% |
STITX vs. RWIIX - Expense Ratio Comparison
STITX has a 1.08% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
STITX vs. RWIIX - Dividend Comparison
STITX's dividend yield for the trailing twelve months is around 0.35%, less than RWIIX's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWIIX Redwood AlphaFactor Tactical International Fund | 8.17% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 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
STITX and RWIIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RWIIX has higher volatility (3.98%) compared to STITX (3.35%). In terms of maximum drawdown, STITX dropped -65.63% vs RWIIX's -20.34%.
RWIIX currently has the higher Sharpe Ratio (1.44 vs -0.11), 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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