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STITX vs. TEDMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STITX vs. TEDMX - Performance Comparison

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

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STITX vs. TEDMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STITX
Virtus SGA International Growth Fund
-12.34%9.66%29.27%17.26%-18.17%8.67%23.31%29.06%-7.69%31.58%
TEDMX
Templeton Developing Markets Trust
1.93%44.71%8.14%12.28%-22.17%-5.82%18.65%26.39%-16.21%40.21%

Returns By Period

In the year-to-date period, STITX achieves a -12.34% return, which is significantly lower than TEDMX's 1.93% return. Both investments have delivered pretty close results over the past 10 years, with STITX having a 9.56% annualized return and TEDMX not far ahead at 10.01%.


STITX

1D
0.60%
1M
-10.81%
YTD
-12.34%
6M
-11.60%
1Y
-5.75%
3Y*
10.53%
5Y*
5.16%
10Y*
9.56%

TEDMX

1D
-1.03%
1M
-14.55%
YTD
1.93%
6M
9.21%
1Y
39.13%
3Y*
18.77%
5Y*
4.45%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STITX vs. TEDMX - Expense Ratio Comparison

STITX has a 1.08% expense ratio, which is lower than TEDMX's 1.38% expense ratio.


Return for Risk

STITX vs. TEDMX — Risk / Return Rank

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

STITX
STITX Risk / Return Rank: 22
Overall Rank
STITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
STITX Sortino Ratio Rank: 22
Sortino Ratio Rank
STITX Omega Ratio Rank: 22
Omega Ratio Rank
STITX Calmar Ratio Rank: 22
Calmar Ratio Rank
STITX Martin Ratio Rank: 11
Martin Ratio Rank

TEDMX
TEDMX Risk / Return Rank: 9090
Overall Rank
TEDMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TEDMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TEDMX Omega Ratio Rank: 8888
Omega Ratio Rank
TEDMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TEDMX Martin Ratio Rank: 9090
Martin Ratio Rank
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. TEDMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and Templeton Developing Markets Trust (TEDMX). 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.


STITXTEDMXDifference

Sharpe ratio

Return per unit of total volatility

-0.39

1.99

-2.38

Sortino ratio

Return per unit of downside risk

-0.45

2.51

-2.97

Omega ratio

Gain probability vs. loss probability

0.94

1.38

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.47

2.44

-2.91

Martin ratio

Return relative to average drawdown

-1.70

10.31

-12.01

STITX vs. TEDMX - Sharpe Ratio Comparison

The current STITX Sharpe Ratio is -0.39, which is lower than the TEDMX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of STITX and TEDMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STITXTEDMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

1.99

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.24

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.53

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.37

-0.10

Correlation

The correlation between STITX and TEDMX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

STITX vs. TEDMX - Dividend Comparison

STITX's dividend yield for the trailing twelve months is around 1.33%, less than TEDMX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
STITX
Virtus SGA International Growth Fund
1.33%1.17%59.54%0.33%5.28%7.65%19.31%31.59%0.30%0.12%0.47%10.60%
TEDMX
Templeton Developing Markets Trust
2.59%2.64%3.30%3.44%5.25%6.76%2.40%4.54%1.35%0.90%1.20%1.02%

Drawdowns

STITX vs. TEDMX - Drawdown Comparison

The maximum STITX drawdown since its inception was -65.63%, roughly equal to the maximum TEDMX drawdown of -64.97%. Use the drawdown chart below to compare losses from any high point for STITX and TEDMX.


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Drawdown Indicators


STITXTEDMXDifference

Max Drawdown

Largest peak-to-trough decline

-65.63%

-64.97%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-14.80%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-42.15%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-31.89%

-44.36%

+12.47%

Current Drawdown

Current decline from peak

-28.41%

-14.80%

-13.61%

Average Drawdown

Average peak-to-trough decline

-13.97%

-19.54%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.50%

+0.58%

Volatility

STITX vs. TEDMX - Volatility Comparison

The current volatility for Virtus SGA International Growth Fund (STITX) is 5.17%, while Templeton Developing Markets Trust (TEDMX) has a volatility of 10.04%. This indicates that STITX experiences smaller price fluctuations and is considered to be less risky than TEDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STITXTEDMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

10.04%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

15.00%

-5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

19.53%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.68%

18.94%

+21.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

18.79%

+12.21%