PortfoliosLab logo
Virtus Duff & Phelps Real Estate Securities Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92828R5862

CUSIP

92828R586

Issuer

Virtus

Inception Date

Mar 1, 1995

Category

REIT

Min. Investment

$2,500

Asset Class

Real Estate

Expense Ratio

PHRAX has a high expense ratio of 1.36%, indicating above-average management fees.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) returned -0.80% year-to-date (YTD) and 7.54% over the past 12 months. Over the past 10 years, PHRAX returned -5.66% annually, underperforming the S&P 500 benchmark at 10.46%.


PHRAX

YTD

-0.80%

1M

7.84%

6M

-12.09%

1Y

7.54%

5Y*

2.78%

10Y*

-5.66%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of PHRAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.53%3.28%-3.53%-1.65%0.71%-0.80%
2024-4.39%1.98%1.24%-6.77%5.32%2.87%6.46%6.89%3.04%-2.06%4.36%-13.26%3.66%
202310.46%-4.98%-1.90%1.25%-3.86%4.31%1.80%-3.24%-6.58%-4.05%10.96%-1.81%0.58%
2022-6.87%-3.92%5.87%-4.31%-7.05%-7.81%9.57%-5.77%-11.71%3.68%5.50%-13.34%-32.86%
2021-0.45%3.88%4.44%8.79%1.19%2.73%5.79%2.60%-5.48%8.58%-0.85%5.37%42.13%
20201.47%-7.22%-18.25%7.19%1.68%2.65%4.46%0.57%-3.28%-3.03%11.29%0.08%-5.52%
201910.41%1.17%3.32%0.71%0.17%1.07%0.90%4.52%2.88%1.71%-1.01%-17.38%6.21%
2018-3.72%-7.49%4.31%1.83%2.55%3.93%0.67%2.46%-2.47%-4.00%4.32%-21.54%-20.30%
2017-0.37%3.69%-2.75%0.20%-0.80%1.65%2.00%0.03%-0.36%0.10%2.23%-14.26%-9.46%
2016-4.55%-0.55%10.82%-2.60%2.47%6.91%3.26%-3.44%-2.27%-5.02%-2.08%-12.44%-10.92%
20156.17%-3.54%1.70%-5.68%0.43%-4.15%5.64%-5.79%2.69%5.51%-0.52%-15.21%-13.98%
20143.95%5.78%0.90%3.48%1.91%0.82%-0.34%2.56%-5.43%10.80%1.97%-2.68%25.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PHRAX is 45, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PHRAX is 4545
Overall Rank
The Sharpe Ratio Rank of PHRAX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PHRAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PHRAX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PHRAX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PHRAX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Virtus Duff & Phelps Real Estate Securities Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.38
  • 5-Year: 0.12
  • 10-Year: -0.23
  • All Time: 0.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Virtus Duff & Phelps Real Estate Securities Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Virtus Duff & Phelps Real Estate Securities Fund provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.37 per share.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.37$0.35$0.41$0.26$0.37$0.39$0.45$0.33$0.52$0.57$0.54$0.46

Dividend yield

2.00%1.88%2.23%1.41%1.30%1.93%2.07%1.58%1.96%1.90%1.58%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Duff & Phelps Real Estate Securities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.07$0.00$0.00$0.07
2024$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.13$0.35
2023$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.15$0.41
2022$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.06$0.26
2021$0.00$0.00$0.19$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.04$0.37
2020$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.14$0.39
2019$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.06$0.00$0.00$0.08$0.45
2018$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.11$0.33
2017$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.10$0.52
2016$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.15$0.57
2015$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.54
2014$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13$0.46

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus Duff & Phelps Real Estate Securities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus Duff & Phelps Real Estate Securities Fund was 73.50%, occurring on Mar 6, 2009. Recovery took 1026 trading sessions.

The current Virtus Duff & Phelps Real Estate Securities Fund drawdown is 49.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.5%Feb 8, 2007521Mar 6, 20091026Apr 5, 20131547
-66.29%Jan 28, 20151297Mar 23, 2020
-33.04%Oct 8, 1997243Sep 11, 1998582Dec 15, 2000825
-19.49%May 22, 2013156Jan 2, 2014209Oct 30, 2014365
-18.5%Apr 2, 200426May 10, 200480Sep 2, 2004106

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...