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ISIN
US92828R5862
CUSIP
92828R586
Issuer
Virtus
Inception Date
Mar 1, 1995
Category
REIT
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

PHRAX Performance Chart

Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) is up 11.2% since the beginning of the year. PHRAX is currently trading at $20 per share. Investors who bought $1,000 worth of PHRAX shares 5 years ago would now be looking at an investment worth $1,202.


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S&P 500 Index

Returns By Period

Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) has returned 11.18% so far this year and 10.60% over the past 12 months. Over the last ten years, PHRAX has returned 6.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Virtus Duff & Phelps Real Estate Securities Fund

1D
-1.94%
1M
-2.28%
YTD
11.18%
6M
10.03%
1Y
10.60%
3Y*
9.97%
5Y*
3.75%
10Y*
6.10%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHRAX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 1995, PHRAX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +29.0%, while the worst month was Oct 2008 at -30.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PHRAX closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +16.9%, while the worst single day was Mar 16, 2020 at -18.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.31%8.20%-5.58%9.08%-0.54%-1.94%11.18%
20250.53%3.28%-3.53%-1.65%2.12%-0.91%-1.29%3.11%0.79%-1.37%1.87%-2.44%0.23%
2024-4.39%1.98%1.24%-6.77%5.32%2.87%6.46%6.89%3.04%-2.06%4.36%-7.83%10.15%
202310.46%-4.98%-1.90%1.25%-3.86%4.31%1.80%-3.24%-6.58%-4.05%10.96%8.34%10.98%
2022-6.87%-3.91%5.87%-4.31%-7.05%-7.81%9.57%-5.77%-11.71%3.68%5.50%-4.90%-26.33%
2021-0.45%3.88%4.44%8.79%1.19%2.72%5.79%2.60%-5.48%8.58%-0.85%8.83%46.79%

Benchmark Metrics

Virtus Duff & Phelps Real Estate Securities Fund has an annualized alpha of 3.19%, beta of 0.87, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 01, 1995.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.41%) than losses (76.95%) - typical of diversified or defensive assets.
  • R2 of 0.44 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.19%
Beta
0.87
0.44
Upside Capture
81.41%
Downside Capture
76.95%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PHRAX ranks 12 for risk / return — in the bottom 12% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PHRAX Risk / Return Rank: 1212
Overall Rank
PHRAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PHRAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PHRAX Omega Ratio Rank: 1010
Omega Ratio Rank
PHRAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PHRAX Martin Ratio Rank: 1414
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and compare them to S&P 500 Index.


PHRAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.39

-1.56

Sortino ratio

Return per unit of downside risk

1.18

3.25

-2.08

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

1.38

3.11

-1.73

Martin ratio

Return relative to average drawdown

4.06

14.38

-10.32

Dividends

Dividend History

Virtus Duff & Phelps Real Estate Securities Fund provided a 5.32% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.05$1.05$1.58$2.28$2.08$1.26$1.13$4.66$3.98$4.93$6.35$6.83

Dividend yield

5.32%5.93%8.39%12.35%11.12%4.45%5.58%21.34%19.03%18.54%21.22%20.04%

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
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.81$1.05
2024$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$1.35$1.58
2023$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$2.01$2.28
2022$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$1.88$2.08
2021$0.00$0.00$0.18$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.93$1.26

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.


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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 72.56%, occurring on Mar 6, 2009. Recovery took 978 trading sessions.

The current Virtus Duff & Phelps Real Estate Securities Fund drawdown is 3.90%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.56%Mar 2009
2y 27d3y 10mo
5y 11moFeb 2007 - Jan 2013
COVID crash2020
-42.00%Mar 2020
1mo 4d1y 14d
1y 1moFeb 2020 - Apr 2021
2023 bear market2023
-33.51%Oct 2023
1y 9mo2y 4mo
4y 1moJan 2022 - Feb 2026
1998 bear market1998
-28.27%Sep 1998
11mo 8d1y 10mo
2y 9moOct 1997 - Jul 2000
2004 correction2004
-18.50%May 2004
1mo 8d3mo 25d
5mo 3dApr 2004 - Sep 2004

Drawdown Indicators


PHRAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.56%

-56.78%

-15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-9.10%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-18.90%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.51%

-25.43%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.00%

-33.92%

-8.08%

Current Drawdown

Current decline from peak

-3.90%

0.00%

-3.90%

Average Drawdown

Average peak-to-trough decline

-11.37%

-10.72%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.97%

+0.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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