PortfoliosLab logoPortfoliosLab logo
DRMCX vs. PKSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRMCX vs. PKSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Mid-Cap Growth Fund (DRMCX) and Virtus KAR Small-Cap Core Fund (PKSFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRMCX vs. PKSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRMCX
Virtus Mid-Cap Growth Fund
-4.36%18.09%20.49%24.81%-32.59%14.91%55.27%41.73%-11.16%25.08%
PKSFX
Virtus KAR Small-Cap Core Fund
1.54%-2.58%13.67%32.32%-10.77%19.03%21.38%40.21%-1.99%34.98%

Returns By Period

In the year-to-date period, DRMCX achieves a -4.36% return, which is significantly lower than PKSFX's 1.54% return. Over the past 10 years, DRMCX has underperformed PKSFX with an annualized return of 13.25%, while PKSFX has yielded a comparatively higher 14.98% annualized return.


DRMCX

1D
4.20%
1M
-7.15%
YTD
-4.36%
6M
-7.51%
1Y
21.41%
3Y*
16.41%
5Y*
4.75%
10Y*
13.25%

PKSFX

1D
2.07%
1M
-6.10%
YTD
1.54%
6M
1.60%
1Y
3.79%
3Y*
10.39%
5Y*
7.79%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DRMCX vs. PKSFX - Expense Ratio Comparison

DRMCX has a 0.83% expense ratio, which is lower than PKSFX's 1.00% expense ratio.


Return for Risk

DRMCX vs. PKSFX — Risk / Return Rank

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

DRMCX
DRMCX Risk / Return Rank: 4747
Overall Rank
DRMCX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DRMCX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DRMCX Omega Ratio Rank: 3838
Omega Ratio Rank
DRMCX Calmar Ratio Rank: 6363
Calmar Ratio Rank
DRMCX Martin Ratio Rank: 5050
Martin Ratio Rank

PKSFX
PKSFX Risk / Return Rank: 1010
Overall Rank
PKSFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PKSFX Sortino Ratio Rank: 99
Sortino Ratio Rank
PKSFX Omega Ratio Rank: 88
Omega Ratio Rank
PKSFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PKSFX Martin Ratio Rank: 1010
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.

DRMCX vs. PKSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) and Virtus KAR Small-Cap Core Fund (PKSFX). 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.


DRMCXPKSFXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.23

+0.67

Sortino ratio

Return per unit of downside risk

1.40

0.48

+0.92

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

1.60

0.42

+1.18

Martin ratio

Return relative to average drawdown

5.35

0.95

+4.40

DRMCX vs. PKSFX - Sharpe Ratio Comparison

The current DRMCX Sharpe Ratio is 0.89, which is higher than the PKSFX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DRMCX and PKSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRMCXPKSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.23

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.44

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.80

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.56

-0.40

Correlation

The correlation between DRMCX and PKSFX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DRMCX vs. PKSFX - Dividend Comparison

DRMCX's dividend yield for the trailing twelve months is around 17.28%, more than PKSFX's 14.08% yield.


TTM20252024202320222021202020192018201720162015
DRMCX
Virtus Mid-Cap Growth Fund
17.28%16.53%0.00%0.00%0.00%27.44%9.02%4.12%14.34%8.78%7.35%5.65%
PKSFX
Virtus KAR Small-Cap Core Fund
14.08%14.30%4.07%4.12%6.65%12.05%7.45%4.03%4.33%0.17%5.69%19.83%

Drawdowns

DRMCX vs. PKSFX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -86.34%, which is greater than PKSFX's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for DRMCX and PKSFX.


Loading graphics...

Drawdown Indicators


DRMCXPKSFXDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-54.46%

-31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-11.21%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-22.02%

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-33.45%

-10.02%

Current Drawdown

Current decline from peak

-10.13%

-9.42%

-0.71%

Average Drawdown

Average peak-to-trough decline

-45.06%

-7.17%

-37.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.96%

-0.84%

Volatility

DRMCX vs. PKSFX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 8.49% compared to Virtus KAR Small-Cap Core Fund (PKSFX) at 4.62%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than PKSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRMCXPKSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

4.62%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

11.11%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

18.95%

+6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.09%

17.90%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

18.79%

+4.72%