DRMCX vs. PQNCX
DRMCX (Virtus Mid-Cap Growth Fund) and PQNCX (Virtus NFJ Mid-Cap Value Fund) are both mutual funds - DRMCX is a Mid Cap Growth Equities fund managed by Allianz, while PQNCX is a Mid Cap Value Equities fund managed by Allianz. Over the past 10 years, DRMCX returned 14.11%/yr vs 8.62%/yr for PQNCX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. DRMCX charges 0.83%/yr vs 1.75%/yr for PQNCX.
Performance
DRMCX vs. PQNCX - Performance Comparison
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Returns By Period
In the year-to-date period, DRMCX achieves a 9.88% return, which is significantly lower than PQNCX's 15.85% return. Over the past 10 years, DRMCX has outperformed PQNCX with an annualized return of 14.11%, while PQNCX has yielded a comparatively lower 8.62% annualized return.
DRMCX
- 1D
- -0.15%
- 1M
- -4.09%
- 6M
- 8.07%
- YTD
- 9.88%
- 1Y
- 11.22%
- 3Y*
- 17.61%
- 5Y*
- 5.61%
- 10Y*
- 14.11%
- ALL TIME*
- 7.85%
PQNCX
- 1D
- -0.25%
- 1M
- 2.66%
- 6M
- 9.89%
- YTD
- 15.85%
- 1Y
- 21.16%
- 3Y*
- 7.35%
- 5Y*
- 5.70%
- 10Y*
- 8.62%
- ALL TIME*
- 10.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRMCX vs. PQNCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 9.88% | 18.09% | 20.49% | 24.81% | -32.59% | 14.91% | 55.27% | 41.73% | -11.16% | 25.08% |
PQNCX Virtus NFJ Mid-Cap Value Fund | 15.85% | 4.52% | 2.69% | 15.19% | -13.05% | 24.95% | 0.19% | 28.03% | -16.89% | 25.41% |
Correlation
The correlation between DRMCX and PQNCX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1996 | 0.80 |
The correlation between DRMCX and PQNCX shifts across timeframes, from 0.66 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRMCX vs. PQNCX — Risk / Return Rank
DRMCX
PQNCX
DRMCX vs. PQNCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) and Virtus NFJ Mid-Cap Value Fund (PQNCX). 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.
| DRMCX | PQNCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 2.00 | -1.32 |
| Martin ratioReturn relative to average drawdown | 2.23 | 6.67 | -4.44 |
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Drawdowns
DRMCX vs. PQNCX - Drawdown Comparison
The maximum DRMCX drawdown since its inception was -67.97%, which is greater than PQNCX's maximum drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for DRMCX and PQNCX.
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Drawdown Indicators
| DRMCX | PQNCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.97% | -59.51% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -9.73% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -26.83% | -19.61% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -43.47% | -24.00% | -19.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -42.52% | -0.95% |
Current DrawdownCurrent decline from peak | -6.42% | -0.25% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -21.99% | -7.45% | -14.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.92% | +1.26% |
Volatility
DRMCX vs. PQNCX - Volatility Comparison
Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 5.33% compared to Virtus NFJ Mid-Cap Value Fund (PQNCX) at 2.85%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than PQNCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRMCX | PQNCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.85% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 10.69% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 15.20% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.23% | 18.94% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 19.59% | +4.04% |
DRMCX vs. PQNCX - Expense Ratio Comparison
DRMCX has a 0.83% expense ratio, which is lower than PQNCX's 1.75% expense ratio.
Dividends
DRMCX vs. PQNCX - Dividend Comparison
DRMCX's dividend yield for the trailing twelve months is around 15.05%, more than PQNCX's 6.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 15.05% | 16.53% | 0.00% | 0.00% | 0.00% | 27.44% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% |
PQNCX Virtus NFJ Mid-Cap Value Fund | 6.96% | 8.07% | 1.99% | 9.82% | 39.90% | 14.94% | 0.35% | 10.06% | 0.01% | 10.70% | 0.92% | 4.54% |
Frequently Asked Questions
DRMCX and PQNCX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMCX has higher volatility (5.33%) compared to PQNCX (2.85%). In terms of maximum drawdown, DRMCX dropped -67.97% vs PQNCX's -59.51%.
PQNCX currently has the higher Sharpe Ratio (1.28 vs 0.46), 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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