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DRMCX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRMCX vs. RIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Mid-Cap Growth Fund (DRMCX) and Royce International Premier Fund Institutional Class (RIPIX). The values are adjusted to include any dividend payments, if applicable.

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DRMCX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DRMCX
Virtus Mid-Cap Growth Fund
-4.36%18.09%20.49%24.81%-32.59%14.91%55.27%41.73%-14.92%
RIPIX
Royce International Premier Fund Institutional Class
-7.50%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

In the year-to-date period, DRMCX achieves a -4.36% return, which is significantly higher than RIPIX's -7.50% 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%

RIPIX

1D
2.66%
1M
-6.91%
YTD
-7.50%
6M
-10.71%
1Y
1.29%
3Y*
-1.63%
5Y*
-4.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRMCX vs. RIPIX - Expense Ratio Comparison

DRMCX has a 0.83% expense ratio, which is lower than RIPIX's 1.04% expense ratio.


Return for Risk

DRMCX vs. RIPIX — 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

RIPIX
RIPIX Risk / Return Rank: 55
Overall Rank
RIPIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 55
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 55
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 55
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 55
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. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


DRMCXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.12

+0.77

Sortino ratio

Return per unit of downside risk

1.40

0.25

+1.15

Omega ratio

Gain probability vs. loss probability

1.19

1.03

+0.16

Calmar ratio

Return relative to maximum drawdown

1.60

0.05

+1.55

Martin ratio

Return relative to average drawdown

5.35

0.13

+5.23

DRMCX vs. RIPIX - Sharpe Ratio Comparison

The current DRMCX Sharpe Ratio is 0.89, which is higher than the RIPIX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of DRMCX and RIPIX, 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


DRMCXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.12

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.29

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.06

+0.09

Correlation

The correlation between DRMCX and RIPIX is 0.62, 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

DRMCX vs. RIPIX - Dividend Comparison

DRMCX's dividend yield for the trailing twelve months is around 17.28%, more than RIPIX's 1.58% 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%
RIPIX
Royce International Premier Fund Institutional Class
1.58%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

DRMCX vs. RIPIX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -86.34%, which is greater than RIPIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for DRMCX and RIPIX.


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Drawdown Indicators


DRMCXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-41.89%

-44.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-16.38%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-41.89%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

-10.13%

-31.82%

+21.69%

Average Drawdown

Average peak-to-trough decline

-45.06%

-17.84%

-27.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

6.09%

-1.97%

Volatility

DRMCX vs. RIPIX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 8.49% compared to Royce International Premier Fund Institutional Class (RIPIX) at 6.19%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than RIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRMCXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

6.19%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

9.61%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

13.84%

+11.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.09%

15.31%

+8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

16.16%

+7.35%