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EDF vs. PKSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDF vs. PKSFX - Performance Comparison

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

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EDF vs. PKSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDF
Virtus Stone Harbor Emerging Markets Income Fund
-0.34%22.24%25.54%21.63%-27.96%-8.47%-31.14%45.06%-18.24%24.22%
PKSFX
Virtus KAR Small-Cap Core Fund
-0.51%-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, EDF achieves a -0.34% return, which is significantly higher than PKSFX's -0.51% return. Over the past 10 years, EDF has underperformed PKSFX with an annualized return of 4.75%, while PKSFX has yielded a comparatively higher 14.75% annualized return.


EDF

1D
-0.42%
1M
-5.17%
YTD
-0.34%
6M
1.72%
1Y
9.22%
3Y*
17.73%
5Y*
2.26%
10Y*
4.75%

PKSFX

1D
-0.21%
1M
-7.55%
YTD
-0.51%
6M
-1.30%
1Y
2.15%
3Y*
9.64%
5Y*
7.73%
10Y*
14.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDF vs. PKSFX - Expense Ratio Comparison

EDF has a 1.45% expense ratio, which is higher than PKSFX's 1.00% expense ratio.


Return for Risk

EDF vs. PKSFX — Risk / Return Rank

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

EDF
EDF Risk / Return Rank: 2121
Overall Rank
EDF Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EDF Sortino Ratio Rank: 1717
Sortino Ratio Rank
EDF Omega Ratio Rank: 1818
Omega Ratio Rank
EDF Calmar Ratio Rank: 2121
Calmar Ratio Rank
EDF Martin Ratio Rank: 2727
Martin Ratio Rank

PKSFX
PKSFX Risk / Return Rank: 88
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: 88
Calmar Ratio Rank
PKSFX Martin Ratio Rank: 77
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.

EDF vs. PKSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets Income Fund (EDF) 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.


EDFPKSFXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.14

+0.38

Sortino ratio

Return per unit of downside risk

0.76

0.35

+0.41

Omega ratio

Gain probability vs. loss probability

1.11

1.04

+0.07

Calmar ratio

Return relative to maximum drawdown

0.63

0.09

+0.55

Martin ratio

Return relative to average drawdown

2.90

0.19

+2.71

EDF vs. PKSFX - Sharpe Ratio Comparison

The current EDF Sharpe Ratio is 0.52, which is higher than the PKSFX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EDF 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.


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Sharpe Ratios by Period


EDFPKSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.14

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.43

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.79

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.56

-0.46

Correlation

The correlation between EDF and PKSFX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EDF vs. PKSFX - Dividend Comparison

EDF's dividend yield for the trailing twelve months is around 15.06%, more than PKSFX's 14.37% yield.


TTM20252024202320222021202020192018201720162015
EDF
Virtus Stone Harbor Emerging Markets Income Fund
15.06%14.49%15.32%16.71%17.31%12.91%16.46%15.67%19.37%13.58%14.75%17.93%
PKSFX
Virtus KAR Small-Cap Core Fund
14.37%14.30%4.07%4.12%6.65%12.05%7.45%4.03%4.33%0.17%5.69%19.83%

Drawdowns

EDF vs. PKSFX - Drawdown Comparison

The maximum EDF drawdown since its inception was -64.23%, which is greater than PKSFX's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for EDF and PKSFX.


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Drawdown Indicators


EDFPKSFXDifference

Max Drawdown

Largest peak-to-trough decline

-64.23%

-54.46%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-11.21%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-53.09%

-22.02%

-31.07%

Max Drawdown (10Y)

Largest decline over 10 years

-64.23%

-33.45%

-30.78%

Current Drawdown

Current decline from peak

-18.26%

-11.25%

-7.01%

Average Drawdown

Average peak-to-trough decline

-21.61%

-7.17%

-14.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

4.92%

-1.52%

Volatility

EDF vs. PKSFX - Volatility Comparison

Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a higher volatility of 5.67% compared to Virtus KAR Small-Cap Core Fund (PKSFX) at 4.01%. This indicates that EDF'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.


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Volatility by Period


EDFPKSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

4.01%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

10.93%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

18.88%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

17.88%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.66%

18.78%

+11.88%