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HSPGX vs. PXQSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSPGX vs. PXQSX - Performance Comparison

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

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HSPGX vs. PXQSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSPGX
Emerald Growth Fund
-0.71%31.62%28.04%18.66%-24.65%3.59%38.49%28.33%-12.16%27.72%
PXQSX
Virtus KAR Small-Cap Value Fund
0.43%-4.50%9.63%19.10%-24.29%19.50%28.16%24.87%-15.95%18.90%

Returns By Period

In the year-to-date period, HSPGX achieves a -0.71% return, which is significantly lower than PXQSX's 0.43% return. Over the past 10 years, HSPGX has outperformed PXQSX with an annualized return of 13.73%, while PXQSX has yielded a comparatively lower 7.85% annualized return.


HSPGX

1D
5.53%
1M
-8.93%
YTD
-0.71%
6M
4.94%
1Y
49.48%
3Y*
24.04%
5Y*
7.93%
10Y*
13.73%

PXQSX

1D
2.17%
1M
-7.60%
YTD
0.43%
6M
-1.93%
1Y
-0.65%
3Y*
6.85%
5Y*
-0.34%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSPGX vs. PXQSX - Expense Ratio Comparison

HSPGX has a 1.03% expense ratio, which is higher than PXQSX's 0.96% expense ratio.


Return for Risk

HSPGX vs. PXQSX — Risk / Return Rank

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

HSPGX
HSPGX Risk / Return Rank: 8585
Overall Rank
HSPGX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HSPGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
HSPGX Omega Ratio Rank: 7676
Omega Ratio Rank
HSPGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
HSPGX Martin Ratio Rank: 9191
Martin Ratio Rank

PXQSX
PXQSX Risk / Return Rank: 55
Overall Rank
PXQSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PXQSX Sortino Ratio Rank: 44
Sortino Ratio Rank
PXQSX Omega Ratio Rank: 44
Omega Ratio Rank
PXQSX Calmar Ratio Rank: 55
Calmar Ratio Rank
PXQSX 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.

HSPGX vs. PXQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerald Growth Fund (HSPGX) and Virtus KAR Small-Cap Value Fund (PXQSX). 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.


HSPGXPXQSXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.01

+1.70

Sortino ratio

Return per unit of downside risk

2.30

0.16

+2.14

Omega ratio

Gain probability vs. loss probability

1.31

1.02

+0.29

Calmar ratio

Return relative to maximum drawdown

2.86

0.06

+2.81

Martin ratio

Return relative to average drawdown

11.16

0.13

+11.03

HSPGX vs. PXQSX - Sharpe Ratio Comparison

The current HSPGX Sharpe Ratio is 1.71, which is higher than the PXQSX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of HSPGX and PXQSX, 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


HSPGXPXQSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.01

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.02

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.39

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.36

+0.05

Correlation

The correlation between HSPGX and PXQSX is 0.85, 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

HSPGX vs. PXQSX - Dividend Comparison

HSPGX's dividend yield for the trailing twelve months is around 12.83%, more than PXQSX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
HSPGX
Emerald Growth Fund
12.83%12.74%21.85%6.43%8.77%19.11%8.48%1.45%11.86%0.00%0.00%0.00%
PXQSX
Virtus KAR Small-Cap Value Fund
5.79%5.81%4.90%2.99%3.37%1.76%0.82%0.80%2.54%5.32%8.89%7.58%

Drawdowns

HSPGX vs. PXQSX - Drawdown Comparison

The maximum HSPGX drawdown since its inception was -60.28%, which is greater than PXQSX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for HSPGX and PXQSX.


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Drawdown Indicators


HSPGXPXQSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-55.56%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-13.25%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-31.49%

-7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-37.65%

-3.83%

Current Drawdown

Current decline from peak

-9.67%

-13.69%

+4.02%

Average Drawdown

Average peak-to-trough decline

-19.10%

-10.29%

-8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

5.85%

-1.90%

Volatility

HSPGX vs. PXQSX - Volatility Comparison

Emerald Growth Fund (HSPGX) has a higher volatility of 11.36% compared to Virtus KAR Small-Cap Value Fund (PXQSX) at 5.71%. This indicates that HSPGX's price experiences larger fluctuations and is considered to be riskier than PXQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSPGXPXQSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

5.71%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

11.75%

+8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

29.18%

19.73%

+9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

20.22%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

20.45%

+4.53%