IWS vs. VKSIX
IWS (iShares Russell Mid-Cap Value ETF) and VKSIX (Virtus KAR Small-Mid Cap Core Fund) are both funds - IWS is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while VKSIX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 5 years, IWS returned 8.94%/yr vs -0.39%/yr for VKSIX. Their correlation of 0.85 suggests significant overlap in exposure. IWS charges 0.23%/yr vs 1.02%/yr for VKSIX.
Performance
IWS vs. VKSIX - Performance Comparison
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Returns By Period
In the year-to-date period, IWS achieves a 15.78% return, which is significantly higher than VKSIX's -7.39% return.
IWS
- 1D
- -1.08%
- 1M
- 2.64%
- YTD
- 15.78%
- 6M
- 14.47%
- 1Y
- 26.77%
- 3Y*
- 17.23%
- 5Y*
- 8.94%
- 10Y*
- 10.56%
VKSIX
- 1D
- -0.61%
- 1M
- -1.38%
- YTD
- -7.39%
- 6M
- -8.94%
- 1Y
- -10.32%
- 3Y*
- 2.57%
- 5Y*
- -0.39%
- 10Y*
- —
IWS vs. VKSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Mid-Cap Value ETF | 15.78% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -11.55% |
VKSIX Virtus KAR Small-Mid Cap Core Fund | -7.39% | -4.36% | 9.07% | 23.61% | -23.83% | 19.54% | 33.45% | 38.81% | -6.68% |
Correlation
The correlation between IWS and VKSIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.85 |
The correlation between IWS and VKSIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
IWS vs. VKSIX — Risk / Return Rank
IWS
VKSIX
IWS vs. VKSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). 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.
| IWS | VKSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.92 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | -0.55 | +4.12 |
| Martin ratioReturn relative to average drawdown | 13.39 | -1.09 | +14.48 |
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Drawdowns
IWS vs. VKSIX - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, which is greater than VKSIX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for IWS and VKSIX.
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Drawdown Indicators
| IWS | VKSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -35.59% | -26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -16.70% | +9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -20.29% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -32.49% | +11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | — | — |
Current DrawdownCurrent decline from peak | -1.24% | -18.34% | +17.10% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -8.92% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 8.41% | -6.41% |
Volatility
IWS vs. VKSIX - Volatility Comparison
iShares Russell Mid-Cap Value ETF (IWS) and Virtus KAR Small-Mid Cap Core Fund (VKSIX) have volatilities of 4.37% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWS | VKSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 4.36% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 12.11% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 15.84% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 19.23% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 20.95% | -1.60% |
IWS vs. VKSIX - Expense Ratio Comparison
IWS has a 0.23% expense ratio, which is lower than VKSIX's 1.02% expense ratio.
Dividends
IWS vs. VKSIX - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.34%, more than VKSIX's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Mid-Cap Value ETF | 1.34% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
VKSIX Virtus KAR Small-Mid Cap Core Fund | 0.37% | 0.34% | 0.43% | 0.00% | 0.00% | 1.13% | 0.01% | 0.00% | 1.47% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWS and VKSIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWS has higher volatility (4.37%) compared to VKSIX (4.36%). In terms of maximum drawdown, IWS dropped -62.40% vs VKSIX's -35.59%.
IWS currently has the higher Sharpe Ratio (1.98 vs -0.58), 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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