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JOHIX vs. VIISX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JOHIX and VIISX is 0.70, 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.


-0.50.00.51.00.7

Performance

JOHIX vs. VIISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JOHCM International Select Fund (JOHIX) and Virtus KAR International Small-Mid Cap Fund (VIISX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.94%
-1.36%
JOHIX
VIISX

Key characteristics

Sharpe Ratio

JOHIX:

0.16

VIISX:

0.49

Sortino Ratio

JOHIX:

0.30

VIISX:

0.75

Omega Ratio

JOHIX:

1.04

VIISX:

1.09

Calmar Ratio

JOHIX:

0.08

VIISX:

0.17

Martin Ratio

JOHIX:

0.44

VIISX:

1.61

Ulcer Index

JOHIX:

5.09%

VIISX:

3.59%

Daily Std Dev

JOHIX:

13.88%

VIISX:

11.79%

Max Drawdown

JOHIX:

-46.96%

VIISX:

-53.26%

Current Drawdown

JOHIX:

-26.87%

VIISX:

-28.12%

Returns By Period

In the year-to-date period, JOHIX achieves a 0.66% return, which is significantly higher than VIISX's -0.80% return. Over the past 10 years, JOHIX has underperformed VIISX with an annualized return of 3.27%, while VIISX has yielded a comparatively higher 6.20% annualized return.


JOHIX

YTD

0.66%

1M

-3.84%

6M

-6.94%

1Y

2.67%

5Y*

0.22%

10Y*

3.27%

VIISX

YTD

-0.80%

1M

-4.89%

6M

-1.36%

1Y

6.49%

5Y*

0.45%

10Y*

6.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JOHIX vs. VIISX - Expense Ratio Comparison

JOHIX has a 0.98% expense ratio, which is lower than VIISX's 1.19% expense ratio.


VIISX
Virtus KAR International Small-Mid Cap Fund
Expense ratio chart for VIISX: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for JOHIX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%

Risk-Adjusted Performance

JOHIX vs. VIISX — Risk-Adjusted Performance Rank

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

JOHIX
The Risk-Adjusted Performance Rank of JOHIX is 1616
Overall Rank
The Sharpe Ratio Rank of JOHIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of JOHIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of JOHIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of JOHIX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of JOHIX is 1515
Martin Ratio Rank

VIISX
The Risk-Adjusted Performance Rank of VIISX is 3333
Overall Rank
The Sharpe Ratio Rank of VIISX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VIISX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VIISX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VIISX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VIISX is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JOHIX vs. VIISX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JOHCM International Select Fund (JOHIX) and Virtus KAR International Small-Mid Cap Fund (VIISX). 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.


Sharpe ratio
The chart of Sharpe ratio for JOHIX, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.000.160.49
The chart of Sortino ratio for JOHIX, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.000.300.75
The chart of Omega ratio for JOHIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.09
The chart of Calmar ratio for JOHIX, currently valued at 0.08, compared to the broader market0.005.0010.000.080.17
The chart of Martin ratio for JOHIX, currently valued at 0.44, compared to the broader market0.0020.0040.0060.000.441.61
JOHIX
VIISX

The current JOHIX Sharpe Ratio is 0.16, which is lower than the VIISX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of JOHIX and VIISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.16
0.49
JOHIX
VIISX

Dividends

JOHIX vs. VIISX - Dividend Comparison

JOHIX's dividend yield for the trailing twelve months is around 1.70%, less than VIISX's 1.95% yield.


TTM20242023202220212020201920182017201620152014
JOHIX
JOHCM International Select Fund
1.70%1.71%1.90%1.67%0.99%0.35%0.95%1.51%1.18%0.71%0.37%0.74%
VIISX
Virtus KAR International Small-Mid Cap Fund
1.95%1.94%0.00%0.00%2.34%0.95%1.99%0.72%0.86%2.75%1.37%3.64%

Drawdowns

JOHIX vs. VIISX - Drawdown Comparison

The maximum JOHIX drawdown since its inception was -46.96%, smaller than the maximum VIISX drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for JOHIX and VIISX. For additional features, visit the drawdowns tool.


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-26.87%
-28.12%
JOHIX
VIISX

Volatility

JOHIX vs. VIISX - Volatility Comparison

JOHCM International Select Fund (JOHIX) has a higher volatility of 3.48% compared to Virtus KAR International Small-Mid Cap Fund (VIISX) at 2.85%. This indicates that JOHIX's price experiences larger fluctuations and is considered to be riskier than VIISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.48%
2.85%
JOHIX
VIISX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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