LSSIX vs. PXQSX

Last updated Jun 4, 2026

LSSIX (Loomis Sayles Small Cap Growth Fund) and PXQSX (Virtus KAR Small-Cap Value Fund) are both Small Cap Growth Equities funds. Over the past 10 years, LSSIX returned 11.72%/yr vs 7.49%/yr for PXQSX. Their correlation of 0.87 suggests significant overlap in exposure. LSSIX charges 0.92%/yr vs 0.96%/yr for PXQSX.

Performance

LSSIX vs. PXQSX - Performance Comparison

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

Returns By Period

In the year-to-date period, LSSIX achieves a 16.24% return, which is significantly higher than PXQSX's 1.48% return. Over the past 10 years, LSSIX has outperformed PXQSX with an annualized return of 11.72%, while PXQSX has yielded a comparatively lower 7.49% annualized return.

LSSIX

• 1D: 0.90%
• 1M: 3.17%
• YTD: 16.24%
• 6M: 15.19%
• 1Y: 26.66%
• 3Y*: 13.89%
• 5Y*: 5.00%
• 10Y*: 11.72%

PXQSX

• 1D: -0.38%
• 1M: -1.64%
• YTD: 1.48%
• 6M: 1.66%
• 1Y: -1.70%
• 3Y*: 7.15%
• 5Y*: -0.34%
• 10Y*: 7.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSSIX vs. PXQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSSIX Loomis Sayles Small Cap Growth Fund	16.24%	3.57%	14.94%	11.92%	-22.93%	9.91%	34.15%	26.59%	0.18%	26.85%
PXQSX Virtus KAR Small-Cap Value Fund	1.48%	-4.50%	9.63%	19.10%	-24.29%	19.50%	28.16%	24.87%	-15.95%	18.90%

Correlation

The correlation between LSSIX and PXQSX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 30, 2006	0.87

Over the past year, the correlation between LSSIX and PXQSX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

Return for Risk

LSSIX vs. PXQSX — Risk / Return Rank

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

LSSIX

LSSIX Risk / Return Rank: 44
LSSIX Sharpe Ratio Rank: 34
LSSIX Sortino Ratio Rank: 35
LSSIX Omega Ratio Rank: 31
LSSIX Calmar Ratio Rank: 62
LSSIX Martin Ratio Rank: 57

PXQSX

PXQSX Risk / Return Rank: 2
PXQSX Sharpe Ratio Rank: 3
PXQSX Sortino Ratio Rank: 3
PXQSX Omega Ratio Rank: 3
PXQSX Calmar Ratio Rank: 2
PXQSX Martin Ratio Rank: 2

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.

LSSIX vs. PXQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Growth Fund (LSSIX) 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.

	LSSIX	PXQSX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	-0.03	+1.71
Sortino ratio: Return per unit of downside risk	2.49	0.08	+2.41
Omega ratio: Gain probability vs. loss probability	1.29	1.01	+0.28
Calmar ratio: Return relative to maximum drawdown	3.03	-0.04	+3.06
Martin ratio: Return relative to average drawdown	11.39	-0.08	+11.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSSIX vs. PXQSX - Sharpe Ratio Comparison

The current LSSIX Sharpe Ratio is 1.68, which is higher than the PXQSX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of LSSIX and PXQSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LSSIX	PXQSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	-0.03	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.02	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.37	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.36	-0.05

Drawdowns

LSSIX vs. PXQSX - Drawdown Comparison

The maximum LSSIX drawdown since its inception was -83.41%, which is greater than PXQSX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for LSSIX and PXQSX.

Drawdown Indicators

	LSSIX	PXQSX	Difference
Max Drawdown Largest peak-to-trough decline	-83.41%	-55.56%	-27.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-13.25%	+2.48%
Max Drawdown (3Y) Largest decline over 3 years	-27.73%	-22.87%	-4.86%
Max Drawdown (5Y) Largest decline over 5 years	-37.42%	-31.49%	-5.93%
Max Drawdown (10Y) Largest decline over 10 years	-38.52%	-37.65%	-0.87%
Current Drawdown Current decline from peak	-0.55%	-12.79%	+12.24%
Average Drawdown Average peak-to-trough decline	-34.51%	-10.29%	-24.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	6.24%	-3.52%

Volatility

LSSIX vs. PXQSX - Volatility Comparison

Loomis Sayles Small Cap Growth Fund (LSSIX) has a higher volatility of 5.41% compared to Virtus KAR Small-Cap Value Fund (PXQSX) at 4.72%. This indicates that LSSIX'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.

Volatility by Period

	LSSIX	PXQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	4.72%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	15.08%	12.27%	+2.81%
Volatility (1Y) Calculated over the trailing 1-year period	19.39%	16.75%	+2.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.37%	20.22%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.77%	20.51%	+2.26%

LSSIX vs. PXQSX - Expense Ratio Comparison

LSSIX has a 0.92% expense ratio, which is lower than PXQSX's 0.96% expense ratio.

Dividends

LSSIX vs. PXQSX - Dividend Comparison

LSSIX's dividend yield for the trailing twelve months is around 6.56%, more than PXQSX's 5.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSSIX Loomis Sayles Small Cap Growth Fund	6.56%	7.62%	3.64%	2.34%	3.02%	20.23%	1.76%	8.86%	11.30%	12.61%	0.00%	7.91%
PXQSX Virtus KAR Small-Cap Value Fund	5.73%	5.81%	4.90%	2.99%	3.37%	1.76%	0.82%	0.80%	2.54%	5.32%	8.89%	7.58%

Frequently Asked Questions

Can I hold both LSSIX and PXQSX in my portfolio?

LSSIX and PXQSX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSSIX or PXQSX?

LSSIX has higher volatility (5.41%) compared to PXQSX (4.72%). In terms of maximum drawdown, LSSIX dropped -83.41% vs PXQSX's -55.56%.

Which has better risk-adjusted returns?

LSSIX currently has the higher Sharpe Ratio (1.68 vs -0.03), 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.