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PDPAX vs. VIMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDPAX vs. VIMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Asset Fund (PDPAX) and Virtus KAR Mid-Cap Core Fund (VIMCX). The values are adjusted to include any dividend payments, if applicable.

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PDPAX vs. VIMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDPAX
Virtus Duff & Phelps Real Asset Fund
7.17%15.90%9.45%4.73%-2.66%21.15%-3.18%16.84%-9.35%8.15%
VIMCX
Virtus KAR Mid-Cap Core Fund
-6.62%0.72%5.20%22.64%-19.75%25.28%26.11%31.74%-4.18%24.95%

Returns By Period

In the year-to-date period, PDPAX achieves a 7.17% return, which is significantly higher than VIMCX's -6.62% return. Over the past 10 years, PDPAX has underperformed VIMCX with an annualized return of 7.22%, while VIMCX has yielded a comparatively higher 10.08% annualized return.


PDPAX

1D
0.18%
1M
-5.75%
YTD
7.17%
6M
8.32%
1Y
18.47%
3Y*
12.38%
5Y*
9.88%
10Y*
7.22%

VIMCX

1D
-0.17%
1M
-10.94%
YTD
-6.62%
6M
-8.91%
1Y
-2.62%
3Y*
4.40%
5Y*
2.97%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDPAX vs. VIMCX - Expense Ratio Comparison

PDPAX has a 0.81% expense ratio, which is lower than VIMCX's 0.95% expense ratio.


Return for Risk

PDPAX vs. VIMCX — Risk / Return Rank

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

PDPAX
PDPAX Risk / Return Rank: 8181
Overall Rank
PDPAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PDPAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PDPAX Omega Ratio Rank: 8080
Omega Ratio Rank
PDPAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PDPAX Martin Ratio Rank: 8888
Martin Ratio Rank

VIMCX
VIMCX Risk / Return Rank: 44
Overall Rank
VIMCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIMCX Sortino Ratio Rank: 44
Sortino Ratio Rank
VIMCX Omega Ratio Rank: 44
Omega Ratio Rank
VIMCX Calmar Ratio Rank: 33
Calmar Ratio Rank
VIMCX Martin Ratio Rank: 33
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.

PDPAX vs. VIMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Asset Fund (PDPAX) and Virtus KAR Mid-Cap Core Fund (VIMCX). 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.


PDPAXVIMCXDifference

Sharpe ratio

Return per unit of total volatility

1.54

-0.10

+1.64

Sortino ratio

Return per unit of downside risk

2.05

-0.01

+2.06

Omega ratio

Gain probability vs. loss probability

1.32

1.00

+0.32

Calmar ratio

Return relative to maximum drawdown

1.86

-0.30

+2.16

Martin ratio

Return relative to average drawdown

9.54

-0.87

+10.41

PDPAX vs. VIMCX - Sharpe Ratio Comparison

The current PDPAX Sharpe Ratio is 1.54, which is higher than the VIMCX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of PDPAX and VIMCX, 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


PDPAXVIMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

-0.10

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.17

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.54

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.70

-0.38

Correlation

The correlation between PDPAX and VIMCX is 0.69, 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.


Dividends

PDPAX vs. VIMCX - Dividend Comparison

PDPAX's dividend yield for the trailing twelve months is around 1.66%, less than VIMCX's 4.73% yield.


TTM20252024202320222021202020192018201720162015
PDPAX
Virtus Duff & Phelps Real Asset Fund
1.66%1.77%3.65%2.08%1.06%0.76%0.68%3.09%2.38%1.92%0.80%1.13%
VIMCX
Virtus KAR Mid-Cap Core Fund
4.73%4.41%0.00%2.36%0.23%1.58%0.67%0.94%0.77%0.29%0.00%0.63%

Drawdowns

PDPAX vs. VIMCX - Drawdown Comparison

The maximum PDPAX drawdown since its inception was -43.40%, which is greater than VIMCX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for PDPAX and VIMCX.


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Drawdown Indicators


PDPAXVIMCXDifference

Max Drawdown

Largest peak-to-trough decline

-43.40%

-33.92%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-12.25%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-28.42%

+9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

-33.92%

+1.68%

Current Drawdown

Current decline from peak

-5.80%

-12.71%

+6.91%

Average Drawdown

Average peak-to-trough decline

-7.67%

-4.87%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

4.22%

-2.24%

Volatility

PDPAX vs. VIMCX - Volatility Comparison

The current volatility for Virtus Duff & Phelps Real Asset Fund (PDPAX) is 3.74%, while Virtus KAR Mid-Cap Core Fund (VIMCX) has a volatility of 4.93%. This indicates that PDPAX experiences smaller price fluctuations and is considered to be less risky than VIMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDPAXVIMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

4.93%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

11.34%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

19.71%

-7.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

18.00%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

18.62%

-5.77%