PHRAX vs. EDF
Compare and contrast key facts about Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF).
PHRAX is managed by Virtus. It was launched on Mar 1, 1995. EDF is an actively managed fund by Virtus. It was launched on Dec 23, 2010.
Performance
PHRAX vs. EDF - Performance Comparison
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PHRAX vs. EDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 2.88% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | -0.34% | 22.24% | 25.54% | 21.63% | -27.96% | -8.47% | -31.14% | 45.06% | -18.24% | 24.22% |
Returns By Period
In the year-to-date period, PHRAX achieves a 2.88% return, which is significantly higher than EDF's -0.34% return. Over the past 10 years, PHRAX has outperformed EDF with an annualized return of 5.34%, while EDF has yielded a comparatively lower 4.75% annualized return.
PHRAX
- 1D
- 0.28%
- 1M
- -7.06%
- YTD
- 2.88%
- 6M
- 0.85%
- 1Y
- 2.95%
- 3Y*
- 6.97%
- 5Y*
- 4.76%
- 10Y*
- 5.34%
EDF
- 1D
- -0.42%
- 1M
- -5.17%
- YTD
- -0.34%
- 6M
- 1.72%
- 1Y
- 9.22%
- 3Y*
- 17.73%
- 5Y*
- 2.26%
- 10Y*
- 4.75%
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PHRAX vs. EDF - Expense Ratio Comparison
PHRAX has a 1.36% expense ratio, which is lower than EDF's 1.45% expense ratio.
Return for Risk
PHRAX vs. EDF — Risk / Return Rank
PHRAX
EDF
PHRAX vs. EDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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.
| PHRAX | EDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.52 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.44 | 0.76 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.11 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.63 | -0.33 |
Martin ratioReturn relative to average drawdown | 1.23 | 2.90 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHRAX | EDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.52 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.09 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.16 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.09 | +0.29 |
Correlation
The correlation between PHRAX and EDF is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PHRAX vs. EDF - Dividend Comparison
PHRAX's dividend yield for the trailing twelve months is around 5.75%, less than EDF's 15.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.75% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | 15.06% | 14.49% | 15.32% | 16.71% | 17.31% | 12.91% | 16.46% | 15.67% | 19.37% | 13.58% | 14.75% | 17.93% |
Drawdowns
PHRAX vs. EDF - Drawdown Comparison
The maximum PHRAX drawdown since its inception was -72.56%, which is greater than EDF's maximum drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for PHRAX and EDF.
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Drawdown Indicators
| PHRAX | EDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.56% | -64.23% | -8.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -14.17% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.51% | -53.09% | +19.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -64.23% | +22.23% |
Current DrawdownCurrent decline from peak | -7.57% | -18.26% | +10.69% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -21.61% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.40% | -0.29% |
Volatility
PHRAX vs. EDF - Volatility Comparison
The current volatility for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) is 4.20%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 5.67%. This indicates that PHRAX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHRAX | EDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.67% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 10.05% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 17.96% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 25.87% | -6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 30.66% | -9.69% |