PHRAX vs. FTIHX
Compare and contrast key facts about Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Fidelity Total International Index Fund (FTIHX).
PHRAX is managed by Virtus. It was launched on Mar 1, 1995. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHRAX or FTIHX.
Key characteristics
| PHRAX | FTIHX | |
|---|---|---|
| YTD Return | 16.98% | 8.82% |
| 1Y Return | 37.25% | 20.04% |
| 3Y Return (Ann) | 0.57% | 1.00% |
| 5Y Return (Ann) | 6.91% | 5.67% |
| Sharpe Ratio | 2.11 | 1.51 |
| Sortino Ratio | 2.98 | 2.18 |
| Omega Ratio | 1.37 | 1.28 |
| Calmar Ratio | 1.15 | 1.32 |
| Martin Ratio | 9.47 | 8.70 |
| Ulcer Index | 3.69% | 2.29% |
| Daily Std Dev | 16.56% | 13.24% |
| Max Drawdown | -73.50% | -35.75% |
| Current Drawdown | -4.37% | -5.04% |
Correlation
The correlation between PHRAX and FTIHX is 0.47, 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.
Performance
PHRAX vs. FTIHX - Performance Comparison
In the year-to-date period, PHRAX achieves a 16.98% return, which is significantly higher than FTIHX's 8.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PHRAX vs. FTIHX - Expense Ratio Comparison
PHRAX has a 1.36% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Risk-Adjusted Performance
PHRAX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Fidelity Total International Index Fund (FTIHX). 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.
Dividends
PHRAX vs. FTIHX - Dividend Comparison
PHRAX's dividend yield for the trailing twelve months is around 1.75%, less than FTIHX's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 1.75% | 2.23% | 1.41% | 1.30% | 1.93% | 2.07% | 1.58% | 1.96% | 1.90% | 1.58% | 1.13% | 1.26% |
FTIHX Fidelity Total International Index Fund | 2.56% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
PHRAX vs. FTIHX - Drawdown Comparison
The maximum PHRAX drawdown since its inception was -73.50%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for PHRAX and FTIHX. For additional features, visit the drawdowns tool.
Volatility
PHRAX vs. FTIHX - Volatility Comparison
Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) has a higher volatility of 5.00% compared to Fidelity Total International Index Fund (FTIHX) at 3.77%. This indicates that PHRAX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.