PortfoliosLab logoPortfoliosLab logo
PHRAX vs. USRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHRAX vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PHRAX vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USRT
iShares Core U.S. REIT ETF
4.27%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%

Returns By Period

In the year-to-date period, PHRAX achieves a 2.88% return, which is significantly lower than USRT's 4.27% return. Both investments have delivered pretty close results over the past 10 years, with PHRAX having a 5.34% annualized return and USRT not far ahead at 5.42%.


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%

USRT

1D
1.42%
1M
-6.02%
YTD
4.27%
6M
2.38%
1Y
5.82%
3Y*
8.72%
5Y*
5.12%
10Y*
5.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PHRAX vs. USRT - Expense Ratio Comparison

PHRAX has a 1.36% expense ratio, which is higher than USRT's 0.08% expense ratio.


Return for Risk

PHRAX vs. USRT — Risk / Return Rank

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

PHRAX
PHRAX Risk / Return Rank: 1111
Overall Rank
PHRAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PHRAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PHRAX Omega Ratio Rank: 1010
Omega Ratio Rank
PHRAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PHRAX Martin Ratio Rank: 1414
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 2525
Overall Rank
USRT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 2323
Sortino Ratio Rank
USRT Omega Ratio Rank: 2323
Omega Ratio Rank
USRT Calmar Ratio Rank: 2626
Calmar Ratio Rank
USRT Martin Ratio Rank: 2929
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.

PHRAX vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and iShares Core U.S. REIT ETF (USRT). 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.


PHRAXUSRTDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.35

-0.11

Sortino ratio

Return per unit of downside risk

0.44

0.59

-0.15

Omega ratio

Gain probability vs. loss probability

1.06

1.08

-0.02

Calmar ratio

Return relative to maximum drawdown

0.31

0.53

-0.22

Martin ratio

Return relative to average drawdown

1.23

2.23

-1.00

PHRAX vs. USRT - Sharpe Ratio Comparison

The current PHRAX Sharpe Ratio is 0.24, which is lower than the USRT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PHRAX and USRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PHRAXUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.35

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.26

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.17

+0.22

Correlation

The correlation between PHRAX and USRT is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PHRAX vs. USRT - Dividend Comparison

PHRAX's dividend yield for the trailing twelve months is around 5.75%, more than USRT's 2.89% yield.


TTM20252024202320222021202020192018201720162015
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%
USRT
iShares Core U.S. REIT ETF
2.89%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Drawdowns

PHRAX vs. USRT - Drawdown Comparison

The maximum PHRAX drawdown since its inception was -72.56%, roughly equal to the maximum USRT drawdown of -69.91%. Use the drawdown chart below to compare losses from any high point for PHRAX and USRT.


Loading graphics...

Drawdown Indicators


PHRAXUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-72.56%

-69.91%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.95%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.51%

-31.03%

-2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.00%

-44.38%

+2.38%

Current Drawdown

Current decline from peak

-7.57%

-6.38%

-1.19%

Average Drawdown

Average peak-to-trough decline

-11.42%

-13.08%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.09%

+0.02%

Volatility

PHRAX vs. USRT - Volatility Comparison

The current volatility for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) is 4.20%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 4.44%. This indicates that PHRAX experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PHRAXUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.44%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

9.21%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

16.84%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

18.92%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

21.28%

-0.31%