PHSKX vs. ASFYX
PHSKX (Virtus KAR Mid-Cap Growth Fund) and ASFYX (Virtus AlphaSimplex Managed Futures Strategy Fund Class I) are both mutual funds - PHSKX is a Mid Cap Growth Equities fund managed by Virtus, while ASFYX is a Systematic Trend fund actively managed by Virtus. Over the past 10 years, PHSKX returned 10.31%/yr vs 2.08%/yr for ASFYX. Their 0.17 correlation means their historical movements had little consistent relationship. PHSKX charges 1.24%/yr vs 1.45%/yr for ASFYX.
Performance
PHSKX vs. ASFYX - Performance Comparison
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Returns By Period
In the year-to-date period, PHSKX achieves a -4.10% return, which is significantly lower than ASFYX's 9.56% return. Over the past 10 years, PHSKX has outperformed ASFYX with an annualized return of 10.31%, while ASFYX has yielded a comparatively lower 2.08% annualized return.
PHSKX
- 1D
- 0.62%
- 1M
- 0.43%
- 6M
- -1.73%
- YTD
- -4.10%
- 1Y
- -8.04%
- 3Y*
- 0.29%
- 5Y*
- -4.63%
- 10Y*
- 10.31%
- ALL TIME*
- 7.92%
ASFYX
- 1D
- -0.35%
- 1M
- 1.07%
- 6M
- 5.34%
- YTD
- 9.56%
- 1Y
- 21.27%
- 3Y*
- -3.32%
- 5Y*
- 2.26%
- 10Y*
- 2.08%
- ALL TIME*
- 3.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PHSKX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHSKX Virtus KAR Mid-Cap Growth Fund | -4.10% | -3.58% | 7.43% | 22.00% | -33.46% | 1.23% | 63.29% | 44.03% | 7.44% | 33.54% |
ASFYX Virtus AlphaSimplex Managed Futures Strategy Fund Class I | 9.56% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Correlation
The correlation between PHSKX and ASFYX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2010 | 0.17 |
The correlation between PHSKX and ASFYX shifts across timeframes, from 0.07 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PHSKX vs. ASFYX — Risk / Return Rank
PHSKX
ASFYX
PHSKX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Growth Fund (PHSKX) and Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PHSKX | ASFYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.26 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.63 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.97 | 7.58 | -8.55 |
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Drawdowns
PHSKX vs. ASFYX - Drawdown Comparison
The maximum PHSKX drawdown since its inception was -81.79%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for PHSKX and ASFYX.
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Drawdown Indicators
| PHSKX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.79% | -36.43% | -45.36% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -7.42% | -16.35% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -30.32% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -46.87% | -36.43% | -10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -36.43% | -10.44% |
Current DrawdownCurrent decline from peak | -28.62% | -22.26% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -29.38% | -13.26% | -16.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 2.57% | +8.58% |
Volatility
PHSKX vs. ASFYX - Volatility Comparison
Virtus KAR Mid-Cap Growth Fund (PHSKX) has a higher volatility of 3.94% compared to Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX) at 2.89%. This indicates that PHSKX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHSKX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.89% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 9.77% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 12.62% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 13.79% | +11.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 12.74% | +10.81% |
PHSKX vs. ASFYX - Expense Ratio Comparison
PHSKX has a 1.24% expense ratio, which is lower than ASFYX's 1.45% expense ratio.
Dividends
PHSKX vs. ASFYX - Dividend Comparison
PHSKX's dividend yield for the trailing twelve months is around 48.32%, more than ASFYX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASFYX Virtus AlphaSimplex Managed Futures Strategy Fund Class I | 1.39% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
PHSKX Virtus KAR Mid-Cap Growth Fund | 48.32% | 46.34% | 0.00% | 0.00% | 0.00% | 1.53% | 0.10% | 0.62% | 2.19% | 6.10% | 1.60% | 1.54% |
Frequently Asked Questions
PHSKX and ASFYX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHSKX has higher volatility (3.94%) compared to ASFYX (2.89%). In terms of maximum drawdown, PHSKX dropped -81.79% vs ASFYX's -36.43%.
ASFYX currently has the higher Sharpe Ratio (1.55 vs -0.55), 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.
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