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PHSKX vs. MXMGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHSKX vs. MXMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Mid-Cap Growth Fund (PHSKX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHSKX achieves a -4.10% return, which is significantly lower than MXMGX's 2.39% return. Over the past 10 years, PHSKX has outperformed MXMGX with an annualized return of 10.31%, while MXMGX has yielded a comparatively lower 8.68% 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%

MXMGX

1D
0.49%
1M
-1.74%
6M
2.12%
YTD
2.39%
1Y
3.95%
3Y*
5.58%
5Y*
1.73%
10Y*
8.68%
ALL TIME*
5.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. MXMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
2.39%2.99%9.02%19.61%-22.82%15.25%23.65%31.28%-2.80%23.89%

Correlation

The correlation between PHSKX and MXMGX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1997

0.86

The correlation between PHSKX and MXMGX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

PHSKX vs. MXMGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PHSKX
PHSKX Risk / Return Rank: 11
Overall Rank
PHSKX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PHSKX Sortino Ratio Rank: 11
Sortino Ratio Rank
PHSKX Omega Ratio Rank: 11
Omega Ratio Rank
PHSKX Calmar Ratio Rank: 11
Calmar Ratio Rank
PHSKX Martin Ratio Rank: 11
Martin Ratio Rank

MXMGX
MXMGX Risk / Return Rank: 88
Overall Rank
MXMGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MXMGX Sortino Ratio Rank: 88
Sortino Ratio Rank
MXMGX Omega Ratio Rank: 88
Omega Ratio Rank
MXMGX Calmar Ratio Rank: 99
Calmar Ratio Rank
MXMGX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PHSKX vs. MXMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Growth Fund (PHSKX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.


PHSKXMXMGXDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

0.93

1.05

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.45

0.32

-0.78

Martin ratioReturn relative to average drawdown

-0.97

1.07

-2.04

PHSKX vs. MXMGX - Sharpe Ratio Comparison

The current PHSKX Sharpe Ratio is -0.55, which is lower than the MXMGX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of PHSKX and MXMGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PHSKX vs. MXMGX - Drawdown Comparison

The maximum PHSKX drawdown since its inception was -81.79%, which is greater than MXMGX's maximum drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for PHSKX and MXMGX.


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Drawdown Indicators


PHSKXMXMGXDifference

Max Drawdown

Largest peak-to-trough decline

-81.79%

-60.97%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-23.77%

-10.29%

-13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-23.17%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-46.87%

-32.33%

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-46.87%

-35.88%

-10.99%

Current Drawdown

Current decline from peak

-28.62%

-2.15%

-26.47%

Average Drawdown

Average peak-to-trough decline

-29.38%

-11.74%

-17.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.15%

3.09%

+8.06%

Volatility

PHSKX vs. MXMGX - Volatility Comparison

Virtus KAR Mid-Cap Growth Fund (PHSKX) has a higher volatility of 3.94% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that PHSKX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSKXMXMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

2.53%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

10.53%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

13.59%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.91%

19.05%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.55%

18.89%

+4.66%

PHSKX vs. MXMGX - Expense Ratio Comparison

PHSKX has a 1.24% expense ratio, which is higher than MXMGX's 1.02% expense ratio.


Dividends

PHSKX vs. MXMGX - Dividend Comparison

PHSKX's dividend yield for the trailing twelve months is around 48.32%, more than MXMGX's 1.64% yield.


PositionTTM20252024202320222021202020192018201720162015
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
1.64%1.68%3.66%2.39%2.66%4.92%2.74%2.19%6.13%4.53%0.00%0.00%
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 MXMGX have a correlation of 0.82, 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 MXMGX (2.53%). In terms of maximum drawdown, PHSKX dropped -81.79% vs MXMGX's -60.97%.

MXMGX currently has the higher Sharpe Ratio (0.25 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.

Portfolio Optimizer

Find the right allocation for PHSKX and MXMGX

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