PHSKX vs. PMEGX
PHSKX (Virtus KAR Mid-Cap Growth Fund) and PMEGX (T. Rowe Price Institutional Mid Cap Equity Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PHSKX returned 10.31%/yr vs 9.78%/yr for PMEGX. Their correlation of 0.90 means they have usually moved in the same direction. PHSKX charges 1.24%/yr vs 0.61%/yr for PMEGX.
Performance
PHSKX vs. PMEGX - 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 PMEGX's 3.03% return. Over the past 10 years, PHSKX has outperformed PMEGX with an annualized return of 10.31%, while PMEGX has yielded a comparatively lower 9.78% 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%
PMEGX
- 1D
- 0.47%
- 1M
- -1.53%
- 6M
- 2.67%
- YTD
- 3.03%
- 1Y
- 6.19%
- 3Y*
- 6.28%
- 5Y*
- 2.15%
- 10Y*
- 9.78%
- ALL TIME*
- 10.81%
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. PMEGX - 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% |
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | 3.03% | 3.73% | 9.15% | 20.69% | -23.19% | 15.50% | 23.95% | 33.08% | -2.23% | 26.02% |
Correlation
The correlation between PHSKX and PMEGX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 1996 | 0.90 |
The correlation between PHSKX and PMEGX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
PHSKX vs. PMEGX — Risk / Return Rank
PHSKX
PMEGX
PHSKX vs. PMEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Growth Fund (PHSKX) and T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX). 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 | PMEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.06 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.41 | -0.87 |
| Martin ratioReturn relative to average drawdown | -0.97 | 1.39 | -2.36 |
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Drawdowns
PHSKX vs. PMEGX - Drawdown Comparison
The maximum PHSKX drawdown since its inception was -81.79%, which is greater than PMEGX's maximum drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for PHSKX and PMEGX.
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Drawdown Indicators
| PHSKX | PMEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.79% | -55.88% | -25.91% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -10.21% | -13.56% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -27.99% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -46.87% | -32.87% | -14.00% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -37.16% | -9.71% |
Current DrawdownCurrent decline from peak | -28.62% | -6.20% | -22.42% |
Average DrawdownAverage peak-to-trough decline | -29.38% | -8.99% | -20.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 3.04% | +8.11% |
Volatility
PHSKX vs. PMEGX - Volatility Comparison
Virtus KAR Mid-Cap Growth Fund (PHSKX) has a higher volatility of 3.94% compared to T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) at 2.50%. This indicates that PHSKX's price experiences larger fluctuations and is considered to be riskier than PMEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHSKX | PMEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.50% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 10.49% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 13.64% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 20.11% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 19.75% | +3.80% |
PHSKX vs. PMEGX - Expense Ratio Comparison
PHSKX has a 1.24% expense ratio, which is higher than PMEGX's 0.61% expense ratio.
Dividends
PHSKX vs. PMEGX - Dividend Comparison
PHSKX's dividend yield for the trailing twelve months is around 48.32%, more than PMEGX's 20.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | 20.48% | 21.10% | 14.15% | 7.07% | 1.65% | 12.80% | 4.44% | 5.11% | 10.42% | 6.30% | 1.04% | 6.18% |
Frequently Asked Questions
PHSKX and PMEGX have a correlation of 0.83, 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 PMEGX (2.50%). In terms of maximum drawdown, PHSKX dropped -81.79% vs PMEGX's -55.88%.
PMEGX currently has the higher Sharpe Ratio (0.31 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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