PKSFX vs. QQQ
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and Invesco QQQ (QQQ).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or QQQ.
Key characteristics
| PKSFX | QQQ | |
|---|---|---|
| YTD Return | 20.86% | 25.79% |
| 1Y Return | 31.25% | 36.91% |
| 3Y Return (Ann) | 4.54% | 9.89% |
| 5Y Return (Ann) | 8.95% | 21.42% |
| 10Y Return (Ann) | 9.50% | 18.39% |
| Sharpe Ratio | 1.86 | 2.11 |
| Sortino Ratio | 2.63 | 2.78 |
| Omega Ratio | 1.33 | 1.38 |
| Calmar Ratio | 2.27 | 2.69 |
| Martin Ratio | 8.63 | 9.81 |
| Ulcer Index | 3.66% | 3.72% |
| Daily Std Dev | 16.95% | 17.32% |
| Max Drawdown | -66.37% | -82.98% |
| Current Drawdown | -1.26% | -0.24% |
Correlation
The correlation between PKSFX and QQQ is 0.72, 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.
Performance
PKSFX vs. QQQ - Performance Comparison
In the year-to-date period, PKSFX achieves a 20.86% return, which is significantly lower than QQQ's 25.79% return. Over the past 10 years, PKSFX has underperformed QQQ with an annualized return of 9.50%, while QQQ has yielded a comparatively higher 18.39% annualized 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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PKSFX vs. QQQ - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
PKSFX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and Invesco QQQ (QQQ). 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
PKSFX vs. QQQ - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.43%, less than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKSFX Virtus KAR Small-Cap Core Fund | 0.43% | 0.52% | 0.27% | 0.13% | 0.13% | 0.01% | 0.14% | 0.00% | 0.00% | 0.62% | 0.00% | 0.16% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
PKSFX vs. QQQ - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -66.37%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PKSFX and QQQ. For additional features, visit the drawdowns tool.
Volatility
PKSFX vs. QQQ - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.35% compared to Invesco QQQ (QQQ) at 5.14%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.