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.
Performance
PKSFX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, PKSFX achieves a 22.17% return, which is significantly lower than QQQ's 24.04% return. Over the past 10 years, PKSFX has underperformed QQQ with an annualized return of 9.43%, while QQQ has yielded a comparatively higher 18.03% annualized return.
PKSFX
22.17%
8.48%
16.16%
27.53%
9.02%
9.43%
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| PKSFX | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.66 | 1.76 |
| Sortino Ratio | 2.34 | 2.35 |
| Omega Ratio | 1.29 | 1.32 |
| Calmar Ratio | 2.56 | 2.25 |
| Martin Ratio | 7.49 | 8.18 |
| Ulcer Index | 3.68% | 3.74% |
| Daily Std Dev | 16.59% | 17.36% |
| Max Drawdown | -66.37% | -82.98% |
| Current Drawdown | -0.19% | -1.62% |
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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.
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.
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 0.42%, less than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKSFX Virtus KAR Small-Cap Core Fund | 0.42% | 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 | 0.60% | 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 6.09% compared to Invesco QQQ (QQQ) at 5.36%. 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.