PKSFX vs. SDY
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR S&P Dividend ETF (SDY).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or SDY.
Key characteristics
PKSFX | SDY | |
---|---|---|
YTD Return | 20.86% | 14.74% |
1Y Return | 31.25% | 26.70% |
3Y Return (Ann) | 4.54% | 6.33% |
5Y Return (Ann) | 8.95% | 8.93% |
10Y Return (Ann) | 9.50% | 9.74% |
Sharpe Ratio | 1.86 | 2.54 |
Sortino Ratio | 2.63 | 3.60 |
Omega Ratio | 1.33 | 1.47 |
Calmar Ratio | 2.27 | 2.20 |
Martin Ratio | 8.63 | 15.25 |
Ulcer Index | 3.66% | 1.74% |
Daily Std Dev | 16.95% | 10.44% |
Max Drawdown | -66.37% | -54.75% |
Current Drawdown | -1.26% | -1.96% |
Correlation
The correlation between PKSFX and SDY is 0.83, 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. SDY - Performance Comparison
In the year-to-date period, PKSFX achieves a 20.86% return, which is significantly higher than SDY's 14.74% return. Both investments have delivered pretty close results over the past 10 years, with PKSFX having a 9.50% annualized return and SDY not far ahead at 9.74%. 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. SDY - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than SDY's 0.35% expense ratio.
Risk-Adjusted Performance
PKSFX vs. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR S&P Dividend ETF (SDY). 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. SDY - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.43%, less than SDY's 2.92% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPDR S&P Dividend ETF | 2.92% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
PKSFX vs. SDY - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -66.37%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for PKSFX and SDY. For additional features, visit the drawdowns tool.
Volatility
PKSFX vs. SDY - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.35% compared to SPDR S&P Dividend ETF (SDY) at 2.73%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.