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.
Performance
PKSFX vs. SDY - Performance Comparison
Returns By Period
In the year-to-date period, PKSFX achieves a 19.25% return, which is significantly higher than SDY's 13.81% return. Both investments have delivered pretty close results over the past 10 years, with PKSFX having a 9.35% annualized return and SDY not far ahead at 9.50%.
PKSFX
19.25%
2.68%
12.57%
24.61%
8.56%
9.35%
SDY
13.81%
-2.76%
7.15%
21.44%
8.86%
9.50%
Key characteristics
| PKSFX | SDY | |
|---|---|---|
| Sharpe Ratio | 1.50 | 2.11 |
| Sortino Ratio | 2.15 | 2.96 |
| Omega Ratio | 1.26 | 1.38 |
| Calmar Ratio | 2.31 | 2.39 |
| Martin Ratio | 6.77 | 12.09 |
| Ulcer Index | 3.67% | 1.78% |
| Daily Std Dev | 16.52% | 10.18% |
| Max Drawdown | -66.37% | -54.75% |
| Current Drawdown | -2.57% | -2.76% |
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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.
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.
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 2.95% 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% |
SDY SPDR S&P Dividend ETF | 2.95% | 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 6.23% compared to SPDR S&P Dividend ETF (SDY) at 2.64%. 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.