PKSFX vs. SPY
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR S&P 500 ETF (SPY).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or SPY.
Performance
PKSFX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, PKSFX achieves a 22.17% return, which is significantly lower than SPY's 26.47% return. Over the past 10 years, PKSFX has underperformed SPY with an annualized return of 9.43%, while SPY has yielded a comparatively higher 13.14% annualized return.
PKSFX
22.17%
8.48%
16.16%
27.53%
9.02%
9.43%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| PKSFX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.66 | 2.69 |
| Sortino Ratio | 2.34 | 3.59 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 2.56 | 3.88 |
| Martin Ratio | 7.49 | 17.47 |
| Ulcer Index | 3.68% | 1.87% |
| Daily Std Dev | 16.59% | 12.14% |
| Max Drawdown | -66.37% | -55.19% |
| Current Drawdown | -0.19% | -0.54% |
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PKSFX vs. SPY - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between PKSFX and SPY is 0.81, 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. SPY - 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 500 ETF (SPY). 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. SPY - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.42%, less than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
PKSFX vs. SPY - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -66.37%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PKSFX and SPY. For additional features, visit the drawdowns tool.
Volatility
PKSFX vs. SPY - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.09% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.