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PKSFX vs. SPYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKSFX vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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PKSFX vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PKSFX
Virtus KAR Small-Cap Core Fund
1.54%-2.58%13.67%32.32%-10.77%19.03%21.38%40.21%-1.99%34.98%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
5.92%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%

Returns By Period

In the year-to-date period, PKSFX achieves a 1.54% return, which is significantly lower than SPYD's 5.92% return. Over the past 10 years, PKSFX has outperformed SPYD with an annualized return of 14.98%, while SPYD has yielded a comparatively lower 8.45% annualized return.


PKSFX

1D
2.07%
1M
-6.10%
YTD
1.54%
6M
1.60%
1Y
3.79%
3Y*
10.39%
5Y*
7.79%
10Y*
14.98%

SPYD

1D
-0.37%
1M
-4.38%
YTD
5.92%
6M
4.97%
1Y
7.58%
3Y*
11.05%
5Y*
7.71%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PKSFX vs. SPYD - Expense Ratio Comparison

PKSFX has a 1.00% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Return for Risk

PKSFX vs. SPYD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PKSFX
PKSFX Risk / Return Rank: 1010
Overall Rank
PKSFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PKSFX Sortino Ratio Rank: 99
Sortino Ratio Rank
PKSFX Omega Ratio Rank: 88
Omega Ratio Rank
PKSFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PKSFX Martin Ratio Rank: 1010
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 2525
Overall Rank
SPYD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPYD Omega Ratio Rank: 2424
Omega Ratio Rank
SPYD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPYD Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PKSFX vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


PKSFXSPYDDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.49

-0.26

Sortino ratio

Return per unit of downside risk

0.48

0.78

-0.30

Omega ratio

Gain probability vs. loss probability

1.06

1.10

-0.05

Calmar ratio

Return relative to maximum drawdown

0.42

0.59

-0.17

Martin ratio

Return relative to average drawdown

0.95

2.09

-1.14

PKSFX vs. SPYD - Sharpe Ratio Comparison

The current PKSFX Sharpe Ratio is 0.23, which is lower than the SPYD Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PKSFX and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PKSFXSPYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.49

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.48

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.43

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.45

+0.11

Correlation

The correlation between PKSFX and SPYD 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.


Dividends

PKSFX vs. SPYD - Dividend Comparison

PKSFX's dividend yield for the trailing twelve months is around 14.08%, more than SPYD's 4.38% yield.


TTM20252024202320222021202020192018201720162015
PKSFX
Virtus KAR Small-Cap Core Fund
14.08%14.30%4.07%4.12%6.65%12.05%7.45%4.03%4.33%0.17%5.69%19.83%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.38%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Drawdowns

PKSFX vs. SPYD - Drawdown Comparison

The maximum PKSFX drawdown since its inception was -54.46%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for PKSFX and SPYD.


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Drawdown Indicators


PKSFXSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-54.46%

-46.42%

-8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.35%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-22.25%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

-46.42%

+12.97%

Current Drawdown

Current decline from peak

-9.42%

-4.70%

-4.72%

Average Drawdown

Average peak-to-trough decline

-7.17%

-6.24%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

3.47%

+1.49%

Volatility

PKSFX vs. SPYD - Volatility Comparison

Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 4.62% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.03%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKSFXSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

3.03%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

8.61%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

15.67%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

16.24%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

19.80%

-1.01%