PKSFX vs. SPYD
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or SPYD.
Performance
PKSFX vs. SPYD - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with PKSFX having a 22.17% return and SPYD slightly higher at 23.07%.
PKSFX
22.17%
8.48%
16.16%
27.53%
9.02%
9.43%
SPYD
23.07%
2.03%
18.43%
36.63%
8.90%
N/A
Key characteristics
| PKSFX | SPYD | |
|---|---|---|
| Sharpe Ratio | 1.66 | 2.80 |
| Sortino Ratio | 2.34 | 3.87 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 2.56 | 2.38 |
| Martin Ratio | 7.49 | 18.64 |
| Ulcer Index | 3.68% | 1.97% |
| Daily Std Dev | 16.59% | 13.06% |
| Max Drawdown | -66.37% | -46.42% |
| Current Drawdown | -0.19% | 0.00% |
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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.
Correlation
The correlation between PKSFX and SPYD is 0.71, 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. SPYD - Risk-Adjusted Performance 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.
Dividends
PKSFX vs. SPYD - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.42%, less than SPYD's 3.96% 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 3.96% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% | 0.00% |
Drawdowns
PKSFX vs. SPYD - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -66.37%, 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. For additional features, visit the drawdowns tool.
Volatility
PKSFX vs. SPYD - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.09% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.43%. 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.