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.
Key characteristics
| PKSFX | SPYD | |
|---|---|---|
| YTD Return | 20.86% | 20.38% |
| 1Y Return | 31.25% | 40.23% |
| 3Y Return (Ann) | 4.54% | 7.95% |
| 5Y Return (Ann) | 8.95% | 8.31% |
| Sharpe Ratio | 1.86 | 2.87 |
| Sortino Ratio | 2.63 | 4.08 |
| Omega Ratio | 1.33 | 1.52 |
| Calmar Ratio | 2.27 | 2.00 |
| Martin Ratio | 8.63 | 20.04 |
| Ulcer Index | 3.66% | 1.96% |
| Daily Std Dev | 16.95% | 13.67% |
| Max Drawdown | -66.37% | -46.42% |
| Current Drawdown | -1.26% | -1.12% |
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.
Performance
PKSFX vs. SPYD - Performance Comparison
The year-to-date returns for both stocks are quite close, with PKSFX having a 20.86% return and SPYD slightly lower at 20.38%. 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. SPYD - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than SPYD's 0.07% expense ratio.
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 0.43%, less than SPYD's 4.05% 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.05% | 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 6.35% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.63%. 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.