PKSFX vs. VITSX
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. VITSX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or VITSX.
Key characteristics
| PKSFX | VITSX | |
|---|---|---|
| YTD Return | 20.86% | 26.16% |
| 1Y Return | 31.25% | 38.31% |
| 3Y Return (Ann) | 4.54% | 8.69% |
| 5Y Return (Ann) | 8.95% | 15.33% |
| 10Y Return (Ann) | 9.50% | 12.89% |
| Sharpe Ratio | 1.86 | 3.03 |
| Sortino Ratio | 2.63 | 4.04 |
| Omega Ratio | 1.33 | 1.56 |
| Calmar Ratio | 2.27 | 4.46 |
| Martin Ratio | 8.63 | 19.60 |
| Ulcer Index | 3.66% | 1.95% |
| Daily Std Dev | 16.95% | 12.63% |
| Max Drawdown | -66.37% | -55.31% |
| Current Drawdown | -1.26% | -0.39% |
Correlation
The correlation between PKSFX and VITSX is 0.85, 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. VITSX - Performance Comparison
In the year-to-date period, PKSFX achieves a 20.86% return, which is significantly lower than VITSX's 26.16% return. Over the past 10 years, PKSFX has underperformed VITSX with an annualized return of 9.50%, while VITSX has yielded a comparatively higher 12.89% annualized return. 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. VITSX - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than VITSX's 0.03% expense ratio.
Risk-Adjusted Performance
PKSFX vs. VITSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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. VITSX - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.43%, less than VITSX's 1.26% 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% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.26% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.93% | 1.99% | 1.77% | 1.75% |
Drawdowns
PKSFX vs. VITSX - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -66.37%, which is greater than VITSX's maximum drawdown of -55.31%. Use the drawdown chart below to compare losses from any high point for PKSFX and VITSX. For additional features, visit the drawdowns tool.
Volatility
PKSFX vs. VITSX - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.35% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 4.03%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.