PKSFX vs. VMGMX
PKSFX (Virtus KAR Small-Cap Core Fund) and VMGMX (Vanguard Mid-Cap Growth Index Fund Admiral Shares) are both Mid Cap Growth Equities funds. Over the past 10 years, PKSFX returned 15.13%/yr vs 11.65%/yr for VMGMX. Their correlation of 0.81 means they have usually moved in the same direction. PKSFX charges 1.00%/yr vs 0.07%/yr for VMGMX.
Performance
PKSFX vs. VMGMX - Performance Comparison
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Returns By Period
In the year-to-date period, PKSFX achieves a 7.13% return, which is significantly higher than VMGMX's 6.22% return. Over the past 10 years, PKSFX has outperformed VMGMX with an annualized return of 15.13%, while VMGMX has yielded a comparatively lower 11.65% annualized return.
PKSFX
- 1D
- -0.21%
- 1M
- -2.87%
- 6M
- -0.76%
- YTD
- 7.13%
- 1Y
- 5.83%
- 3Y*
- 8.78%
- 5Y*
- 8.12%
- 10Y*
- 15.13%
- ALL TIME*
- 10.84%
VMGMX
- 1D
- 0.20%
- 1M
- -1.87%
- 6M
- 6.87%
- YTD
- 6.22%
- 1Y
- 4.11%
- 3Y*
- 12.47%
- 5Y*
- 4.87%
- 10Y*
- 11.65%
- ALL TIME*
- 12.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PKSFX vs. VMGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PKSFX Virtus KAR Small-Cap Core Fund | 7.13% | -2.58% | 13.67% | 32.32% | -10.77% | 19.03% | 21.38% | 40.21% | -1.99% | 34.98% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 6.22% | 10.69% | 15.65% | 23.93% | -28.84% | 20.48% | 34.45% | 33.85% | -5.61% | 21.83% |
Correlation
The correlation between PKSFX and VMGMX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2011 | 0.81 |
Over the past year, the correlation between PKSFX and VMGMX has dropped to 0.57 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
PKSFX vs. VMGMX — Risk / Return Rank
PKSFX
VMGMX
PKSFX vs. VMGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PKSFX | VMGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.03 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.14 | +0.27 |
| Martin ratioReturn relative to average drawdown | 0.82 | 0.40 | +0.41 |
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Drawdowns
PKSFX vs. VMGMX - Drawdown Comparison
The maximum PKSFX drawdown since its inception was -54.46%, which is greater than VMGMX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for PKSFX and VMGMX.
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Drawdown Indicators
| PKSFX | VMGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.46% | -37.17% | -17.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -15.95% | +4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.82% | -21.65% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -37.17% | +15.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -37.17% | +3.72% |
Current DrawdownCurrent decline from peak | -4.43% | -3.57% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.97% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 5.41% | +0.21% |
Volatility
PKSFX vs. VMGMX - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) have volatilities of 4.20% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PKSFX | VMGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.16% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 13.94% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 17.30% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 21.62% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 21.03% | -2.23% |
PKSFX vs. VMGMX - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than VMGMX's 0.07% expense ratio.
Dividends
PKSFX vs. VMGMX - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 13.35%, more than VMGMX's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKSFX Virtus KAR Small-Cap Core Fund | 13.35% | 14.30% | 4.07% | 4.12% | 6.65% | 12.05% | 7.45% | 4.03% | 4.33% | 0.17% | 5.69% | 19.83% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.61% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% |
Frequently Asked Questions
PKSFX and VMGMX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PKSFX has higher volatility (4.20%) compared to VMGMX (4.16%). In terms of maximum drawdown, PKSFX dropped -54.46% vs VMGMX's -37.17%.
PKSFX currently has the higher Sharpe Ratio (0.29 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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