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PKSFX vs. XMHQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKSFX vs. XMHQ - Performance Comparison

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

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PKSFX vs. XMHQ - 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%
XMHQ
Invesco S&P MidCap Quality ETF
2.09%4.71%16.79%29.51%-12.42%20.98%26.61%27.18%-9.08%15.64%

Returns By Period

In the year-to-date period, PKSFX achieves a 1.54% return, which is significantly lower than XMHQ's 2.09% return. Over the past 10 years, PKSFX has outperformed XMHQ with an annualized return of 14.98%, while XMHQ has yielded a comparatively lower 12.53% 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%

XMHQ

1D
1.01%
1M
-4.01%
YTD
2.09%
6M
-0.40%
1Y
13.46%
3Y*
14.90%
5Y*
8.29%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PKSFX vs. XMHQ - Expense Ratio Comparison

PKSFX has a 1.00% expense ratio, which is higher than XMHQ's 0.25% expense ratio.


Return for Risk

PKSFX vs. XMHQ — 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

XMHQ
XMHQ Risk / Return Rank: 3838
Overall Rank
XMHQ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 3434
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 4343
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 4444
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. XMHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Core Fund (PKSFX) and Invesco S&P MidCap Quality ETF (XMHQ). 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.


PKSFXXMHQDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.67

-0.44

Sortino ratio

Return per unit of downside risk

0.48

1.13

-0.65

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.09

Calmar ratio

Return relative to maximum drawdown

0.42

1.18

-0.76

Martin ratio

Return relative to average drawdown

0.95

4.29

-3.34

PKSFX vs. XMHQ - Sharpe Ratio Comparison

The current PKSFX Sharpe Ratio is 0.23, which is lower than the XMHQ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PKSFX and XMHQ, 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


PKSFXXMHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.67

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.40

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.61

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.12

Correlation

The correlation between PKSFX and XMHQ is 0.79, 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. XMHQ - Dividend Comparison

PKSFX's dividend yield for the trailing twelve months is around 14.08%, more than XMHQ's 0.59% 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%
XMHQ
Invesco S&P MidCap Quality ETF
0.59%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Drawdowns

PKSFX vs. XMHQ - Drawdown Comparison

The maximum PKSFX drawdown since its inception was -54.46%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for PKSFX and XMHQ.


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Drawdown Indicators


PKSFXXMHQDifference

Max Drawdown

Largest peak-to-trough decline

-54.46%

-58.19%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.54%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-25.47%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

-36.90%

+3.45%

Current Drawdown

Current decline from peak

-9.42%

-4.40%

-5.02%

Average Drawdown

Average peak-to-trough decline

-7.17%

-9.35%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

3.44%

+1.52%

Volatility

PKSFX vs. XMHQ - Volatility Comparison

The current volatility for Virtus KAR Small-Cap Core Fund (PKSFX) is 4.62%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.99%. This indicates that PKSFX experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKSFXXMHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.99%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

11.42%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

20.29%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

20.76%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

20.69%

-1.90%