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PKSFX vs. XMHQ
Performance
Risk-Adjusted Performance
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.

100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
177.46%
422.54%
PKSFX
XMHQ

Returns By Period

In the year-to-date period, PKSFX achieves a 19.02% return, which is significantly lower than XMHQ's 20.94% return. Over the past 10 years, PKSFX has underperformed XMHQ with an annualized return of 9.38%, while XMHQ has yielded a comparatively higher 12.04% annualized return.


PKSFX

YTD

19.02%

1M

2.04%

6M

12.86%

1Y

25.44%

5Y (annualized)

8.54%

10Y (annualized)

9.38%

XMHQ

YTD

20.94%

1M

-2.45%

6M

-1.15%

1Y

31.16%

5Y (annualized)

16.79%

10Y (annualized)

12.04%

Key characteristics


PKSFXXMHQ
Sharpe Ratio1.491.69
Sortino Ratio2.132.43
Omega Ratio1.261.29
Calmar Ratio2.192.93
Martin Ratio6.747.18
Ulcer Index3.66%4.21%
Daily Std Dev16.54%17.85%
Max Drawdown-66.37%-58.19%
Current Drawdown-2.76%-4.01%

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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.


PKSFX
Virtus KAR Small-Cap Core Fund
Expense ratio chart for PKSFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for XMHQ: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.8

The correlation between PKSFX and XMHQ is 0.78, 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. XMHQ - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PKSFX, currently valued at 1.49, compared to the broader market0.002.004.001.491.69
The chart of Sortino ratio for PKSFX, currently valued at 2.13, compared to the broader market0.005.0010.002.132.43
The chart of Omega ratio for PKSFX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.29
The chart of Calmar ratio for PKSFX, currently valued at 2.19, compared to the broader market0.005.0010.0015.0020.0025.002.192.93
The chart of Martin ratio for PKSFX, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.00100.006.747.18
PKSFX
XMHQ

The current PKSFX Sharpe Ratio is 1.49, which is comparable to the XMHQ Sharpe Ratio of 1.69. 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.49
1.69
PKSFX
XMHQ

Dividends

PKSFX vs. XMHQ - Dividend Comparison

PKSFX's dividend yield for the trailing twelve months is around 0.43%, less than XMHQ's 4.98% yield.


TTM20232022202120202019201820172016201520142013
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%
XMHQ
Invesco S&P MidCap Quality ETF
4.98%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.64%1.34%1.25%1.11%

Drawdowns

PKSFX vs. XMHQ - Drawdown Comparison

The maximum PKSFX drawdown since its inception was -66.37%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for PKSFX and XMHQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.76%
-4.01%
PKSFX
XMHQ

Volatility

PKSFX vs. XMHQ - Volatility Comparison

Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.43% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 5.77%. This indicates that PKSFX's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.43%
5.77%
PKSFX
XMHQ