PKSFX vs. XMHQ
Compare and contrast key facts about Virtus KAR Small-Cap Core Fund (PKSFX) and Invesco S&P MidCap Quality ETF (XMHQ).
PKSFX is managed by Virtus. It was launched on Oct 18, 1996. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKSFX or XMHQ.
Key characteristics
| PKSFX | XMHQ | |
|---|---|---|
| YTD Return | 20.86% | 24.82% |
| 1Y Return | 31.25% | 39.14% |
| 3Y Return (Ann) | 4.54% | 11.01% |
| 5Y Return (Ann) | 8.95% | 17.65% |
| 10Y Return (Ann) | 9.50% | 12.50% |
| Sharpe Ratio | 1.86 | 2.15 |
| Sortino Ratio | 2.63 | 3.04 |
| Omega Ratio | 1.33 | 1.36 |
| Calmar Ratio | 2.27 | 3.78 |
| Martin Ratio | 8.63 | 9.28 |
| Ulcer Index | 3.66% | 4.20% |
| Daily Std Dev | 16.95% | 18.13% |
| Max Drawdown | -66.37% | -58.19% |
| Current Drawdown | -1.26% | -0.93% |
Correlation
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.
Performance
PKSFX vs. XMHQ - Performance Comparison
In the year-to-date period, PKSFX achieves a 20.86% return, which is significantly lower than XMHQ's 24.82% return. Over the past 10 years, PKSFX has underperformed XMHQ with an annualized return of 9.50%, while XMHQ has yielded a comparatively higher 12.50% 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. XMHQ - Expense Ratio Comparison
PKSFX has a 1.00% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
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.
Dividends
PKSFX vs. XMHQ - Dividend Comparison
PKSFX's dividend yield for the trailing twelve months is around 0.43%, less than XMHQ's 4.83% 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% |
XMHQ Invesco S&P MidCap Quality ETF | 4.83% | 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.
Volatility
PKSFX vs. XMHQ - Volatility Comparison
Virtus KAR Small-Cap Core Fund (PKSFX) has a higher volatility of 6.35% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 5.55%. 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.