PSTAX vs. SLMCX

In the year-to-date period, PSTAX achieves a 4.62% return, which is significantly higher than SLMCX's 1.91% return. Over the past 10 years, PSTAX has underperformed SLMCX with an annualized return of 4.66%, while SLMCX has yielded a comparatively higher 8.73% annualized return.

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PSTAX has a 1.20% expense ratio, which is higher than SLMCX's 1.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Capital Growth Fund (PSTAX) and Columbia Seligman Technology and Information Fund (SLMCX). 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.

The current PSTAX Sharpe Ratio is 0.47, which is comparable to the SLMCX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of PSTAX and SLMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PSTAX nor SLMCX has paid dividends to shareholders.

The maximum PSTAX drawdown since its inception was -80.92%, roughly equal to the maximum SLMCX drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for PSTAX and SLMCX. For additional features, visit the drawdowns tool.

The current volatility for Virtus KAR Capital Growth Fund (PSTAX) is 5.25%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 8.24%. This indicates that PSTAX experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.