PXQSX vs. ETEGX
PXQSX (Virtus KAR Small-Cap Value Fund) and ETEGX (Eaton Vance Small-Cap Fund) are both Small Cap Growth Equities funds. Over the past 10 years, PXQSX returned 7.75%/yr vs 8.73%/yr for ETEGX. Their correlation of 0.90 suggests significant overlap in exposure. PXQSX charges 0.96%/yr vs 1.21%/yr for ETEGX.
Performance
PXQSX vs. ETEGX - Performance Comparison
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Returns By Period
In the year-to-date period, PXQSX achieves a 6.95% return, which is significantly lower than ETEGX's 8.08% return. Over the past 10 years, PXQSX has underperformed ETEGX with an annualized return of 7.75%, while ETEGX has yielded a comparatively higher 8.73% annualized return.
PXQSX
- 1D
- 1.23%
- 1M
- 1.86%
- 6M
- 0.53%
- YTD
- 6.95%
- 1Y
- 1.26%
- 3Y*
- 7.13%
- 5Y*
- 1.10%
- 10Y*
- 7.75%
ETEGX
- 1D
- 0.84%
- 1M
- 3.14%
- 6M
- 3.22%
- YTD
- 8.08%
- 1Y
- 1.91%
- 3Y*
- 5.84%
- 5Y*
- 3.23%
- 10Y*
- 8.73%
PXQSX vs. ETEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXQSX Virtus KAR Small-Cap Value Fund | 6.95% | -4.50% | 9.63% | 19.10% | -24.29% | 19.50% | 28.16% | 24.87% | -15.95% | 18.90% |
ETEGX Eaton Vance Small-Cap Fund | 8.08% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
Correlation
The correlation between PXQSX and ETEGX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2006 | 0.90 |
The correlation between PXQSX and ETEGX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
PXQSX vs. ETEGX — Risk / Return Rank
PXQSX
ETEGX
PXQSX vs. ETEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Value Fund (PXQSX) and Eaton Vance Small-Cap Fund (ETEGX). 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.
| PXQSX | ETEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.02 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 0.08 | -0.06 |
| Martin ratioReturn relative to average drawdown | 0.05 | 0.18 | -0.13 |
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Drawdowns
PXQSX vs. ETEGX - Drawdown Comparison
The maximum PXQSX drawdown since its inception was -55.56%, smaller than the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for PXQSX and ETEGX.
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Drawdown Indicators
| PXQSX | ETEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.56% | -67.58% | +12.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -13.05% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -19.98% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.49% | -24.30% | -7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.65% | -36.66% | -0.99% |
Current DrawdownCurrent decline from peak | -8.09% | -4.56% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -22.71% | +12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 5.91% | +0.62% |
Volatility
PXQSX vs. ETEGX - Volatility Comparison
The current volatility for Virtus KAR Small-Cap Value Fund (PXQSX) is 4.59%, while Eaton Vance Small-Cap Fund (ETEGX) has a volatility of 4.91%. This indicates that PXQSX experiences smaller price fluctuations and is considered to be less risky than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXQSX | ETEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.91% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 11.56% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 16.30% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 18.80% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.47% | 19.80% | +0.67% |
PXQSX vs. ETEGX - Expense Ratio Comparison
PXQSX has a 0.96% expense ratio, which is lower than ETEGX's 1.21% expense ratio.
Dividends
PXQSX vs. ETEGX - Dividend Comparison
PXQSX's dividend yield for the trailing twelve months is around 5.43%, less than ETEGX's 7.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | 7.61% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
PXQSX Virtus KAR Small-Cap Value Fund | 5.43% | 5.81% | 4.90% | 2.99% | 3.37% | 1.76% | 0.82% | 0.80% | 2.54% | 5.32% | 8.89% | 7.58% |
Frequently Asked Questions
With a correlation of 0.92, PXQSX and ETEGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ETEGX has higher volatility (4.91%) compared to PXQSX (4.59%). In terms of maximum drawdown, PXQSX dropped -55.56% vs ETEGX's -67.58%.
ETEGX currently has the higher Sharpe Ratio (0.07 vs 0.02), 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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