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PXSGX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXSGX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Small-Cap Growth Fund (PXSGX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PXSGX achieves a -8.38% return, which is significantly lower than BRK-B's -1.96% return. Over the past 10 years, PXSGX has underperformed BRK-B with an annualized return of 10.14%, while BRK-B has yielded a comparatively higher 13.43% annualized return.


PXSGX

1D
-1.18%
1M
0.06%
YTD
-8.38%
6M
-9.79%
1Y
-22.20%
3Y*
-2.07%
5Y*
-5.90%
10Y*
10.14%

BRK-B

1D
0.84%
1M
1.32%
YTD
-1.96%
6M
-1.54%
1Y
1.03%
3Y*
13.70%
5Y*
12.33%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXSGX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXSGX
Virtus KAR Small-Cap Growth Fund
-8.38%-22.97%21.11%20.27%-30.04%4.47%43.46%40.26%9.05%36.99%
BRK-B
Berkshire Hathaway Inc.
-1.96%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between PXSGX and BRK-B is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2006

0.50

Over the past year, the correlation between PXSGX and BRK-B has dropped to 0.30 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

PXSGX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXSGX
PXSGX Risk / Return Rank: 00
Overall Rank
PXSGX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PXSGX Sortino Ratio Rank: 00
Sortino Ratio Rank
PXSGX Omega Ratio Rank: 11
Omega Ratio Rank
PXSGX Calmar Ratio Rank: 11
Calmar Ratio Rank
PXSGX Martin Ratio Rank: 11
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4545
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.

PXSGX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and Berkshire Hathaway Inc. (BRK-B). 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.


PXSGXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

0.83

1.02

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.74

0.11

-0.85

Martin ratioReturn relative to average drawdown

-1.25

0.23

-1.48

PXSGX vs. BRK-B - Sharpe Ratio Comparison

The current PXSGX Sharpe Ratio is -1.13, which is lower than the BRK-B Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PXSGX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PXSGX vs. BRK-B - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for PXSGX and BRK-B.


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Drawdown Indicators


PXSGXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-53.72%

-53.86%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-28.37%

-9.42%

-18.95%

Max Drawdown (3Y)

Largest decline over 3 years

-42.49%

-14.95%

-27.54%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-26.58%

-15.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-29.57%

-12.92%

Current Drawdown

Current decline from peak

-39.55%

-8.71%

-30.84%

Average Drawdown

Average peak-to-trough decline

-11.83%

-11.07%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.78%

4.57%

+12.21%

Volatility

PXSGX vs. BRK-B - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 4.39% compared to Berkshire Hathaway Inc. (BRK-B) at 3.75%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXSGXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

3.75%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

10.63%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

14.39%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

17.10%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

19.39%

+3.21%

Dividends

PXSGX vs. BRK-B - Dividend Comparison

PXSGX's dividend yield for the trailing twelve months is around 52.29%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXSGX
Virtus KAR Small-Cap Growth Fund
52.29%47.91%20.72%5.31%17.32%14.31%9.64%1.52%2.31%0.00%2.69%2.99%

Frequently Asked Questions


PXSGX and BRK-B have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXSGX has higher volatility (4.39%) compared to BRK-B (3.75%). In terms of maximum drawdown, PXSGX dropped -53.72% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.07 vs -1.13), 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.

Portfolio Optimizer

Find the right allocation for PXSGX and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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