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PXSGX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.00%
13.15%
PXSGX
BRK-B

Returns By Period

In the year-to-date period, PXSGX achieves a 14.25% return, which is significantly lower than BRK-B's 31.46% return. Over the past 10 years, PXSGX has underperformed BRK-B with an annualized return of 8.26%, while BRK-B has yielded a comparatively higher 12.35% annualized return.


PXSGX

YTD

14.25%

1M

1.53%

6M

17.00%

1Y

19.69%

5Y (annualized)

-1.08%

10Y (annualized)

8.26%

BRK-B

YTD

31.46%

1M

0.87%

6M

13.15%

1Y

29.76%

5Y (annualized)

16.76%

10Y (annualized)

12.35%

Key characteristics


PXSGXBRK-B
Sharpe Ratio1.062.14
Sortino Ratio1.553.01
Omega Ratio1.191.38
Calmar Ratio0.424.04
Martin Ratio3.8410.54
Ulcer Index5.31%2.91%
Daily Std Dev19.19%14.33%
Max Drawdown-53.72%-53.86%
Current Drawdown-37.47%-2.03%

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Correlation

-0.50.00.51.00.5

The correlation between PXSGX and BRK-B is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

PXSGX vs. BRK-B - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PXSGX, currently valued at 1.06, compared to the broader market0.002.004.001.062.14
The chart of Sortino ratio for PXSGX, currently valued at 1.54, compared to the broader market0.005.0010.001.553.01
The chart of Omega ratio for PXSGX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.38
The chart of Calmar ratio for PXSGX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.0025.000.424.04
The chart of Martin ratio for PXSGX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.8410.54
PXSGX
BRK-B

The current PXSGX Sharpe Ratio is 1.06, which is lower than the BRK-B Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PXSGX and BRK-B, 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.06
2.14
PXSGX
BRK-B

Dividends

PXSGX vs. BRK-B - Dividend Comparison

Neither PXSGX nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.47%
-2.03%
PXSGX
BRK-B

Volatility

PXSGX vs. BRK-B - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 7.05% compared to Berkshire Hathaway Inc. (BRK-B) at 6.67%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.05%
6.67%
PXSGX
BRK-B