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PXSGX vs. FSSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PXSGX vs. FSSNX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
19.52%
16.27%
PXSGX
FSSNX

Returns By Period

In the year-to-date period, PXSGX achieves a 14.70% return, which is significantly lower than FSSNX's 18.13% return. Over the past 10 years, PXSGX has underperformed FSSNX with an annualized return of 8.30%, while FSSNX has yielded a comparatively higher 8.91% annualized return.


PXSGX

YTD

14.70%

1M

3.03%

6M

17.97%

1Y

20.81%

5Y (annualized)

-1.06%

10Y (annualized)

8.30%

FSSNX

YTD

18.13%

1M

6.07%

6M

16.27%

1Y

33.64%

5Y (annualized)

9.84%

10Y (annualized)

8.91%

Key characteristics


PXSGXFSSNX
Sharpe Ratio1.051.65
Sortino Ratio1.532.38
Omega Ratio1.191.29
Calmar Ratio0.411.43
Martin Ratio3.809.12
Ulcer Index5.31%3.79%
Daily Std Dev19.19%20.92%
Max Drawdown-53.72%-41.72%
Current Drawdown-37.22%-2.86%

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PXSGX vs. FSSNX - Expense Ratio Comparison

PXSGX has a 1.07% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


PXSGX
Virtus KAR Small-Cap Growth Fund
Expense ratio chart for PXSGX: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%
Expense ratio chart for FSSNX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between PXSGX and FSSNX is 0.84, 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.

Risk-Adjusted Performance

PXSGX vs. FSSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and Fidelity Small Cap Index Fund (FSSNX). 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 1.09, compared to the broader market-1.000.001.002.003.004.005.001.091.65
The chart of Sortino ratio for PXSGX, currently valued at 1.57, compared to the broader market0.005.0010.001.572.38
The chart of Omega ratio for PXSGX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.29
The chart of Calmar ratio for PXSGX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.431.43
The chart of Martin ratio for PXSGX, currently valued at 3.91, compared to the broader market0.0020.0040.0060.0080.00100.003.919.12
PXSGX
FSSNX

The current PXSGX Sharpe Ratio is 1.05, which is lower than the FSSNX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PXSGX and FSSNX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.09
1.65
PXSGX
FSSNX

Dividends

PXSGX vs. FSSNX - Dividend Comparison

PXSGX has not paid dividends to shareholders, while FSSNX's dividend yield for the trailing twelve months is around 1.04%.


TTM20232022202120202019201820172016201520142013
PXSGX
Virtus KAR Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSSNX
Fidelity Small Cap Index Fund
1.04%1.43%1.26%1.26%0.94%1.32%1.33%1.15%1.24%2.80%4.80%2.82%

Drawdowns

PXSGX vs. FSSNX - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for PXSGX and FSSNX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.22%
-2.86%
PXSGX
FSSNX

Volatility

PXSGX vs. FSSNX - Volatility Comparison

The current volatility for Virtus KAR Small-Cap Growth Fund (PXSGX) is 6.93%, while Fidelity Small Cap Index Fund (FSSNX) has a volatility of 7.53%. This indicates that PXSGX experiences smaller price fluctuations and is considered to be less risky than FSSNX 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%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.93%
7.53%
PXSGX
FSSNX