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

Performance

PXSGX vs. JEPI - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
23.12%
9.70%
PXSGX
JEPI

Returns By Period

In the year-to-date period, PXSGX achieves a 19.34% return, which is significantly higher than JEPI's 16.16% return.


PXSGX

YTD

19.34%

1M

8.58%

6M

23.12%

1Y

24.71%

5Y (annualized)

-0.27%

10Y (annualized)

8.57%

JEPI

YTD

16.16%

1M

1.71%

6M

9.69%

1Y

18.77%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


PXSGXJEPI
Sharpe Ratio1.282.65
Sortino Ratio1.823.68
Omega Ratio1.231.52
Calmar Ratio0.514.85
Martin Ratio4.6518.78
Ulcer Index5.32%1.00%
Daily Std Dev19.36%7.08%
Max Drawdown-53.72%-13.71%
Current Drawdown-34.69%0.00%

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PXSGX vs. JEPI - Expense Ratio Comparison

PXSGX has a 1.07% expense ratio, which is higher than JEPI's 0.35% 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 JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.6

The correlation between PXSGX and JEPI is 0.63, 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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and JPMorgan Equity Premium Income ETF (JEPI). 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 1.28, compared to the broader market-1.000.001.002.003.004.005.001.282.65
The chart of Sortino ratio for PXSGX, currently valued at 1.82, compared to the broader market0.005.0010.001.823.68
The chart of Omega ratio for PXSGX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.52
The chart of Calmar ratio for PXSGX, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.514.85
The chart of Martin ratio for PXSGX, currently valued at 4.65, compared to the broader market0.0020.0040.0060.0080.00100.004.6518.78
PXSGX
JEPI

The current PXSGX Sharpe Ratio is 1.28, which is lower than the JEPI Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PXSGX and JEPI, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.28
2.65
PXSGX
JEPI

Dividends

PXSGX vs. JEPI - Dividend Comparison

PXSGX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.04%.


TTM2023202220212020201920182017
PXSGX
Virtus KAR Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.04%8.40%11.67%6.59%5.79%0.00%0.00%0.00%

Drawdowns

PXSGX vs. JEPI - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PXSGX and JEPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.69%
0
PXSGX
JEPI

Volatility

PXSGX vs. JEPI - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 7.33% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.33%
2.25%
PXSGX
JEPI