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PXSGX vs. NIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXSGX vs. NIE - Performance Comparison

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

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PXSGX vs. NIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXSGX
Virtus KAR Small-Cap Growth Fund
-9.19%-22.97%21.11%20.27%-30.04%4.47%43.46%40.26%9.05%36.99%
NIE
Virtus Equity & Convertible Income Fund
-3.44%12.15%28.64%26.71%-26.73%18.89%33.78%31.09%-5.69%23.68%

Returns By Period

In the year-to-date period, PXSGX achieves a -9.19% return, which is significantly lower than NIE's -3.44% return. Over the past 10 years, PXSGX has underperformed NIE with an annualized return of 10.01%, while NIE has yielded a comparatively higher 13.23% annualized return.


PXSGX

1D
0.77%
1M
-7.70%
YTD
-9.19%
6M
-15.97%
1Y
-22.99%
3Y*
-3.58%
5Y*
-5.78%
10Y*
10.01%

NIE

1D
-0.25%
1M
-4.58%
YTD
-3.44%
6M
-0.92%
1Y
17.10%
3Y*
16.69%
5Y*
8.73%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXSGX vs. NIE - Expense Ratio Comparison

PXSGX has a 1.07% expense ratio, which is lower than NIE's 1.12% expense ratio.


Return for Risk

PXSGX vs. NIE — 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: 00
Omega Ratio Rank
PXSGX Calmar Ratio Rank: 00
Calmar Ratio Rank
PXSGX Martin Ratio Rank: 00
Martin Ratio Rank

NIE
NIE Risk / Return Rank: 4444
Overall Rank
NIE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NIE Sortino Ratio Rank: 4141
Sortino Ratio Rank
NIE Omega Ratio Rank: 4848
Omega Ratio Rank
NIE Calmar Ratio Rank: 4242
Calmar Ratio Rank
NIE Martin Ratio Rank: 5151
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. NIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and Virtus Equity & Convertible Income Fund (NIE). 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.


PXSGXNIEDifference

Sharpe ratio

Return per unit of total volatility

-1.04

0.97

-2.02

Sortino ratio

Return per unit of downside risk

-1.55

1.46

-3.02

Omega ratio

Gain probability vs. loss probability

0.83

1.23

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.78

1.42

-2.20

Martin ratio

Return relative to average drawdown

-1.74

6.38

-8.12

PXSGX vs. NIE - Sharpe Ratio Comparison

The current PXSGX Sharpe Ratio is -1.04, which is lower than the NIE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PXSGX and NIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PXSGXNIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.97

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.50

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.67

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.41

0.00

Correlation

The correlation between PXSGX and NIE is 0.66, 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.


Dividends

PXSGX vs. NIE - Dividend Comparison

PXSGX's dividend yield for the trailing twelve months is around 52.76%, more than NIE's 10.72% yield.


TTM20252024202320222021202020192018201720162015
PXSGX
Virtus KAR Small-Cap Growth Fund
52.76%47.91%20.72%5.31%17.32%14.31%9.64%1.52%2.31%0.00%2.69%2.99%
NIE
Virtus Equity & Convertible Income Fund
10.72%10.14%8.11%9.56%21.81%10.86%5.37%6.71%8.20%7.19%8.25%8.46%

Drawdowns

PXSGX vs. NIE - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, smaller than the maximum NIE drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for PXSGX and NIE.


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Drawdown Indicators


PXSGXNIEDifference

Max Drawdown

Largest peak-to-trough decline

-53.72%

-57.90%

+4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-28.55%

-9.04%

-19.51%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-31.04%

-11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-38.99%

-3.50%

Current Drawdown

Current decline from peak

-40.09%

-6.33%

-33.76%

Average Drawdown

Average peak-to-trough decline

-11.53%

-8.07%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.84%

2.78%

+10.06%

Volatility

PXSGX vs. NIE - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 5.71% compared to Virtus Equity & Convertible Income Fund (NIE) at 5.20%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than NIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXSGXNIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.20%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

8.56%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

17.66%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

17.53%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

19.71%

+2.80%