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

Key characteristics


PXSGXPKSFX
YTD Return18.61%20.86%
1Y Return30.70%31.25%
3Y Return (Ann)-13.11%4.54%
5Y Return (Ann)-0.08%8.95%
10Y Return (Ann)8.54%9.50%
Sharpe Ratio1.581.86
Sortino Ratio2.212.63
Omega Ratio1.281.33
Calmar Ratio0.622.27
Martin Ratio5.878.63
Ulcer Index5.28%3.66%
Daily Std Dev19.60%16.95%
Max Drawdown-53.72%-66.37%
Current Drawdown-35.08%-1.26%

Correlation

-0.50.00.51.00.9

The correlation between PXSGX and PKSFX is 0.89, 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.

Performance

PXSGX vs. PKSFX - Performance Comparison

In the year-to-date period, PXSGX achieves a 18.61% return, which is significantly lower than PKSFX's 20.86% return. Over the past 10 years, PXSGX has underperformed PKSFX with an annualized return of 8.54%, while PKSFX has yielded a comparatively higher 9.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.02%
15.11%
PXSGX
PKSFX

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PXSGX vs. PKSFX - Expense Ratio Comparison

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

Risk-Adjusted Performance

PXSGX vs. PKSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and Virtus KAR Small-Cap Core Fund (PKSFX). 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.


PXSGX
Sharpe ratio
The chart of Sharpe ratio for PXSGX, currently valued at 1.58, compared to the broader market0.002.004.001.58
Sortino ratio
The chart of Sortino ratio for PXSGX, currently valued at 2.21, compared to the broader market0.005.0010.002.21
Omega ratio
The chart of Omega ratio for PXSGX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for PXSGX, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.000.62
Martin ratio
The chart of Martin ratio for PXSGX, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.005.87
PKSFX
Sharpe ratio
The chart of Sharpe ratio for PKSFX, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for PKSFX, currently valued at 2.63, compared to the broader market0.005.0010.002.63
Omega ratio
The chart of Omega ratio for PKSFX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for PKSFX, currently valued at 2.27, compared to the broader market0.005.0010.0015.0020.002.27
Martin ratio
The chart of Martin ratio for PKSFX, currently valued at 8.63, compared to the broader market0.0020.0040.0060.0080.00100.008.63

PXSGX vs. PKSFX - Sharpe Ratio Comparison

The current PXSGX Sharpe Ratio is 1.58, which is comparable to the PKSFX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of PXSGX and PKSFX, 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
1.58
1.86
PXSGX
PKSFX

Dividends

PXSGX vs. PKSFX - Dividend Comparison

PXSGX has not paid dividends to shareholders, while PKSFX's dividend yield for the trailing twelve months is around 0.43%.


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%
PKSFX
Virtus KAR Small-Cap Core Fund
0.43%0.52%0.27%0.13%0.13%0.01%0.14%0.00%0.00%0.62%0.00%0.16%

Drawdowns

PXSGX vs. PKSFX - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, smaller than the maximum PKSFX drawdown of -66.37%. Use the drawdown chart below to compare losses from any high point for PXSGX and PKSFX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.08%
-1.26%
PXSGX
PKSFX

Volatility

PXSGX vs. PKSFX - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 6.77% compared to Virtus KAR Small-Cap Core Fund (PKSFX) at 6.35%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than PKSFX 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
6.77%
6.35%
PXSGX
PKSFX