PXSGX vs. SPY
Compare and contrast key facts about Virtus KAR Small-Cap Growth Fund (PXSGX) and SPDR S&P 500 ETF (SPY).
PXSGX is managed by Virtus. It was launched on Jun 28, 2006. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PXSGX or SPY.
Performance
PXSGX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, PXSGX achieves a 14.10% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, PXSGX has underperformed SPY with an annualized return of 8.25%, while SPY has yielded a comparatively higher 13.04% annualized return.
PXSGX
14.10%
1.39%
16.48%
20.22%
-1.21%
8.25%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| PXSGX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.11 | 2.67 |
| Sortino Ratio | 1.61 | 3.56 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 0.44 | 3.85 |
| Martin Ratio | 4.03 | 17.38 |
| Ulcer Index | 5.30% | 1.86% |
| Daily Std Dev | 19.23% | 12.17% |
| Max Drawdown | -53.72% | -55.19% |
| Current Drawdown | -37.55% | -1.77% |
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PXSGX vs. SPY - Expense Ratio Comparison
PXSGX has a 1.07% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between PXSGX and SPY is 0.80, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
PXSGX vs. SPY - Dividend Comparison
PXSGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
PXSGX vs. SPY - Drawdown Comparison
The maximum PXSGX drawdown since its inception was -53.72%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PXSGX and SPY. For additional features, visit the drawdowns tool.
Volatility
PXSGX vs. SPY - Volatility Comparison
Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 7.15% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.