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

Key characteristics


PXSGXVSGAX
YTD Return18.61%20.82%
1Y Return30.70%42.83%
3Y Return (Ann)-13.11%-0.65%
5Y Return (Ann)-0.08%9.57%
10Y Return (Ann)8.54%9.66%
Sharpe Ratio1.582.25
Sortino Ratio2.213.08
Omega Ratio1.281.38
Calmar Ratio0.621.33
Martin Ratio5.8711.84
Ulcer Index5.28%3.62%
Daily Std Dev19.60%19.03%
Max Drawdown-53.72%-38.70%
Current Drawdown-35.08%-3.09%

Correlation

-0.50.00.51.00.9

The correlation between PXSGX and VSGAX 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. VSGAX - Performance Comparison

In the year-to-date period, PXSGX achieves a 18.61% return, which is significantly lower than VSGAX's 20.82% return. Over the past 10 years, PXSGX has underperformed VSGAX with an annualized return of 8.54%, while VSGAX has yielded a comparatively higher 9.66% 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%
14.58%
PXSGX
VSGAX

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PXSGX vs. VSGAX - Expense Ratio Comparison

PXSGX has a 1.07% expense ratio, which is higher than VSGAX's 0.07% 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 VSGAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

PXSGX vs. VSGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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 market0.005.0010.0015.0020.0025.000.62
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
VSGAX
Sharpe ratio
The chart of Sharpe ratio for VSGAX, currently valued at 2.25, compared to the broader market0.002.004.002.25
Sortino ratio
The chart of Sortino ratio for VSGAX, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for VSGAX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for VSGAX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.0025.001.33
Martin ratio
The chart of Martin ratio for VSGAX, currently valued at 11.84, compared to the broader market0.0020.0040.0060.0080.00100.0011.84

PXSGX vs. VSGAX - Sharpe Ratio Comparison

The current PXSGX Sharpe Ratio is 1.58, which is comparable to the VSGAX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PXSGX and VSGAX, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.58
2.25
PXSGX
VSGAX

Dividends

PXSGX vs. VSGAX - Dividend Comparison

PXSGX has not paid dividends to shareholders, while VSGAX's dividend yield for the trailing twelve months is around 0.59%.


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%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.59%0.68%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%1.01%0.65%

Drawdowns

PXSGX vs. VSGAX - Drawdown Comparison

The maximum PXSGX drawdown since its inception was -53.72%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for PXSGX and VSGAX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.08%
-3.09%
PXSGX
VSGAX

Volatility

PXSGX vs. VSGAX - Volatility Comparison

Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 6.77% compared to Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) at 5.36%. This indicates that PXSGX's price experiences larger fluctuations and is considered to be riskier than VSGAX 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%
5.36%
PXSGX
VSGAX