RAGHX vs. PSVIX
RAGHX (Virtus Health Sciences Fund) and PSVIX (Virtus NFJ Small-Cap Value Fund) are both mutual funds - RAGHX is a Health & Biotech Equities fund managed by Allianz, while PSVIX is a Small Cap Value Equities fund managed by Allianz. Over the past 10 years, RAGHX returned 6.84%/yr vs 7.02%/yr for PSVIX. A 0.67 correlation means they provide meaningful diversification when combined. RAGHX charges 1.37%/yr vs 0.82%/yr for PSVIX.
Performance
RAGHX vs. PSVIX - Performance Comparison
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Returns By Period
In the year-to-date period, RAGHX achieves a -2.46% return, which is significantly lower than PSVIX's 18.03% return. Both investments have delivered pretty close results over the past 10 years, with RAGHX having a 6.84% annualized return and PSVIX not far ahead at 7.02%.
RAGHX
- 1D
- 0.84%
- 1M
- 5.16%
- 6M
- -3.11%
- YTD
- -2.46%
- 1Y
- 10.92%
- 3Y*
- 1.24%
- 5Y*
- 0.28%
- 10Y*
- 6.84%
PSVIX
- 1D
- 0.78%
- 1M
- 1.86%
- 6M
- 11.20%
- YTD
- 18.03%
- 1Y
- 24.35%
- 3Y*
- 11.18%
- 5Y*
- 7.47%
- 10Y*
- 7.02%
RAGHX vs. PSVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RAGHX Virtus Health Sciences Fund | -2.46% | 7.23% | -2.33% | 2.57% | -11.64% | 25.44% | 13.76% | 26.69% | 4.37% | 17.33% |
PSVIX Virtus NFJ Small-Cap Value Fund | 18.03% | 1.37% | 5.87% | 23.36% | -15.77% | 24.66% | -4.31% | 24.80% | -19.33% | 9.10% |
Correlation
The correlation between RAGHX and PSVIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2003 | 0.67 |
Over the past year, the correlation between RAGHX and PSVIX has dropped to 0.47 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
RAGHX vs. PSVIX — Risk / Return Rank
RAGHX
PSVIX
RAGHX vs. PSVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Health Sciences Fund (RAGHX) and Virtus NFJ Small-Cap Value Fund (PSVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RAGHX | PSVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.98 | -2.24 |
| Martin ratioReturn relative to average drawdown | 1.66 | 8.29 | -6.63 |
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Drawdowns
RAGHX vs. PSVIX - Drawdown Comparison
The maximum RAGHX drawdown since its inception was -40.23%, smaller than the maximum PSVIX drawdown of -55.62%. Use the drawdown chart below to compare losses from any high point for RAGHX and PSVIX.
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Drawdown Indicators
| RAGHX | PSVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -55.62% | +15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -8.38% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.14% | -27.34% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -27.34% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.01% | -45.39% | +17.38% |
Current DrawdownCurrent decline from peak | -7.95% | -0.61% | -7.34% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -7.92% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 3.00% | +4.09% |
Volatility
RAGHX vs. PSVIX - Volatility Comparison
Virtus Health Sciences Fund (RAGHX) has a higher volatility of 6.24% compared to Virtus NFJ Small-Cap Value Fund (PSVIX) at 3.32%. This indicates that RAGHX's price experiences larger fluctuations and is considered to be riskier than PSVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RAGHX | PSVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.32% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 11.39% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 16.77% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 21.10% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 22.16% | -4.63% |
RAGHX vs. PSVIX - Expense Ratio Comparison
RAGHX has a 1.37% expense ratio, which is higher than PSVIX's 0.82% expense ratio.
Dividends
RAGHX vs. PSVIX - Dividend Comparison
RAGHX has not paid dividends to shareholders, while PSVIX's dividend yield for the trailing twelve months is around 2.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSVIX Virtus NFJ Small-Cap Value Fund | 2.77% | 3.27% | 3.72% | 9.11% | 15.72% | 7.15% | 2.08% | 8.04% | 32.47% | 17.56% | 3.74% | 16.77% |
RAGHX Virtus Health Sciences Fund | 0.00% | 0.00% | 0.00% | 0.00% | 9.51% | 21.85% | 14.50% | 6.89% | 16.12% | 0.00% | 0.00% | 23.19% |
Frequently Asked Questions
RAGHX and PSVIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RAGHX has higher volatility (6.24%) compared to PSVIX (3.32%). In terms of maximum drawdown, RAGHX dropped -40.23% vs PSVIX's -55.62%.
PSVIX currently has the higher Sharpe Ratio (1.51 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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