PortfoliosLab logoPortfoliosLab logo
SDY vs. PKSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDY vs. PKSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Dividend ETF (SDY) and Virtus KAR Small-Cap Core Fund (PKSFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SDY vs. PKSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDY
SPDR S&P Dividend ETF
5.44%8.18%8.45%2.61%-0.54%25.32%1.71%23.29%-2.74%15.82%
PKSFX
Virtus KAR Small-Cap Core Fund
1.54%-2.58%13.67%32.32%-10.77%19.03%21.38%40.21%-1.99%34.98%

Returns By Period

In the year-to-date period, SDY achieves a 5.44% return, which is significantly higher than PKSFX's 1.54% return. Over the past 10 years, SDY has underperformed PKSFX with an annualized return of 9.36%, while PKSFX has yielded a comparatively higher 14.98% annualized return.


SDY

1D
-0.07%
1M
-5.88%
YTD
5.44%
6M
5.59%
1Y
10.47%
3Y*
8.47%
5Y*
6.99%
10Y*
9.36%

PKSFX

1D
2.07%
1M
-6.10%
YTD
1.54%
6M
1.60%
1Y
3.79%
3Y*
10.39%
5Y*
7.79%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SDY vs. PKSFX - Expense Ratio Comparison

SDY has a 0.35% expense ratio, which is lower than PKSFX's 1.00% expense ratio.


Return for Risk

SDY vs. PKSFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDY
SDY Risk / Return Rank: 3838
Overall Rank
SDY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SDY Sortino Ratio Rank: 3939
Sortino Ratio Rank
SDY Omega Ratio Rank: 3636
Omega Ratio Rank
SDY Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDY Martin Ratio Rank: 4040
Martin Ratio Rank

PKSFX
PKSFX Risk / Return Rank: 1010
Overall Rank
PKSFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PKSFX Sortino Ratio Rank: 99
Sortino Ratio Rank
PKSFX Omega Ratio Rank: 88
Omega Ratio Rank
PKSFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PKSFX Martin Ratio Rank: 1010
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.

SDY vs. PKSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Dividend ETF (SDY) 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.


SDYPKSFXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.23

+0.53

Sortino ratio

Return per unit of downside risk

1.17

0.48

+0.69

Omega ratio

Gain probability vs. loss probability

1.15

1.06

+0.10

Calmar ratio

Return relative to maximum drawdown

0.97

0.42

+0.55

Martin ratio

Return relative to average drawdown

3.80

0.95

+2.85

SDY vs. PKSFX - Sharpe Ratio Comparison

The current SDY Sharpe Ratio is 0.76, which is higher than the PKSFX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SDY 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.


Loading graphics...

Sharpe Ratios by Period


SDYPKSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.23

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.44

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.80

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Correlation

The correlation between SDY and PKSFX is 0.83, 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.


Dividends

SDY vs. PKSFX - Dividend Comparison

SDY's dividend yield for the trailing twelve months is around 2.53%, less than PKSFX's 14.08% yield.


TTM20252024202320222021202020192018201720162015
SDY
SPDR S&P Dividend ETF
2.53%2.61%2.56%2.64%2.55%2.63%2.85%2.45%2.73%4.69%3.30%6.20%
PKSFX
Virtus KAR Small-Cap Core Fund
14.08%14.30%4.07%4.12%6.65%12.05%7.45%4.03%4.33%0.17%5.69%19.83%

Drawdowns

SDY vs. PKSFX - Drawdown Comparison

The maximum SDY drawdown since its inception was -54.75%, roughly equal to the maximum PKSFX drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for SDY and PKSFX.


Loading graphics...

Drawdown Indicators


SDYPKSFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.75%

-54.46%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-11.21%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.21%

-22.02%

+6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-33.45%

-3.25%

Current Drawdown

Current decline from peak

-5.90%

-9.42%

+3.52%

Average Drawdown

Average peak-to-trough decline

-6.22%

-7.17%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.96%

-2.23%

Volatility

SDY vs. PKSFX - Volatility Comparison

The current volatility for SPDR S&P Dividend ETF (SDY) is 3.11%, while Virtus KAR Small-Cap Core Fund (PKSFX) has a volatility of 4.62%. This indicates that SDY experiences smaller price fluctuations and is considered to be less risky than PKSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SDYPKSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

4.62%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

11.11%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

18.95%

-5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

17.90%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

18.79%

-1.72%