SGPIX vs. PXQSX

Last updated Jun 5, 2026

SGPIX (ProFunds Small Cap Growth Fund) and PXQSX (Virtus KAR Small-Cap Value Fund) are both Small Cap Growth Equities funds. Over the past 10 years, SGPIX returned 8.30%/yr vs 7.40%/yr for PXQSX. Their correlation of 0.92 suggests significant overlap in exposure. SGPIX charges 1.60%/yr vs 0.96%/yr for PXQSX.

Performance

SGPIX vs. PXQSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Small Cap Growth Fund (SGPIX) and Virtus KAR Small-Cap Value Fund (PXQSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGPIX achieves a 14.55% return, which is significantly higher than PXQSX's 0.70% return. Over the past 10 years, SGPIX has outperformed PXQSX with an annualized return of 8.30%, while PXQSX has yielded a comparatively lower 7.40% annualized return.

SGPIX

• 1D: -0.54%
• 1M: -0.82%
• YTD: 14.55%
• 6M: 12.59%
• 1Y: 24.33%
• 3Y*: 12.52%
• 5Y*: 2.45%
• 10Y*: 8.30%

PXQSX

• 1D: -0.77%
• 1M: -4.02%
• YTD: 0.70%
• 6M: 1.17%
• 1Y: -2.38%
• 3Y*: 6.88%
• 5Y*: -0.49%
• 10Y*: 7.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGPIX vs. PXQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGPIX ProFunds Small Cap Growth Fund	14.55%	3.52%	7.53%	15.35%	-22.72%	13.29%	17.43%	18.95%	-5.76%	12.73%
PXQSX Virtus KAR Small-Cap Value Fund	0.70%	-4.50%	9.63%	19.10%	-24.29%	19.50%	28.16%	24.87%	-15.95%	18.90%

Correlation

The correlation between SGPIX and PXQSX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 30, 2006	0.92

The correlation between SGPIX and PXQSX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Return for Risk

SGPIX vs. PXQSX — Risk / Return Rank

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

SGPIX

SGPIX Risk / Return Rank: 33
SGPIX Sharpe Ratio Rank: 24
SGPIX Sortino Ratio Rank: 26
SGPIX Omega Ratio Rank: 23
SGPIX Calmar Ratio Rank: 50
SGPIX Martin Ratio Rank: 44

PXQSX

PXQSX Risk / Return Rank: 2
PXQSX Sharpe Ratio Rank: 2
PXQSX Sortino Ratio Rank: 2
PXQSX Omega Ratio Rank: 2
PXQSX Calmar Ratio Rank: 2
PXQSX Martin Ratio Rank: 2

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.

SGPIX vs. PXQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Growth Fund (SGPIX) and Virtus KAR Small-Cap Value Fund (PXQSX). 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.

	SGPIX	PXQSX	Difference
Sharpe ratio: Return per unit of total volatility	1.38	-0.15	+1.53
Sortino ratio: Return per unit of downside risk	2.09	-0.10	+2.19
Omega ratio: Gain probability vs. loss probability	1.24	0.99	+0.26
Calmar ratio: Return relative to maximum drawdown	2.64	-0.19	+2.83
Martin ratio: Return relative to average drawdown	9.09	-0.39	+9.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGPIX vs. PXQSX - Sharpe Ratio Comparison

The current SGPIX Sharpe Ratio is 1.38, which is higher than the PXQSX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SGPIX and PXQSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGPIX	PXQSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	-0.15	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	-0.02	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.36	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.35	-0.01

Drawdowns

SGPIX vs. PXQSX - Drawdown Comparison

The maximum SGPIX drawdown since its inception was -58.70%, which is greater than PXQSX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for SGPIX and PXQSX.

Drawdown Indicators

	SGPIX	PXQSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.70%	-55.56%	-3.14%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-13.25%	+4.10%
Max Drawdown (3Y) Largest decline over 3 years	-27.72%	-22.87%	-4.85%
Max Drawdown (5Y) Largest decline over 5 years	-34.64%	-31.49%	-3.15%
Max Drawdown (10Y) Largest decline over 10 years	-43.14%	-37.65%	-5.49%
Current Drawdown Current decline from peak	-1.46%	-13.47%	+12.01%
Average Drawdown Average peak-to-trough decline	-11.26%	-10.29%	-0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	6.28%	-3.63%

Volatility

SGPIX vs. PXQSX - Volatility Comparison

ProFunds Small Cap Growth Fund (SGPIX) and Virtus KAR Small-Cap Value Fund (PXQSX) have volatilities of 4.63% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGPIX	PXQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	4.52%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	12.51%	12.30%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	16.76%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.61%	20.22%	+1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.34%	20.51%	+1.83%

SGPIX vs. PXQSX - Expense Ratio Comparison

SGPIX has a 1.60% expense ratio, which is higher than PXQSX's 0.96% expense ratio.

Dividends

SGPIX vs. PXQSX - Dividend Comparison

SGPIX's dividend yield for the trailing twelve months is around 0.16%, less than PXQSX's 5.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PXQSX Virtus KAR Small-Cap Value Fund	5.77%	5.81%	4.90%	2.99%	3.37%	1.76%	0.82%	0.80%	2.54%	5.32%	8.89%	7.58%
SGPIX ProFunds Small Cap Growth Fund	0.16%	0.18%	1.58%	0.80%	3.80%	2.06%	0.00%	0.00%	4.29%	0.00%	0.00%	2.58%

Frequently Asked Questions

Can I hold both SGPIX and PXQSX in my portfolio?

SGPIX and PXQSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGPIX or PXQSX?

SGPIX has higher volatility (4.63%) compared to PXQSX (4.52%). In terms of maximum drawdown, SGPIX dropped -58.70% vs PXQSX's -55.56%.

Which has better risk-adjusted returns?

SGPIX currently has the higher Sharpe Ratio (1.38 vs -0.15), 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.