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SISIX vs. PSTAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SISIX vs. PSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix Investment Grade Tax-Exempt Bond Fund (SISIX) and Virtus KAR Capital Growth Fund (PSTAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SISIX achieves a -0.16% return, which is significantly lower than PSTAX's 0.05% return. Over the past 10 years, SISIX has underperformed PSTAX with an annualized return of 1.42%, while PSTAX has yielded a comparatively higher 12.44% annualized return.


SISIX

1D
-0.18%
1M
-1.80%
6M
-1.08%
YTD
-0.16%
1Y
3.25%
3Y*
2.32%
5Y*
0.25%
10Y*
1.42%
ALL TIME*
4.10%

PSTAX

1D
1.70%
1M
-4.81%
6M
1.91%
YTD
0.05%
1Y
1.60%
3Y*
11.72%
5Y*
3.75%
10Y*
12.44%
ALL TIME*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SISIX vs. PSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SISIX
Virtus Seix Investment Grade Tax-Exempt Bond Fund
-0.16%3.71%0.76%4.85%-6.63%-0.23%5.59%6.44%0.24%3.66%
PSTAX
Virtus KAR Capital Growth Fund
0.05%6.85%25.19%34.35%-35.74%11.70%46.13%42.83%-8.07%35.13%

Correlation

The correlation between SISIX and PSTAX is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1996

-0.05

The correlation between SISIX and PSTAX shifts across timeframes, from -0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SISIX vs. PSTAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SISIX
SISIX Risk / Return Rank: 5858
Overall Rank
SISIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SISIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SISIX Omega Ratio Rank: 8585
Omega Ratio Rank
SISIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SISIX Martin Ratio Rank: 3030
Martin Ratio Rank

PSTAX
PSTAX Risk / Return Rank: 44
Overall Rank
PSTAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PSTAX Sortino Ratio Rank: 44
Sortino Ratio Rank
PSTAX Omega Ratio Rank: 55
Omega Ratio Rank
PSTAX Calmar Ratio Rank: 44
Calmar Ratio Rank
PSTAX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SISIX vs. PSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Investment Grade Tax-Exempt Bond Fund (SISIX) and Virtus KAR Capital Growth Fund (PSTAX). 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.


SISIXPSTAXDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.42

1.01

+0.41

Calmar ratioReturn relative to maximum drawdown

1.50

-0.04

+1.55

Martin ratioReturn relative to average drawdown

4.55

-0.13

+4.68

SISIX vs. PSTAX - Sharpe Ratio Comparison

The current SISIX Sharpe Ratio is 1.75, which is higher than the PSTAX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SISIX and PSTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SISIX vs. PSTAX - Drawdown Comparison

The maximum SISIX drawdown since its inception was -14.04%, smaller than the maximum PSTAX drawdown of -76.37%. Use the drawdown chart below to compare losses from any high point for SISIX and PSTAX.


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Drawdown Indicators


SISIXPSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.04%

-76.37%

+62.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-19.58%

+17.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.58%

-29.63%

+26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.08%

-44.54%

+33.46%

Max Drawdown (10Y)

Largest decline over 10 years

-11.08%

-44.54%

+33.46%

Current Drawdown

Current decline from peak

-2.04%

-10.33%

+8.29%

Average Drawdown

Average peak-to-trough decline

-1.46%

-31.78%

+30.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

6.47%

-5.62%

Volatility

SISIX vs. PSTAX - Volatility Comparison

The current volatility for Virtus Seix Investment Grade Tax-Exempt Bond Fund (SISIX) is 0.84%, while Virtus KAR Capital Growth Fund (PSTAX) has a volatility of 5.20%. This indicates that SISIX experiences smaller price fluctuations and is considered to be less risky than PSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SISIXPSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

5.20%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

16.38%

-14.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.22%

19.23%

-17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

25.51%

-22.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

23.80%

-20.45%

SISIX vs. PSTAX - Expense Ratio Comparison

SISIX has a 0.69% expense ratio, which is lower than PSTAX's 1.20% expense ratio.


Dividends

SISIX vs. PSTAX - Dividend Comparison

SISIX's dividend yield for the trailing twelve months is around 2.30%, less than PSTAX's 7.58% yield.


PositionTTM20252024202320222021202020192018201720162015
PSTAX
Virtus KAR Capital Growth Fund
7.58%7.58%14.19%6.07%23.19%7.73%3.15%2.71%11.57%6.28%8.98%4.59%
SISIX
Virtus Seix Investment Grade Tax-Exempt Bond Fund
2.30%2.51%2.04%2.03%1.50%1.98%3.18%3.94%2.83%2.47%4.50%3.42%

Frequently Asked Questions


SISIX and PSTAX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSTAX has higher volatility (5.20%) compared to SISIX (0.84%). In terms of maximum drawdown, SISIX dropped -14.04% vs PSTAX's -76.37%.

SISIX currently has the higher Sharpe Ratio (1.75 vs -0.04), 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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