VGI vs. PHRAX
Compare and contrast key facts about Virtus Global Multi-Sector Income Fund (VGI) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX).
VGI is managed by Virtus. PHRAX is managed by Virtus. It was launched on Mar 1, 1995.
Performance
VGI vs. PHRAX - Performance Comparison
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VGI vs. PHRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -2.92% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 2.88% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
Returns By Period
In the year-to-date period, VGI achieves a -2.92% return, which is significantly lower than PHRAX's 2.88% return. Both investments have delivered pretty close results over the past 10 years, with VGI having a 5.57% annualized return and PHRAX not far behind at 5.34%.
VGI
- 1D
- 2.22%
- 1M
- -5.23%
- YTD
- -2.92%
- 6M
- -1.22%
- 1Y
- 7.92%
- 3Y*
- 11.46%
- 5Y*
- 2.18%
- 10Y*
- 5.57%
PHRAX
- 1D
- 0.28%
- 1M
- -7.06%
- YTD
- 2.88%
- 6M
- 0.85%
- 1Y
- 2.95%
- 3Y*
- 6.97%
- 5Y*
- 4.76%
- 10Y*
- 5.34%
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VGI vs. PHRAX - Expense Ratio Comparison
Return for Risk
VGI vs. PHRAX — Risk / Return Rank
VGI
PHRAX
VGI vs. PHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX). 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.
| VGI | PHRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.24 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.44 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.31 | +0.67 |
Martin ratioReturn relative to average drawdown | 3.71 | 1.23 | +2.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGI | PHRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.24 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.25 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.26 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.39 | -0.09 |
Correlation
The correlation between VGI and PHRAX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VGI vs. PHRAX - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.01%, more than PHRAX's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | 13.01% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.75% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
Drawdowns
VGI vs. PHRAX - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, smaller than the maximum PHRAX drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for VGI and PHRAX.
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Drawdown Indicators
| VGI | PHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -72.56% | +24.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -12.50% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -33.51% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -42.00% | -6.08% |
Current DrawdownCurrent decline from peak | -6.18% | -7.57% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -11.42% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.11% | -0.94% |
Volatility
VGI vs. PHRAX - Volatility Comparison
Virtus Global Multi-Sector Income Fund (VGI) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) have volatilities of 4.25% and 4.20%, 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.
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Volatility by Period
| VGI | PHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.20% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 9.06% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 16.50% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.98% | 19.10% | -8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 20.97% | -4.25% |