VGI vs. PXSGX
VGI (Virtus Global Multi-Sector Income Fund) and PXSGX (Virtus KAR Small-Cap Growth Fund) are both mutual funds - VGI is a Multisector Bonds fund managed by Virtus, while PXSGX is a Small Cap Growth Equities fund managed by Virtus. Over the past 10 years, VGI returned 4.14%/yr vs 10.25%/yr for PXSGX. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
VGI vs. PXSGX - Performance Comparison
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Returns By Period
In the year-to-date period, VGI achieves a -0.46% return, which is significantly higher than PXSGX's -1.56% return. Over the past 10 years, VGI has underperformed PXSGX with an annualized return of 4.14%, while PXSGX has yielded a comparatively higher 10.25% annualized return.
VGI
- 1D
- 0.14%
- 1M
- -2.03%
- 6M
- -1.90%
- YTD
- -0.46%
- 1Y
- 4.17%
- 3Y*
- 10.93%
- 5Y*
- 2.09%
- 10Y*
- 4.14%
- ALL TIME*
- 4.62%
PXSGX
- 1D
- 0.12%
- 1M
- -0.18%
- 6M
- -4.70%
- YTD
- -1.56%
- 1Y
- -13.56%
- 3Y*
- -2.84%
- 5Y*
- -5.11%
- 10Y*
- 10.25%
- ALL TIME*
- 9.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $238.22K | $295.96K | $264.93K |
VGI vs. PXSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -0.46% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
PXSGX Virtus KAR Small-Cap Growth Fund | -1.56% | -22.97% | 21.11% | 20.27% | -30.04% | 4.47% | 43.46% | 40.26% | 9.05% | 36.99% |
Correlation
The correlation between VGI and PXSGX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.32 |
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Return for Risk
VGI vs. PXSGX — Risk / Return Rank
VGI
PXSGX
VGI vs. PXSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) and Virtus KAR Small-Cap Growth Fund (PXSGX). 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.
| VGI | PXSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.89 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.54 | +1.05 |
| Martin ratioReturn relative to average drawdown | 1.64 | -0.89 | +2.53 |
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Drawdowns
VGI vs. PXSGX - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, smaller than the maximum PXSGX drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for VGI and PXSGX.
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Drawdown Indicators
| VGI | PXSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -53.72% | +5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -26.52% | +18.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -42.49% | +30.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.95% | -42.49% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -42.49% | -5.59% |
Current DrawdownCurrent decline from peak | -3.80% | -35.05% | +31.25% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -11.96% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 16.12% | -13.57% |
Volatility
VGI vs. PXSGX - Volatility Comparison
The current volatility for Virtus Global Multi-Sector Income Fund (VGI) is 1.78%, while Virtus KAR Small-Cap Growth Fund (PXSGX) has a volatility of 6.10%. This indicates that VGI experiences smaller price fluctuations and is considered to be less risky than PXSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGI | PXSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 6.10% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 13.60% | -7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 19.16% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.54% | 24.93% | -14.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 22.63% | -5.92% |
Dividends
VGI vs. PXSGX - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.24%, less than PXSGX's 48.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXSGX Virtus KAR Small-Cap Growth Fund | 48.67% | 47.91% | 20.72% | 5.31% | 17.32% | 14.31% | 9.64% | 1.52% | 2.31% | 0.00% | 2.69% | 2.99% |
VGI Virtus Global Multi-Sector Income Fund | 13.24% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
Frequently Asked Questions
VGI and PXSGX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PXSGX has higher volatility (6.10%) compared to VGI (1.78%). In terms of maximum drawdown, VGI dropped -48.08% vs PXSGX's -53.72%.
VGI currently has the higher Sharpe Ratio (0.53 vs -0.76), 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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