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VGI vs. VKSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGI vs. VKSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Global Multi-Sector Income Fund (VGI) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). The values are adjusted to include any dividend payments, if applicable.

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VGI vs. VKSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGI
Virtus Global Multi-Sector Income Fund
-2.92%16.14%10.43%14.58%-21.70%1.40%9.81%27.29%-20.66%
VKSIX
Virtus KAR Small-Mid Cap Core Fund
-8.94%-4.36%9.07%23.61%-23.83%19.54%33.45%38.81%-6.68%

Returns By Period

In the year-to-date period, VGI achieves a -2.92% return, which is significantly higher than VKSIX's -8.94% return.


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%

VKSIX

1D
0.11%
1M
-10.60%
YTD
-8.94%
6M
-13.34%
1Y
-9.89%
3Y*
2.82%
5Y*
-0.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGI vs. VKSIX - Expense Ratio Comparison


Return for Risk

VGI vs. VKSIX — Risk / Return Rank

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

VGI
VGI Risk / Return Rank: 3434
Overall Rank
VGI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGI Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGI Omega Ratio Rank: 3434
Omega Ratio Rank
VGI Calmar Ratio Rank: 3636
Calmar Ratio Rank
VGI Martin Ratio Rank: 3434
Martin Ratio Rank

VKSIX
VKSIX Risk / Return Rank: 11
Overall Rank
VKSIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VKSIX Sortino Ratio Rank: 11
Sortino Ratio Rank
VKSIX Omega Ratio Rank: 22
Omega Ratio Rank
VKSIX Calmar Ratio Rank: 11
Calmar Ratio Rank
VKSIX Martin Ratio Rank: 11
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.

VGI vs. VKSIX - 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-Mid Cap Core Fund (VKSIX). 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.


VGIVKSIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

-0.51

+1.31

Sortino ratio

Return per unit of downside risk

1.06

-0.64

+1.70

Omega ratio

Gain probability vs. loss probability

1.17

0.92

+0.25

Calmar ratio

Return relative to maximum drawdown

0.98

-0.65

+1.64

Martin ratio

Return relative to average drawdown

3.71

-1.81

+5.52

VGI vs. VKSIX - Sharpe Ratio Comparison

The current VGI Sharpe Ratio is 0.80, which is higher than the VKSIX Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of VGI and VKSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGIVKSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.51

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.00

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.08

Correlation

The correlation between VGI and VKSIX is 0.38, 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. VKSIX - Dividend Comparison

VGI's dividend yield for the trailing twelve months is around 13.01%, more than VKSIX's 0.38% yield.


TTM20252024202320222021202020192018201720162015
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%
VKSIX
Virtus KAR Small-Mid Cap Core Fund
0.38%0.34%0.43%0.00%0.00%1.13%0.01%0.00%1.47%0.00%0.00%0.00%

Drawdowns

VGI vs. VKSIX - Drawdown Comparison

The maximum VGI drawdown since its inception was -48.08%, which is greater than VKSIX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for VGI and VKSIX.


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Drawdown Indicators


VGIVKSIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-35.59%

-12.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-16.70%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-32.49%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-6.18%

-19.70%

+13.52%

Average Drawdown

Average peak-to-trough decline

-10.51%

-8.72%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

6.04%

-3.87%

Volatility

VGI vs. VKSIX - Volatility Comparison

Virtus Global Multi-Sector Income Fund (VGI) and Virtus KAR Small-Mid Cap Core Fund (VKSIX) have volatilities of 4.25% and 4.21%, 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


VGIVKSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.21%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

11.52%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

19.29%

-9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.98%

19.11%

-8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

21.05%

-4.33%