VGISX vs. VIMCX
Compare and contrast key facts about Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus KAR Mid-Cap Core Fund (VIMCX).
VGISX is managed by Virtus. It was launched on Mar 1, 2009. VIMCX is managed by Virtus. It was launched on Jun 22, 2009.
Performance
VGISX vs. VIMCX - Performance Comparison
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VGISX vs. VIMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | -0.37% | 9.48% | 3.58% | 10.19% | -26.86% | 31.60% | -0.97% | 29.80% | -4.73% | 13.01% |
VIMCX Virtus KAR Mid-Cap Core Fund | -6.62% | 0.72% | 5.20% | 22.64% | -19.75% | 25.28% | 26.11% | 31.74% | -4.18% | 24.95% |
Returns By Period
In the year-to-date period, VGISX achieves a -0.37% return, which is significantly higher than VIMCX's -6.62% return. Over the past 10 years, VGISX has underperformed VIMCX with an annualized return of 5.10%, while VIMCX has yielded a comparatively higher 10.08% annualized return.
VGISX
- 1D
- 0.23%
- 1M
- -9.95%
- YTD
- -0.37%
- 6M
- -1.43%
- 1Y
- 7.27%
- 3Y*
- 7.08%
- 5Y*
- 2.60%
- 10Y*
- 5.10%
VIMCX
- 1D
- -0.17%
- 1M
- -10.94%
- YTD
- -6.62%
- 6M
- -8.91%
- 1Y
- -2.62%
- 3Y*
- 4.40%
- 5Y*
- 2.97%
- 10Y*
- 10.08%
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VGISX vs. VIMCX - Expense Ratio Comparison
VGISX has a 1.16% expense ratio, which is higher than VIMCX's 0.95% expense ratio.
Return for Risk
VGISX vs. VIMCX — Risk / Return Rank
VGISX
VIMCX
VGISX vs. VIMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus KAR Mid-Cap Core Fund (VIMCX). 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.
| VGISX | VIMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | -0.10 | +0.65 |
Sortino ratioReturn per unit of downside risk | 0.83 | -0.01 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.00 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | -0.30 | +1.04 |
Martin ratioReturn relative to average drawdown | 2.80 | -0.87 | +3.67 |
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
| VGISX | VIMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.10 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.17 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.54 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.70 | -0.09 |
Correlation
The correlation between VGISX and VIMCX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VGISX vs. VIMCX - Dividend Comparison
VGISX's dividend yield for the trailing twelve months is around 2.71%, less than VIMCX's 4.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 2.71% | 2.70% | 2.44% | 1.96% | 0.82% | 3.17% | 0.54% | 7.66% | 3.45% | 2.97% | 2.58% | 3.01% |
VIMCX Virtus KAR Mid-Cap Core Fund | 4.73% | 4.41% | 0.00% | 2.36% | 0.23% | 1.58% | 0.67% | 0.94% | 0.77% | 0.29% | 0.00% | 0.63% |
Drawdowns
VGISX vs. VIMCX - Drawdown Comparison
The maximum VGISX drawdown since its inception was -41.61%, which is greater than VIMCX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for VGISX and VIMCX.
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Drawdown Indicators
| VGISX | VIMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.61% | -33.92% | -7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -12.25% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.67% | -28.42% | -6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | -33.92% | -7.69% |
Current DrawdownCurrent decline from peak | -9.95% | -12.71% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -4.87% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 4.22% | -1.48% |
Volatility
VGISX vs. VIMCX - Volatility Comparison
The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) is 4.12%, while Virtus KAR Mid-Cap Core Fund (VIMCX) has a volatility of 4.93%. This indicates that VGISX experiences smaller price fluctuations and is considered to be less risky than VIMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGISX | VIMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.93% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 11.34% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 19.71% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 18.00% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 18.62% | -0.89% |