VGISX vs. VIMCX

Last updated Jun 24, 2026

VGISX (Virtus Duff & Phelps Global Real Estate Securities Fund) and VIMCX (Virtus KAR Mid-Cap Core Fund) are both mutual funds - VGISX is a REIT fund managed by Virtus, while VIMCX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 10 years, VGISX returned 6.09%/yr vs 10.96%/yr for VIMCX. A 0.66 correlation means they provide meaningful diversification when combined. VGISX charges 1.16%/yr vs 0.95%/yr for VIMCX.

Performance

VGISX vs. VIMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus KAR Mid-Cap Core Fund (VIMCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VGISX achieves a 10.29% return, which is significantly higher than VIMCX's -0.23% return. Over the past 10 years, VGISX has underperformed VIMCX with an annualized return of 6.09%, while VIMCX has yielded a comparatively higher 10.96% annualized return.

VGISX

• 1D: 0.73%
• 1M: 0.13%
• YTD: 10.29%
• 6M: 10.64%
• 1Y: 11.96%
• 3Y*: 12.10%
• 5Y*: 2.37%
• 10Y*: 6.09%

VIMCX

• 1D: -0.40%
• 1M: 0.95%
• YTD: -0.23%
• 6M: -2.00%
• 1Y: -0.25%
• 3Y*: 6.06%
• 5Y*: 2.74%
• 10Y*: 10.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	10.29%	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	-0.23%	0.72%	5.20%	22.64%	-19.75%	25.28%	26.11%	31.74%	-4.18%	24.95%

Correlation

The correlation between VGISX and VIMCX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009	0.66

The correlation between VGISX and VIMCX shifts across timeframes, from 0.50 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VGISX vs. VIMCX — Risk / Return Rank

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

VGISX

VGISX Risk / Return Rank: 17
VGISX Sharpe Ratio Rank: 17
VGISX Sortino Ratio Rank: 16
VGISX Omega Ratio Rank: 17
VGISX Calmar Ratio Rank: 15
VGISX Martin Ratio Rank: 20

VIMCX

VIMCX Risk / Return Rank: 3
VIMCX Sharpe Ratio Rank: 3
VIMCX Sortino Ratio Rank: 3
VIMCX Omega Ratio Rank: 3
VIMCX Calmar Ratio Rank: 3
VIMCX Martin Ratio Rank: 3

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.

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.

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.

	VGISX	VIMCX	Difference
Sharpe ratio: Return per unit of total volatility	1.08	0.07	+1.02
Sortino ratio: Return per unit of downside risk	1.53	0.22	+1.31
Omega ratio: Gain probability vs. loss probability	1.20	1.02	+0.17
Calmar ratio: Return relative to maximum drawdown	1.29	0.09	+1.20
Martin ratio: Return relative to average drawdown	4.70	0.23	+4.47

VGISX vs. VIMCX - Sharpe Ratio Comparison

The current VGISX Sharpe Ratio is 1.08, which is higher than the VIMCX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VGISX and VIMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	VGISX	VIMCX	Difference
Max Drawdown Largest peak-to-trough decline	-41.61%	-33.92%	-7.69%
Max Drawdown (1Y) Largest decline over 1 year	-10.16%	-12.14%	+1.98%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-20.32%	+2.95%
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 Drawdown Current decline from peak	-1.31%	-6.73%	+5.42%
Average Drawdown Average peak-to-trough decline	-7.90%	-4.89%	-3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	4.76%	-1.98%

Volatility

VGISX vs. VIMCX - Volatility Comparison

The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) is 4.08%, while Virtus KAR Mid-Cap Core Fund (VIMCX) has a volatility of 5.31%. 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.

Volatility by Period

	VGISX	VIMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	5.31%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	12.66%	-3.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	16.27%	-4.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	18.20%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	18.74%	-0.95%

VGISX vs. VIMCX - Expense Ratio Comparison

VGISX has a 1.16% expense ratio, which is higher than VIMCX's 0.95% expense ratio.

Dividends

VGISX vs. VIMCX - Dividend Comparison

VGISX's dividend yield for the trailing twelve months is around 2.45%, less than VIMCX's 4.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund	2.45%	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	4.42%	4.41%	0.00%	2.36%	0.23%	1.58%	0.67%	0.94%	0.77%	0.29%	0.00%	0.63%

Frequently Asked Questions

Can I hold both VGISX and VIMCX in my portfolio?

VGISX and VIMCX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGISX or VIMCX?

VIMCX has higher volatility (5.31%) compared to VGISX (4.08%). In terms of maximum drawdown, VGISX dropped -41.61% vs VIMCX's -33.92%.

Which has better risk-adjusted returns?

VGISX currently has the higher Sharpe Ratio (1.08 vs 0.07), 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.