VGSAX vs. PSTAX
VGSAX (Virtus Duff & Phelps Global Real Estate Securities Fund Class A) and PSTAX (Virtus KAR Capital Growth Fund) are both mutual funds - VGSAX is a REIT fund actively managed by Virtus, while PSTAX is a Large Cap Growth Equities fund managed by Virtus. Over the past 10 years, VGSAX returned 5.44%/yr vs 12.44%/yr for PSTAX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. VGSAX charges 1.24%/yr vs 1.20%/yr for PSTAX.
Performance
VGSAX vs. PSTAX - Performance Comparison
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Returns By Period
In the year-to-date period, VGSAX achieves a 15.10% return, which is significantly higher than PSTAX's 0.05% return. Over the past 10 years, VGSAX has underperformed PSTAX with an annualized return of 5.44%, while PSTAX has yielded a comparatively higher 12.44% annualized return.
VGSAX
- 1D
- -0.12%
- 1M
- 2.26%
- 6M
- 11.88%
- YTD
- 15.10%
- 1Y
- 19.73%
- 3Y*
- 10.89%
- 5Y*
- 2.33%
- 10Y*
- 5.44%
- ALL TIME*
- 11.59%
PSTAX
- 1D
- 1.70%
- 1M
- -4.81%
- 6M
- 1.91%
- YTD
- 0.05%
- 1Y
- 1.60%
- 3Y*
- 11.72%
- 5Y*
- 3.75%
- 10Y*
- 12.44%
- ALL TIME*
- 7.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VGSAX vs. PSTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 15.10% | 9.19% | 3.36% | 9.89% | -27.03% | 31.24% | -1.21% | 29.47% | -4.94% | 12.77% |
PSTAX Virtus KAR Capital Growth Fund | 0.05% | 6.85% | 25.19% | 34.35% | -35.74% | 11.70% | 46.13% | 42.83% | -8.07% | 35.13% |
Correlation
The correlation between VGSAX and PSTAX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2009 | 0.58 |
Over the past year, the correlation between VGSAX and PSTAX has dropped to 0.23 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
VGSAX vs. PSTAX — Risk / Return Rank
VGSAX
PSTAX
VGSAX vs. PSTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and Virtus KAR Capital Growth Fund (PSTAX). 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.
| VGSAX | PSTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.01 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.04 | +1.82 |
| Martin ratioReturn relative to average drawdown | 6.62 | -0.13 | +6.75 |
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Drawdowns
VGSAX vs. PSTAX - Drawdown Comparison
The maximum VGSAX drawdown since its inception was -41.63%, smaller than the maximum PSTAX drawdown of -76.37%. Use the drawdown chart below to compare losses from any high point for VGSAX and PSTAX.
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Drawdown Indicators
| VGSAX | PSTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.63% | -76.37% | +34.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -19.58% | +9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -29.63% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -44.54% | +9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -44.54% | +2.91% |
Current DrawdownCurrent decline from peak | -0.72% | -10.33% | +9.61% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -31.78% | +23.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 6.47% | -3.74% |
Volatility
VGSAX vs. PSTAX - Volatility Comparison
The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) is 3.35%, while Virtus KAR Capital Growth Fund (PSTAX) has a volatility of 5.20%. This indicates that VGSAX experiences smaller price fluctuations and is considered to be less risky than PSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSAX | PSTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.20% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 16.38% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 19.23% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 25.51% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.74% | 23.80% | -6.06% |
VGSAX vs. PSTAX - Expense Ratio Comparison
VGSAX has a 1.24% expense ratio, which is higher than PSTAX's 1.20% expense ratio.
Dividends
VGSAX vs. PSTAX - Dividend Comparison
VGSAX's dividend yield for the trailing twelve months is around 1.99%, less than PSTAX's 7.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSTAX Virtus KAR Capital Growth Fund | 7.58% | 7.58% | 14.19% | 6.07% | 23.19% | 7.73% | 3.15% | 2.71% | 11.57% | 6.28% | 8.98% | 4.59% |
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 1.99% | 2.29% | 2.22% | 1.72% | 0.62% | 2.72% | 0.00% | 6.12% | 1.60% | 2.04% | 2.39% | 2.81% |
Frequently Asked Questions
VGSAX and PSTAX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTAX has higher volatility (5.20%) compared to VGSAX (3.35%). In terms of maximum drawdown, VGSAX dropped -41.63% vs PSTAX's -76.37%.
VGSAX currently has the higher Sharpe Ratio (1.50 vs -0.04), 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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