VGSAX vs. VIMCX

Last updated Apr 2, 2026

Compare and contrast key facts about Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and Virtus KAR Mid-Cap Core Fund (VIMCX).

VGSAX is an actively managed fund by Virtus. It was launched on Mar 2, 2009. VIMCX is managed by Virtus. It was launched on Jun 22, 2009.

Performance

VGSAX 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 Class A (VGSAX) and Virtus KAR Mid-Cap Core Fund (VIMCX). The values are adjusted to include any dividend payments, if applicable.

VGSAX vs. VIMCX - 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	1.30%	9.19%	3.36%	9.89%	-27.03%	31.24%	-1.21%	29.47%	-4.94%	12.77%
VIMCX Virtus KAR Mid-Cap Core Fund	-3.88%	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, VGSAX achieves a 1.30% return, which is significantly higher than VIMCX's -3.88% return. Over the past 10 years, VGSAX has underperformed VIMCX with an annualized return of 5.02%, while VIMCX has yielded a comparatively higher 10.40% annualized return.

VGSAX

• 1D: 1.73%
• 1M: -8.12%
• YTD: 1.30%
• 6M: 0.03%
• 1Y: 8.47%
• 3Y*: 7.43%
• 5Y*: 2.39%
• 10Y*: 5.02%

VIMCX

• 1D: 2.93%
• 1M: -8.70%
• YTD: -3.88%
• 6M: -5.70%
• 1Y: -0.10%
• 3Y*: 5.41%
• 5Y*: 3.21%
• 10Y*: 10.40%

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

VGSAX vs. VIMCX - Expense Ratio Comparison

VGSAX has a 1.24% expense ratio, which is higher than VIMCX's 0.95% expense ratio.

VGSAX

Virtus Duff & Phelps Global Real Estate Securities Fund Class A

VIMCX

Virtus KAR Mid-Cap Core Fund

Return for Risk

VGSAX vs. VIMCX — Risk / Return Rank

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

VGSAX

VGSAX Risk / Return Rank: 19
VGSAX Sharpe Ratio Rank: 19
VGSAX Sortino Ratio Rank: 18
VGSAX Omega Ratio Rank: 16
VGSAX Calmar Ratio Rank: 21
VGSAX Martin Ratio Rank: 23

VIMCX

VIMCX Risk / Return Rank: 5
VIMCX Sharpe Ratio Rank: 5
VIMCX Sortino Ratio Rank: 5
VIMCX Omega Ratio Rank: 5
VIMCX Calmar Ratio Rank: 6
VIMCX Martin Ratio Rank: 6

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.

VGSAX 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 Class A (VGSAX) 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.

	VGSAX	VIMCX	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.01	+0.62
Sortino ratio Return per unit of downside risk	0.95	0.17	+0.79
Omega ratio Gain probability vs. loss probability	1.13	1.02	+0.11
Calmar ratio Return relative to maximum drawdown	0.89	0.07	+0.82
Martin ratio Return relative to average drawdown	3.29	0.20	+3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGSAX vs. VIMCX - Sharpe Ratio Comparison

The current VGSAX Sharpe Ratio is 0.64, which is higher than the VIMCX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of VGSAX and VIMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VGSAX	VIMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.01	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.18	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.56	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.71	-0.14

Correlation

The correlation between VGSAX 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

VGSAX vs. VIMCX - Dividend Comparison

VGSAX's dividend yield for the trailing twelve months is around 2.26%, less than VIMCX's 4.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A	2.26%	2.29%	2.22%	1.72%	0.62%	2.72%	0.00%	6.12%	1.60%	2.04%	2.39%	2.81%
VIMCX Virtus KAR Mid-Cap Core Fund	4.59%	4.41%	0.00%	2.36%	0.23%	1.58%	0.67%	0.94%	0.77%	0.29%	0.00%	0.63%

Drawdowns

VGSAX vs. VIMCX - Drawdown Comparison

The maximum VGSAX drawdown since its inception was -41.63%, which is greater than VIMCX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for VGSAX and VIMCX.

Drawdown Indicators

	VGSAX	VIMCX	Difference
Max Drawdown Largest peak-to-trough decline	-41.63%	-33.92%	-7.71%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-12.25%	+1.87%
Max Drawdown (5Y) Largest decline over 5 years	-34.81%	-28.42%	-6.39%
Max Drawdown (10Y) Largest decline over 10 years	-41.63%	-33.92%	-7.71%
Current Drawdown Current decline from peak	-8.39%	-10.15%	+1.76%
Average Drawdown Average peak-to-trough decline	-8.20%	-4.87%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	4.27%	-1.47%

Volatility

VGSAX vs. VIMCX - Volatility Comparison

The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) is 4.68%, while Virtus KAR Mid-Cap Core Fund (VIMCX) has a volatility of 5.95%. This indicates that VGSAX 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

	VGSAX	VIMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	5.95%	-1.27%
Volatility (6M) Calculated over the trailing 6-month period	8.27%	11.72%	-3.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	19.88%	-5.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	18.05%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.73%	18.64%	-0.91%