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VIESX vs. EITEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIESX vs. EITEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Emerging Markets Small-Cap Fund (VIESX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). The values are adjusted to include any dividend payments, if applicable.

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VIESX vs. EITEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
-1.89%13.61%3.62%21.83%-22.92%-1.62%38.88%18.28%-5.40%31.01%
EITEX
Parametric Tax-Managed Emerging Markets Fund
1.05%28.58%4.67%10.69%-12.11%4.47%4.51%12.51%-13.20%27.10%

Returns By Period

In the year-to-date period, VIESX achieves a -1.89% return, which is significantly lower than EITEX's 1.05% return. Over the past 10 years, VIESX has outperformed EITEX with an annualized return of 9.25%, while EITEX has yielded a comparatively lower 6.47% annualized return.


VIESX

1D
-0.25%
1M
-9.73%
YTD
-1.89%
6M
-4.15%
1Y
8.16%
3Y*
9.67%
5Y*
1.66%
10Y*
9.25%

EITEX

1D
-0.37%
1M
-9.31%
YTD
1.05%
6M
5.36%
1Y
26.04%
3Y*
13.39%
5Y*
6.30%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIESX vs. EITEX - Expense Ratio Comparison

VIESX has a 1.51% expense ratio, which is higher than EITEX's 0.96% expense ratio.


Return for Risk

VIESX vs. EITEX — Risk / Return Rank

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

VIESX
VIESX Risk / Return Rank: 2121
Overall Rank
VIESX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VIESX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VIESX Omega Ratio Rank: 2020
Omega Ratio Rank
VIESX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VIESX Martin Ratio Rank: 1818
Martin Ratio Rank

EITEX
EITEX Risk / Return Rank: 9191
Overall Rank
EITEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EITEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
EITEX Omega Ratio Rank: 9191
Omega Ratio Rank
EITEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EITEX Martin Ratio Rank: 8888
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.

VIESX vs. EITEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Emerging Markets Small-Cap Fund (VIESX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.


VIESXEITEXDifference

Sharpe ratio

Return per unit of total volatility

0.62

2.09

-1.47

Sortino ratio

Return per unit of downside risk

0.91

2.65

-1.74

Omega ratio

Gain probability vs. loss probability

1.12

1.42

-0.30

Calmar ratio

Return relative to maximum drawdown

0.62

2.45

-1.83

Martin ratio

Return relative to average drawdown

1.95

9.50

-7.55

VIESX vs. EITEX - Sharpe Ratio Comparison

The current VIESX Sharpe Ratio is 0.62, which is lower than the EITEX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VIESX and EITEX, 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


VIESXEITEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.09

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.53

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.47

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.02

Correlation

The correlation between VIESX and EITEX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIESX vs. EITEX - Dividend Comparison

VIESX's dividend yield for the trailing twelve months is around 2.85%, less than EITEX's 4.72% yield.


TTM20252024202320222021202020192018201720162015
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
2.85%2.79%3.64%0.00%0.00%8.80%1.17%2.06%0.38%0.83%2.01%2.24%
EITEX
Parametric Tax-Managed Emerging Markets Fund
4.72%4.77%4.58%5.85%10.39%9.72%1.79%2.63%2.26%1.80%1.67%2.11%

Drawdowns

VIESX vs. EITEX - Drawdown Comparison

The maximum VIESX drawdown since its inception was -35.10%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for VIESX and EITEX.


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Drawdown Indicators


VIESXEITEXDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-61.70%

+26.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-9.88%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-25.99%

-9.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-43.10%

+8.00%

Current Drawdown

Current decline from peak

-10.58%

-9.88%

-0.70%

Average Drawdown

Average peak-to-trough decline

-9.81%

-14.00%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.55%

+0.82%

Volatility

VIESX vs. EITEX - Volatility Comparison

The current volatility for Virtus KAR Emerging Markets Small-Cap Fund (VIESX) is 4.78%, while Parametric Tax-Managed Emerging Markets Fund (EITEX) has a volatility of 5.60%. This indicates that VIESX experiences smaller price fluctuations and is considered to be less risky than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIESXEITEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

5.60%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

8.76%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

12.26%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

12.05%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

13.68%

-0.50%