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VIESX vs. MERFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIESX vs. MERFX - Performance Comparison

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

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VIESX vs. MERFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
-0.06%13.61%3.62%21.83%-22.92%-1.62%38.88%18.28%-5.40%31.01%
MERFX
The Merger Fund
0.70%8.11%3.27%4.17%0.71%-0.19%4.87%5.96%7.68%2.39%

Returns By Period

In the year-to-date period, VIESX achieves a -0.06% return, which is significantly lower than MERFX's 0.70% return. Over the past 10 years, VIESX has outperformed MERFX with an annualized return of 9.45%, while MERFX has yielded a comparatively lower 3.90% annualized return.


VIESX

1D
1.87%
1M
-6.30%
YTD
-0.06%
6M
-2.08%
1Y
9.47%
3Y*
10.35%
5Y*
1.93%
10Y*
9.45%

MERFX

1D
0.23%
1M
0.06%
YTD
0.70%
6M
1.91%
1Y
6.44%
3Y*
5.38%
5Y*
3.06%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIESX vs. MERFX - Expense Ratio Comparison

VIESX has a 1.51% expense ratio, which is higher than MERFX's 1.50% expense ratio.


Return for Risk

VIESX vs. MERFX — Risk / Return Rank

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

VIESX
VIESX Risk / Return Rank: 2525
Overall Rank
VIESX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VIESX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VIESX Omega Ratio Rank: 2525
Omega Ratio Rank
VIESX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIESX Martin Ratio Rank: 2020
Martin Ratio Rank

MERFX
MERFX Risk / Return Rank: 9999
Overall Rank
MERFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MERFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MERFX Omega Ratio Rank: 9898
Omega Ratio Rank
MERFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MERFX Martin Ratio Rank: 100100
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. MERFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Emerging Markets Small-Cap Fund (VIESX) and The Merger Fund (MERFX). 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.


VIESXMERFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

4.26

-3.44

Sortino ratio

Return per unit of downside risk

1.18

8.13

-6.95

Omega ratio

Gain probability vs. loss probability

1.16

2.10

-0.94

Calmar ratio

Return relative to maximum drawdown

0.91

12.89

-11.98

Martin ratio

Return relative to average drawdown

2.82

61.05

-58.23

VIESX vs. MERFX - Sharpe Ratio Comparison

The current VIESX Sharpe Ratio is 0.82, which is lower than the MERFX Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of VIESX and MERFX, 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


VIESXMERFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

4.26

-3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.89

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

1.04

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.68

-0.18

Correlation

The correlation between VIESX and MERFX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VIESX vs. MERFX - Dividend Comparison

VIESX's dividend yield for the trailing twelve months is around 2.79%, less than MERFX's 7.37% yield.


TTM20252024202320222021202020192018201720162015
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
2.79%2.79%3.64%0.00%0.00%8.80%1.17%2.06%0.38%0.83%2.01%2.24%
MERFX
The Merger Fund
7.37%7.42%3.24%2.59%3.50%0.27%3.31%1.34%4.52%0.59%0.32%1.25%

Drawdowns

VIESX vs. MERFX - Drawdown Comparison

The maximum VIESX drawdown since its inception was -35.10%, which is greater than MERFX's maximum drawdown of -20.82%. Use the drawdown chart below to compare losses from any high point for VIESX and MERFX.


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Drawdown Indicators


VIESXMERFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-20.82%

-14.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-0.52%

-10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-5.95%

-29.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-9.35%

-25.75%

Current Drawdown

Current decline from peak

-8.91%

0.00%

-8.91%

Average Drawdown

Average peak-to-trough decline

-9.81%

-2.68%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

0.11%

+3.30%

Volatility

VIESX vs. MERFX - Volatility Comparison

Virtus KAR Emerging Markets Small-Cap Fund (VIESX) has a higher volatility of 5.08% compared to The Merger Fund (MERFX) at 0.49%. This indicates that VIESX's price experiences larger fluctuations and is considered to be riskier than MERFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIESXMERFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

0.49%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

0.97%

+7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

1.54%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

3.45%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

3.76%

+9.43%