VKSFX vs. QCGDX
VKSFX (Virtus KAR Small-Mid Cap Value Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past 3 years, VKSFX returned 4.30%/yr vs 8.56%/yr for QCGDX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. VKSFX charges 0.94%/yr vs 1.68%/yr for QCGDX.
Performance
VKSFX vs. QCGDX - Performance Comparison
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Returns By Period
In the year-to-date period, VKSFX achieves a 1.89% return, which is significantly lower than QCGDX's 10.25% return.
VKSFX
- 1D
- -0.20%
- 1M
- -0.97%
- 6M
- -3.22%
- YTD
- 1.89%
- 1Y
- -1.88%
- 3Y*
- 4.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 0.94%
QCGDX
- 1D
- -0.30%
- 1M
- -0.90%
- 6M
- 6.84%
- YTD
- 10.25%
- 1Y
- 14.52%
- 3Y*
- 8.56%
- 5Y*
- 7.30%
- 10Y*
- —
- ALL TIME*
- 9.97%
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 |
VKSFX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VKSFX Virtus KAR Small-Mid Cap Value Fund | 1.89% | -3.61% | 10.24% | 16.94% | -20.43% | 4.02% |
QCGDX Quantified Common Ground Fund | 10.25% | 1.02% | 9.87% | 14.74% | -12.23% | 13.92% |
Correlation
The correlation between VKSFX and QCGDX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.73 |
Over the past year, the correlation between VKSFX and QCGDX has dropped to 0.45 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
VKSFX vs. QCGDX — Risk / Return Rank
VKSFX
QCGDX
VKSFX vs. QCGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Value Fund (VKSFX) and Quantified Common Ground Fund (QCGDX). 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.
| VKSFX | QCGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.59 | -1.84 |
| Martin ratioReturn relative to average drawdown | -0.45 | 5.83 | -6.29 |
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Drawdowns
VKSFX vs. QCGDX - Drawdown Comparison
The maximum VKSFX drawdown since its inception was -25.46%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for VKSFX and QCGDX.
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Drawdown Indicators
| VKSFX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -22.37% | -3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -9.38% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -16.10% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -20.18% | -5.28% |
Current DrawdownCurrent decline from peak | -9.60% | -6.97% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -6.09% | -4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 2.55% | +3.66% |
Volatility
VKSFX vs. QCGDX - Volatility Comparison
The current volatility for Virtus KAR Small-Mid Cap Value Fund (VKSFX) is 4.86%, while Quantified Common Ground Fund (QCGDX) has a volatility of 6.18%. This indicates that VKSFX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKSFX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 6.18% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 13.27% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 15.29% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 15.16% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 16.72% | +1.32% |
VKSFX vs. QCGDX - Expense Ratio Comparison
VKSFX has a 0.94% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Dividends
VKSFX vs. QCGDX - Dividend Comparison
VKSFX's dividend yield for the trailing twelve months is around 0.23%, less than QCGDX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QCGDX Quantified Common Ground Fund | 0.63% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% |
VKSFX Virtus KAR Small-Mid Cap Value Fund | 0.23% | 0.23% | 0.54% | 0.70% | 0.46% | 0.48% | 0.00% |
Frequently Asked Questions
VKSFX and QCGDX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGDX has higher volatility (6.18%) compared to VKSFX (4.86%). In terms of maximum drawdown, VKSFX dropped -25.46% vs QCGDX's -22.37%.
QCGDX currently has the higher Sharpe Ratio (0.98 vs -0.19), 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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