VKSIX vs. ^GSPC
Compare and contrast key facts about Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC).
VKSIX is managed by Virtus. It was launched on Mar 7, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VKSIX or ^GSPC.
Key characteristics
| VKSIX | ^GSPC | |
|---|---|---|
| YTD Return | 15.20% | 25.45% |
| 1Y Return | 32.09% | 35.64% |
| 3Y Return (Ann) | 1.97% | 8.55% |
| 5Y Return (Ann) | 12.17% | 14.13% |
| Sharpe Ratio | 2.09 | 2.90 |
| Sortino Ratio | 2.91 | 3.87 |
| Omega Ratio | 1.35 | 1.54 |
| Calmar Ratio | 1.56 | 4.19 |
| Martin Ratio | 10.48 | 18.72 |
| Ulcer Index | 3.05% | 1.90% |
| Daily Std Dev | 15.27% | 12.27% |
| Max Drawdown | -35.59% | -56.78% |
| Current Drawdown | -1.10% | -0.29% |
Correlation
The correlation between VKSIX and ^GSPC is 0.86, 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.
Performance
VKSIX vs. ^GSPC - Performance Comparison
In the year-to-date period, VKSIX achieves a 15.20% return, which is significantly lower than ^GSPC's 25.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VKSIX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC). 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.
Drawdowns
VKSIX vs. ^GSPC - Drawdown Comparison
The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VKSIX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VKSIX vs. ^GSPC - Volatility Comparison
Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC) have volatilities of 3.80% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.