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VKSIX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VKSIX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Small-Mid Cap Core Fund (VKSIX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.53%
22.56%
VKSIX
AAPL

Returns By Period

In the year-to-date period, VKSIX achieves a 14.93% return, which is significantly lower than AAPL's 19.27% return.


VKSIX

YTD

14.93%

1M

2.97%

6M

11.53%

1Y

25.83%

5Y (annualized)

11.96%

10Y (annualized)

N/A

AAPL

YTD

19.27%

1M

-3.01%

6M

22.56%

1Y

20.04%

5Y (annualized)

29.29%

10Y (annualized)

24.13%

Key characteristics


VKSIXAAPL
Sharpe Ratio1.740.91
Sortino Ratio2.441.45
Omega Ratio1.291.18
Calmar Ratio1.501.23
Martin Ratio8.522.89
Ulcer Index3.09%7.09%
Daily Std Dev15.14%22.51%
Max Drawdown-35.59%-81.80%
Current Drawdown-1.33%-3.26%

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Correlation

-0.50.00.51.00.6

The correlation between VKSIX and AAPL is 0.59, 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.

Risk-Adjusted Performance

VKSIX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for VKSIX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.740.91
The chart of Sortino ratio for VKSIX, currently valued at 2.44, compared to the broader market0.005.0010.002.441.45
The chart of Omega ratio for VKSIX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.18
The chart of Calmar ratio for VKSIX, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.001.501.23
The chart of Martin ratio for VKSIX, currently valued at 8.52, compared to the broader market0.0020.0040.0060.0080.00100.008.522.89
VKSIX
AAPL

The current VKSIX Sharpe Ratio is 1.74, which is higher than the AAPL Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VKSIX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.74
0.91
VKSIX
AAPL

Dividends

VKSIX vs. AAPL - Dividend Comparison

VKSIX has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
VKSIX
Virtus KAR Small-Mid Cap Core Fund
0.00%0.00%0.00%0.00%0.01%0.00%0.11%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

VKSIX vs. AAPL - Drawdown Comparison

The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for VKSIX and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.33%
-3.26%
VKSIX
AAPL

Volatility

VKSIX vs. AAPL - Volatility Comparison

The current volatility for Virtus KAR Small-Mid Cap Core Fund (VKSIX) is 4.25%, while Apple Inc (AAPL) has a volatility of 4.70%. This indicates that VKSIX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
4.70%
VKSIX
AAPL