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

Key characteristics


VKSIXAAPL
YTD Return15.62%18.46%
1Y Return34.47%25.20%
3Y Return (Ann)2.25%15.26%
5Y Return (Ann)12.34%29.25%
Sharpe Ratio2.161.10
Sortino Ratio3.011.70
Omega Ratio1.361.21
Calmar Ratio1.531.50
Martin Ratio10.883.53
Ulcer Index3.05%7.05%
Daily Std Dev15.31%22.55%
Max Drawdown-35.59%-81.80%
Current Drawdown0.00%-3.92%

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.

Performance

VKSIX vs. AAPL - Performance Comparison

In the year-to-date period, VKSIX achieves a 15.62% return, which is significantly lower than AAPL's 18.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.77%
24.27%
VKSIX
AAPL

Compare stocks, funds, or ETFs

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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.


VKSIX
Sharpe ratio
The chart of Sharpe ratio for VKSIX, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for VKSIX, currently valued at 3.01, compared to the broader market0.005.0010.003.01
Omega ratio
The chart of Omega ratio for VKSIX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for VKSIX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.0025.001.53
Martin ratio
The chart of Martin ratio for VKSIX, currently valued at 10.88, compared to the broader market0.0020.0040.0060.0080.00100.0010.88
AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 1.10, compared to the broader market0.002.004.001.10
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 1.70, compared to the broader market0.005.0010.001.70
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.21, compared to the broader market1.002.003.004.001.21
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.0025.001.50
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.00100.003.53

VKSIX vs. AAPL - Sharpe Ratio Comparison

The current VKSIX Sharpe Ratio is 2.16, which is higher than the AAPL Sharpe Ratio of 1.10. 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
2.16
1.10
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 0.54%.


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
0.44%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%JuneJulyAugustSeptemberOctoberNovember0
-3.92%
VKSIX
AAPL

Volatility

VKSIX vs. AAPL - Volatility Comparison

The current volatility for Virtus KAR Small-Mid Cap Core Fund (VKSIX) is 3.84%, while Apple Inc (AAPL) has a volatility of 5.17%. 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
3.84%
5.17%
VKSIX
AAPL