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VKSIX vs. IWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VKSIX vs. IWP - Performance Comparison

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

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VKSIX vs. IWP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VKSIX
Virtus KAR Small-Mid Cap Core Fund
-6.61%-4.36%9.07%23.61%-23.83%19.54%33.45%38.81%-6.68%
IWP
iShares Russell Mid-Cap Growth ETF
-5.91%8.45%21.86%25.70%-26.90%12.60%35.25%35.04%-7.29%

Returns By Period

In the year-to-date period, VKSIX achieves a -6.61% return, which is significantly lower than IWP's -5.91% return.


VKSIX

1D
2.55%
1M
-8.69%
YTD
-6.61%
6M
-10.38%
1Y
-7.96%
3Y*
3.69%
5Y*
0.09%
10Y*

IWP

1D
0.52%
1M
-5.80%
YTD
-5.91%
6M
-9.13%
1Y
9.02%
3Y*
12.74%
5Y*
4.89%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VKSIX vs. IWP - Expense Ratio Comparison

VKSIX has a 1.02% expense ratio, which is higher than IWP's 0.23% expense ratio.


Return for Risk

VKSIX vs. IWP — Risk / Return Rank

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

VKSIX
VKSIX Risk / Return Rank: 22
Overall Rank
VKSIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VKSIX Sortino Ratio Rank: 22
Sortino Ratio Rank
VKSIX Omega Ratio Rank: 22
Omega Ratio Rank
VKSIX Calmar Ratio Rank: 22
Calmar Ratio Rank
VKSIX Martin Ratio Rank: 22
Martin Ratio Rank

IWP
IWP Risk / Return Rank: 2525
Overall Rank
IWP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 2424
Sortino Ratio Rank
IWP Omega Ratio Rank: 2323
Omega Ratio Rank
IWP Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWP Martin Ratio Rank: 2626
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.

VKSIX vs. IWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and iShares Russell Mid-Cap Growth ETF (IWP). 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.


VKSIXIWPDifference

Sharpe ratio

Return per unit of total volatility

-0.39

0.39

-0.78

Sortino ratio

Return per unit of downside risk

-0.46

0.73

-1.19

Omega ratio

Gain probability vs. loss probability

0.95

1.10

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.45

0.68

-1.12

Martin ratio

Return relative to average drawdown

-1.22

2.10

-3.32

VKSIX vs. IWP - Sharpe Ratio Comparison

The current VKSIX Sharpe Ratio is -0.39, which is lower than the IWP Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VKSIX and IWP, 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


VKSIXIWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

0.39

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.22

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.41

-0.01

Correlation

The correlation between VKSIX and IWP is 0.89, 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.


Dividends

VKSIX vs. IWP - Dividend Comparison

VKSIX's dividend yield for the trailing twelve months is around 0.37%, more than IWP's 0.36% yield.


TTM20252024202320222021202020192018201720162015
VKSIX
Virtus KAR Small-Mid Cap Core Fund
0.37%0.34%0.43%0.00%0.00%1.13%0.01%0.00%1.47%0.00%0.00%0.00%
IWP
iShares Russell Mid-Cap Growth ETF
0.36%0.37%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%

Drawdowns

VKSIX vs. IWP - Drawdown Comparison

The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum IWP drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for VKSIX and IWP.


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Drawdown Indicators


VKSIXIWPDifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-56.92%

+21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-14.79%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-38.62%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

Current Drawdown

Current decline from peak

-17.65%

-11.22%

-6.43%

Average Drawdown

Average peak-to-trough decline

-8.73%

-9.71%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

4.76%

+1.35%

Volatility

VKSIX vs. IWP - Volatility Comparison

The current volatility for Virtus KAR Small-Mid Cap Core Fund (VKSIX) is 5.13%, while iShares Russell Mid-Cap Growth ETF (IWP) has a volatility of 7.02%. This indicates that VKSIX experiences smaller price fluctuations and is considered to be less risky than IWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VKSIXIWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

7.02%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

13.18%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

23.08%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

22.34%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

21.63%

-0.56%