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VKSIX vs. IWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VKSIX vs. IWS - 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 Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VKSIX achieves a -6.56% return, which is significantly lower than IWS's 15.06% return.


VKSIX

1D
-0.71%
1M
-2.22%
YTD
-6.56%
6M
-7.63%
1Y
-9.43%
3Y*
3.69%
5Y*
-0.04%
10Y*

IWS

1D
-0.04%
1M
3.74%
YTD
15.06%
6M
15.13%
1Y
27.01%
3Y*
17.40%
5Y*
8.37%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VKSIX vs. IWS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VKSIX
Virtus KAR Small-Mid Cap Core Fund
-6.56%-4.36%9.07%23.61%-23.83%19.54%33.45%38.81%-6.68%
IWS
iShares Russell Mid-Cap Value ETF
15.06%10.82%12.91%12.52%-12.29%28.10%4.83%26.73%-9.62%

Correlation

The correlation between VKSIX and IWS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.86

The correlation between VKSIX and IWS has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

VKSIX vs. IWS — Risk / Return Rank

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

VKSIX
VKSIX Risk / Return Rank: 11
Overall Rank
VKSIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VKSIX Sortino Ratio Rank: 11
Sortino Ratio Rank
VKSIX Omega Ratio Rank: 11
Omega Ratio Rank
VKSIX Calmar Ratio Rank: 11
Calmar Ratio Rank
VKSIX Martin Ratio Rank: 11
Martin Ratio Rank

IWS
IWS Risk / Return Rank: 6565
Overall Rank
IWS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IWS Omega Ratio Rank: 5858
Omega Ratio Rank
IWS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWS Martin Ratio Rank: 7272
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. IWS - 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 Value ETF (IWS). 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.


VKSIXIWSDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.70

Omega ratioGain probability vs. loss probability

0.92

1.36

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.53

3.60

-4.13

Martin ratioReturn relative to average drawdown

-1.14

13.59

-14.73

VKSIX vs. IWS - Sharpe Ratio Comparison

The current VKSIX Sharpe Ratio is -0.57, which is lower than the IWS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VKSIX and IWS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VKSIXIWSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

2.06

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.49

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.42

-0.03

Drawdowns

VKSIX vs. IWS - Drawdown Comparison

The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for VKSIX and IWS.


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Drawdown Indicators


VKSIXIWSDifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-62.40%

+26.81%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-7.53%

-9.17%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-20.57%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-21.23%

-11.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

Current Drawdown

Current decline from peak

-17.61%

-0.04%

-17.57%

Average Drawdown

Average peak-to-trough decline

-8.87%

-8.02%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

1.99%

+5.75%

Volatility

VKSIX vs. IWS - Volatility Comparison

Virtus KAR Small-Mid Cap Core Fund (VKSIX) has a higher volatility of 4.27% compared to iShares Russell Mid-Cap Value ETF (IWS) at 3.40%. This indicates that VKSIX's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VKSIXIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

3.40%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

9.57%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

13.19%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

17.30%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

19.36%

+1.62%

VKSIX vs. IWS - Expense Ratio Comparison

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


Dividends

VKSIX vs. IWS - Dividend Comparison

VKSIX's dividend yield for the trailing twelve months is around 0.37%, less than IWS's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IWS
iShares Russell Mid-Cap Value ETF
1.34%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%
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%

Frequently Asked Questions


VKSIX and IWS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VKSIX has higher volatility (4.27%) compared to IWS (3.40%). In terms of maximum drawdown, VKSIX dropped -35.59% vs IWS's -62.40%.

IWS currently has the higher Sharpe Ratio (2.06 vs -0.57), 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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