VKSIX vs. IWS
VKSIX (Virtus KAR Small-Mid Cap Core Fund) and IWS (iShares Russell Mid-Cap Value ETF) are both funds - VKSIX is a Mid Cap Growth Equities fund managed by Virtus, while IWS is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index. Over the past 5 years, VKSIX returned -0.04%/yr vs 8.37%/yr for IWS. Their correlation of 0.85 suggests significant overlap in exposure. VKSIX charges 1.02%/yr vs 0.23%/yr for IWS.
Performance
VKSIX vs. IWS - Performance Comparison
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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%
VKSIX vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
VKSIX
IWS
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.
| VKSIX | IWS | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VKSIX | IWS | Difference | |
|---|---|---|---|
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
| VKSIX | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.61% | -0.04% | -17.57% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -8.02% | -0.85% |
Ulcer IndexDepth 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
| VKSIX | IWS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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