VKSIX vs. QQQ
Compare and contrast key facts about Virtus KAR Small-Mid Cap Core Fund (VKSIX) and Invesco QQQ (QQQ).
VKSIX is managed by Virtus. It was launched on Mar 7, 2018. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VKSIX or QQQ.
Performance
VKSIX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, VKSIX achieves a 14.93% return, which is significantly lower than QQQ's 23.84% return.
VKSIX
14.93%
2.97%
11.53%
25.83%
11.96%
N/A
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| VKSIX | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.74 | 1.78 |
| Sortino Ratio | 2.44 | 2.37 |
| Omega Ratio | 1.29 | 1.32 |
| Calmar Ratio | 1.50 | 2.28 |
| Martin Ratio | 8.52 | 8.27 |
| Ulcer Index | 3.09% | 3.73% |
| Daily Std Dev | 15.14% | 17.37% |
| Max Drawdown | -35.59% | -82.98% |
| Current Drawdown | -1.33% | -1.78% |
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VKSIX vs. QQQ - Expense Ratio Comparison
VKSIX has a 1.02% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between VKSIX and QQQ is 0.78, 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.
Risk-Adjusted Performance
VKSIX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and Invesco QQQ (QQQ). 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.
Dividends
VKSIX vs. QQQ - Dividend Comparison
VKSIX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VKSIX vs. QQQ - Drawdown Comparison
The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VKSIX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VKSIX vs. QQQ - Volatility Comparison
The current volatility for Virtus KAR Small-Mid Cap Core Fund (VKSIX) is 4.25%, while Invesco QQQ (QQQ) has a volatility of 5.41%. This indicates that VKSIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.