VKSIX vs. VHCOX
VKSIX (Virtus KAR Small-Mid Cap Core Fund) and VHCOX (Vanguard Capital Opportunity Fund Investor Shares) are both Mid Cap Growth Equities funds. Over the past 5 years, VKSIX returned -0.67%/yr vs 12.69%/yr for VHCOX. Their correlation of 0.81 means they have usually moved in the same direction. VKSIX charges 1.02%/yr vs 0.40%/yr for VHCOX.
Performance
VKSIX vs. VHCOX - Performance Comparison
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Returns By Period
In the year-to-date period, VKSIX achieves a -4.34% return, which is significantly lower than VHCOX's 20.16% return.
VKSIX
- 1D
- -0.22%
- 1M
- -1.28%
- 6M
- -6.80%
- YTD
- -4.34%
- 1Y
- -10.41%
- 3Y*
- 1.45%
- 5Y*
- -0.67%
- 10Y*
- —
- ALL TIME*
- 8.26%
VHCOX
- 1D
- -0.01%
- 1M
- -3.89%
- 6M
- 13.24%
- YTD
- 20.16%
- 1Y
- 43.28%
- 3Y*
- 22.48%
- 5Y*
- 12.69%
- 10Y*
- 16.08%
- ALL TIME*
- 13.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VKSIX vs. VHCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VKSIX Virtus KAR Small-Mid Cap Core Fund | -4.34% | -4.36% | 9.07% | 23.61% | -23.83% | 19.54% | 33.45% | 38.81% | -6.68% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 20.16% | 25.74% | 14.00% | 25.55% | -17.61% | 20.85% | 22.73% | 27.20% | -9.22% |
Correlation
The correlation between VKSIX and VHCOX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.81 |
Over the past year, the correlation between VKSIX and VHCOX has dropped to 0.49 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
VKSIX vs. VHCOX — Risk / Return Rank
VKSIX
VHCOX
VKSIX vs. VHCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VKSIX | VHCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.37 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.35 | -4.06 |
| Martin ratioReturn relative to average drawdown | -1.32 | 12.16 | -13.48 |
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Drawdowns
VKSIX vs. VHCOX - Drawdown Comparison
The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum VHCOX drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for VKSIX and VHCOX.
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Drawdown Indicators
| VKSIX | VHCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.59% | -54.76% | +19.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -12.43% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -23.87% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.49% | -27.59% | -4.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -15.65% | -7.93% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -9.97% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 3.42% | +5.02% |
Volatility
VKSIX vs. VHCOX - Volatility Comparison
The current volatility for Virtus KAR Small-Mid Cap Core Fund (VKSIX) is 4.88%, while Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a volatility of 6.42%. This indicates that VKSIX experiences smaller price fluctuations and is considered to be less risky than VHCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKSIX | VHCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 6.42% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 17.10% | -4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.22% | 20.12% | -3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 20.40% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 20.51% | +0.38% |
VKSIX vs. VHCOX - Expense Ratio Comparison
VKSIX has a 1.02% expense ratio, which is higher than VHCOX's 0.40% expense ratio.
Dividends
VKSIX vs. VHCOX - Dividend Comparison
VKSIX's dividend yield for the trailing twelve months is around 0.36%, less than VHCOX's 8.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 8.00% | 9.62% | 8.16% | 2.33% | 9.26% | 10.44% | 9.10% | 6.41% | 12.11% | 3.87% | 5.66% | 5.30% |
VKSIX Virtus KAR Small-Mid Cap Core Fund | 0.36% | 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 VHCOX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VHCOX has higher volatility (6.42%) compared to VKSIX (4.88%). In terms of maximum drawdown, VKSIX dropped -35.59% vs VHCOX's -54.76%.
VHCOX currently has the higher Sharpe Ratio (2.08 vs -0.69), 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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