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VKSIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VKSIX and ^GSPC is 0.86, 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.


Performance

VKSIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VKSIX:

0.31

^GSPC:

0.64

Sortino Ratio

VKSIX:

0.52

^GSPC:

1.01

Omega Ratio

VKSIX:

1.06

^GSPC:

1.15

Calmar Ratio

VKSIX:

0.25

^GSPC:

0.65

Martin Ratio

VKSIX:

0.75

^GSPC:

2.49

Ulcer Index

VKSIX:

6.74%

^GSPC:

4.96%

Daily Std Dev

VKSIX:

19.42%

^GSPC:

19.65%

Max Drawdown

VKSIX:

-35.59%

^GSPC:

-56.78%

Current Drawdown

VKSIX:

-6.11%

^GSPC:

-2.94%

Returns By Period

In the year-to-date period, VKSIX achieves a 2.27% return, which is significantly higher than ^GSPC's 1.39% return.


VKSIX

YTD

2.27%

1M

11.08%

6M

-1.28%

1Y

6.03%

3Y*

11.34%

5Y*

11.00%

10Y*

N/A

^GSPC

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

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S&P 500

Risk-Adjusted Performance

VKSIX vs. ^GSPC — Risk-Adjusted Performance Rank

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

VKSIX
The Risk-Adjusted Performance Rank of VKSIX is 3535
Overall Rank
The Sharpe Ratio Rank of VKSIX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VKSIX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VKSIX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VKSIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VKSIX is 3333
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VKSIX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC). 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.


The current VKSIX Sharpe Ratio is 0.31, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VKSIX and ^GSPC, 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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Drawdowns

VKSIX vs. ^GSPC - Drawdown Comparison

The maximum VKSIX drawdown since its inception was -35.59%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VKSIX and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

VKSIX vs. ^GSPC - Volatility Comparison

Virtus KAR Small-Mid Cap Core Fund (VKSIX) has a higher volatility of 5.83% compared to S&P 500 (^GSPC) at 5.42%. This indicates that VKSIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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