VKSIX vs. ^GSPC
Compare and contrast key facts about Virtus KAR Small-Mid Cap Core Fund (VKSIX) and S&P 500 (^GSPC).
VKSIX is managed by Virtus. It was launched on Mar 7, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VKSIX or ^GSPC.
Performance
VKSIX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VKSIX achieves a 16.27% return, which is significantly lower than ^GSPC's 25.15% return.
VKSIX
16.27%
4.67%
11.44%
27.30%
12.21%
N/A
^GSPC
25.15%
2.74%
12.53%
30.93%
13.79%
11.18%
Key characteristics
| VKSIX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.80 | 2.53 |
| Sortino Ratio | 2.52 | 3.39 |
| Omega Ratio | 1.29 | 1.47 |
| Calmar Ratio | 1.55 | 3.65 |
| Martin Ratio | 8.85 | 16.21 |
| Ulcer Index | 3.09% | 1.91% |
| Daily Std Dev | 15.17% | 12.23% |
| Max Drawdown | -35.59% | -56.78% |
| Current Drawdown | -0.18% | -0.53% |
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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.
Risk-Adjusted Performance
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.
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.
Volatility
VKSIX vs. ^GSPC - Volatility Comparison
Virtus KAR Small-Mid Cap Core Fund (VKSIX) has a higher volatility of 4.36% compared to S&P 500 (^GSPC) at 3.97%. 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.