VKSIX vs. ^GSPC

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

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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.

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.

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.