WCEIX vs. VKSIX
WCEIX (Virtus Westchester Event-Driven Fund) and VKSIX (Virtus KAR Small-Mid Cap Core Fund) are both mutual funds - WCEIX is a Event Driven fund managed by Virtus, while VKSIX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 5 years, WCEIX returned 3.19%/yr vs -0.62%/yr for VKSIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. WCEIX charges 1.63%/yr vs 1.02%/yr for VKSIX.
Performance
WCEIX vs. VKSIX - Performance Comparison
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Returns By Period
In the year-to-date period, WCEIX achieves a 1.26% return, which is significantly higher than VKSIX's -4.13% return.
WCEIX
- 1D
- 0.00%
- 1M
- -0.29%
- 6M
- 0.97%
- YTD
- 1.26%
- 1Y
- 3.23%
- 3Y*
- 5.82%
- 5Y*
- 3.19%
- 10Y*
- 4.62%
- ALL TIME*
- 3.88%
VKSIX
- 1D
- -1.64%
- 1M
- -1.07%
- 6M
- -6.03%
- YTD
- -4.13%
- 1Y
- -10.21%
- 3Y*
- 1.38%
- 5Y*
- -0.62%
- 10Y*
- —
- ALL TIME*
- 8.29%
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 |
WCEIX vs. VKSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCEIX Virtus Westchester Event-Driven Fund | 1.26% | 7.90% | 3.24% | 5.86% | -2.79% | 1.76% | 6.53% | 11.13% | 3.14% |
VKSIX Virtus KAR Small-Mid Cap Core Fund | -4.13% | -4.36% | 9.07% | 23.61% | -23.83% | 19.54% | 33.45% | 38.81% | -6.68% |
Correlation
The correlation between WCEIX and VKSIX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.61 |
The correlation between WCEIX and VKSIX has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
WCEIX vs. VKSIX — Risk / Return Rank
WCEIX
VKSIX
WCEIX vs. VKSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Event-Driven Fund (WCEIX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). 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.
| WCEIX | VKSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.90 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | -0.73 | +3.14 |
| Martin ratioReturn relative to average drawdown | 7.77 | -1.36 | +9.14 |
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Drawdowns
WCEIX vs. VKSIX - Drawdown Comparison
The maximum WCEIX drawdown since its inception was -21.65%, smaller than the maximum VKSIX drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for WCEIX and VKSIX.
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Drawdown Indicators
| WCEIX | VKSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -35.59% | +13.94% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -15.71% | +14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -4.21% | -20.29% | +16.08% |
Max Drawdown (5Y)Largest decline over 5 years | -7.95% | -32.49% | +24.54% |
Max Drawdown (10Y)Largest decline over 10 years | -21.65% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -15.47% | +15.09% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -9.01% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 8.67% | -8.25% |
Volatility
WCEIX vs. VKSIX - Volatility Comparison
The current volatility for Virtus Westchester Event-Driven Fund (WCEIX) is 0.89%, while Virtus KAR Small-Mid Cap Core Fund (VKSIX) has a volatility of 4.90%. This indicates that WCEIX experiences smaller price fluctuations and is considered to be less risky than VKSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCEIX | VKSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 4.90% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 12.20% | -9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 16.22% | -13.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 19.29% | -14.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 20.90% | -14.17% |
WCEIX vs. VKSIX - Expense Ratio Comparison
WCEIX has a 1.63% expense ratio, which is higher than VKSIX's 1.02% expense ratio.
Dividends
WCEIX vs. VKSIX - Dividend Comparison
WCEIX's dividend yield for the trailing twelve months is around 11.19%, more than VKSIX's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WCEIX Virtus Westchester Event-Driven Fund | 11.19% | 11.33% | 3.88% | 2.49% | 0.21% | 8.42% | 3.18% | 2.34% | 5.56% | 1.01% | 0.87% | 3.21% |
Frequently Asked Questions
WCEIX and VKSIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VKSIX has higher volatility (4.90%) compared to WCEIX (0.89%). In terms of maximum drawdown, WCEIX dropped -21.65% vs VKSIX's -35.59%.
WCEIX currently has the higher Sharpe Ratio (1.06 vs -0.71), 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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