WCFRX vs. PSTAX

Last updated Apr 1, 2026

Compare and contrast key facts about Virtus Westchester Credit Event Fund (WCFRX) and Virtus KAR Capital Growth Fund (PSTAX).

WCFRX is managed by Virtus. It was launched on Dec 28, 2017. PSTAX is managed by Virtus. It was launched on Oct 16, 1995.

Performance

WCFRX vs. PSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Westchester Credit Event Fund (WCFRX) and Virtus KAR Capital Growth Fund (PSTAX). The values are adjusted to include any dividend payments, if applicable.

WCFRX vs. PSTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WCFRX Virtus Westchester Credit Event Fund	-0.85%	4.37%	6.83%	9.23%	-5.28%	7.08%	16.26%	12.60%	-3.23%
PSTAX Virtus KAR Capital Growth Fund	-16.13%	6.85%	25.19%	34.35%	-35.74%	11.70%	46.13%	42.83%	-9.52%

Returns By Period

In the year-to-date period, WCFRX achieves a -0.85% return, which is significantly higher than PSTAX's -16.13% return.

WCFRX

• 1D: 0.00%
• 1M: -0.83%
• YTD: -0.85%
• 6M: -0.88%
• 1Y: 2.49%
• 3Y*: 5.44%
• 5Y*: 3.06%
• 10Y*: —

PSTAX

• 1D: -0.60%
• 1M: -11.00%
• YTD: -16.13%
• 6M: -17.04%
• 1Y: -4.28%
• 3Y*: 10.81%
• 5Y*: 1.96%
• 10Y*: 10.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WCFRX vs. PSTAX - Expense Ratio Comparison

WCFRX has a 1.90% expense ratio, which is higher than PSTAX's 1.20% expense ratio.

WCFRX

Virtus Westchester Credit Event Fund

PSTAX

Virtus KAR Capital Growth Fund

Return for Risk

WCFRX vs. PSTAX — Risk / Return Rank

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

WCFRX

WCFRX Risk / Return Rank: 53
WCFRX Sharpe Ratio Rank: 62
WCFRX Sortino Ratio Rank: 56
WCFRX Omega Ratio Rank: 66
WCFRX Calmar Ratio Rank: 44
WCFRX Martin Ratio Rank: 38

PSTAX

PSTAX Risk / Return Rank: 3
PSTAX Sharpe Ratio Rank: 3
PSTAX Sortino Ratio Rank: 3
PSTAX Omega Ratio Rank: 3
PSTAX Calmar Ratio Rank: 3
PSTAX Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCFRX vs. PSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) and Virtus KAR Capital Growth Fund (PSTAX). 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.

	WCFRX	PSTAX	Difference
Sharpe ratio Return per unit of total volatility	1.13	-0.20	+1.34
Sortino ratio Return per unit of downside risk	1.53	-0.15	+1.67
Omega ratio Gain probability vs. loss probability	1.25	0.98	+0.27
Calmar ratio Return relative to maximum drawdown	1.15	-0.33	+1.48
Martin ratio Return relative to average drawdown	4.05	-1.21	+5.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WCFRX vs. PSTAX - Sharpe Ratio Comparison

The current WCFRX Sharpe Ratio is 1.13, which is higher than the PSTAX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of WCFRX and PSTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WCFRX	PSTAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	-0.20	+1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.08	+0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.31	+0.52

Correlation

The correlation between WCFRX and PSTAX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WCFRX vs. PSTAX - Dividend Comparison

WCFRX's dividend yield for the trailing twelve months is around 6.88%, less than PSTAX's 9.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WCFRX Virtus Westchester Credit Event Fund	6.88%	5.82%	5.33%	4.15%	0.21%	13.79%	0.90%	2.99%	1.43%	0.00%	0.00%	0.00%
PSTAX Virtus KAR Capital Growth Fund	9.04%	7.58%	14.19%	6.07%	23.19%	7.73%	3.15%	2.71%	11.57%	6.28%	8.98%	4.59%

Drawdowns

WCFRX vs. PSTAX - Drawdown Comparison

The maximum WCFRX drawdown since its inception was -23.56%, smaller than the maximum PSTAX drawdown of -76.37%. Use the drawdown chart below to compare losses from any high point for WCFRX and PSTAX.

Drawdown Indicators

	WCFRX	PSTAX	Difference
Max Drawdown Largest peak-to-trough decline	-23.56%	-76.37%	+52.81%
Max Drawdown (1Y) Largest decline over 1 year	-2.09%	-19.58%	+17.49%
Max Drawdown (5Y) Largest decline over 5 years	-9.57%	-44.54%	+34.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.54%	—
Current Drawdown Current decline from peak	-1.79%	-24.83%	+23.04%
Average Drawdown Average peak-to-trough decline	-4.36%	-32.02%	+27.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.59%	5.39%	-4.80%

Volatility

WCFRX vs. PSTAX - Volatility Comparison

The current volatility for Virtus Westchester Credit Event Fund (WCFRX) is 0.69%, while Virtus KAR Capital Growth Fund (PSTAX) has a volatility of 6.17%. This indicates that WCFRX experiences smaller price fluctuations and is considered to be less risky than PSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCFRX	PSTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	6.17%	-5.48%
Volatility (6M) Calculated over the trailing 6-month period	1.26%	11.99%	-10.73%
Volatility (1Y) Calculated over the trailing 1-year period	2.21%	21.28%	-19.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.17%	25.09%	-20.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.64%	23.53%	-16.89%