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Vertical Capital Income Fund (VCIFX) Sharpe Ratio: 0.92

VCIFX's Sharpe Ratio of 0.92 indicates that for each unit of volatility, it generates 0.92 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VCIFX Sharpe Ratio Rank

VCIFX Sharpe Ratio Rank: 45.646
Average

VCIFX ranks above 45.6% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

VCIFX Sharpe Ratio Market Positioning

The chart shows VCIFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.66 or lower
  • Yellow zone (middle 50%): 0.66 to 1.37
  • Green zone (top 25%): 1.37 or higher
  • Top 1%: 3.58+
  • Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Vertical Capital Income Fund's Sharpe Ratio with other mutual funds in the Global Bonds category across multiple time periods, showing how VCIFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DFSHXDFA Selectively Hedged Global Fixed Income Portfolio3.11
PYGSXPayden Global Low Duration Fund2.57
PRSNXT. Rowe Price Global Multi-Sector Bond Fund2.57
EAIIXEaton Vance Global Bond Fund2.42
TNBMXT. Rowe Price International Bond Fund (USD Hedged)2.36
SEBFXSaturna Sustainable Bond Fund1.97
DGFFXDestinations Global Fixed Income Opportunities Fund1.89
SAXIXSA Global Fixed Income Fund1.80
DFGFXDFA Two Year Global Fixed Income Portfolio1.71
HFADXJanus Henderson Developed World Bond Fund Class D1.70
VCIFXVertical Capital Income Fund0.92

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VCIFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VCIFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore VCIFX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

VCIFX Sortino Ratio