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ACTIX vs. VHYAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ACTIX vs. VHYAX

Last updated Jun 23, 2026

ACTIX (Advisors Capital Tactical Fixed Income Fund) and VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 5 years, ACTIX returned 0.73%/yr vs 12.39%/yr for VHYAX. At a 0.40 correlation, their price movements are largely independent. ACTIX charges 2.09%/yr vs 0.08%/yr for VHYAX.

Performance

ACTIX vs. VHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital Tactical Fixed Income Fund (ACTIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACTIX achieves a 0.31% return, which is significantly lower than VHYAX's 11.58% return.

ACTIX

1D
0.31%
1M
0.74%
YTD
0.31%
6M
0.46%
1Y
3.84%
3Y*
4.60%
5Y*
0.73%
10Y*
—

VHYAX

1D
0.06%
1M
0.34%
YTD
11.58%
6M
10.99%
1Y
25.03%
3Y*
17.41%
5Y*
12.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACTIX vs. VHYAX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ACTIX
Advisors Capital Tactical Fixed Income Fund		0.31%6.08%3.07%5.97%-9.94%0.75%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares		11.58%15.39%17.39%6.68%-0.45%16.10%

Correlation

The correlation between ACTIX and VHYAX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.40

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Advisors Capital Tactical Fixed Income Fund

Vanguard High Dividend Yield Index Fund Admiral Shares

Often compared with ACTIX:
ACTIX vs. CILGXACTIX vs. FETKXACTIX vs. TORYXACTIX vs. BRLVXACTIX vs. FDETXACTIX vs. QRVLXACTIX vs. VWNAX
Often compared with VHYAX:
VHYAX vs. SCHDVHYAX vs. VDIGXVHYAX vs. VYMIVHYAX vs. VIHAXVHYAX vs. VEIPXVHYAX vs. VOOVHYAX vs. SPY

Return for Risk

ACTIX vs. VHYAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACTIX
ACTIX Risk / Return Rank: 1818
Overall Rank
ACTIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 1818
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 2020
Martin Ratio Rank
VHYAX
VHYAX Risk / Return Rank: 8080
Overall Rank
VHYAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VHYAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VHYAX Omega Ratio Rank: 7474
Omega Ratio Rank
VHYAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VHYAX Martin Ratio Rank: 8282
Martin Ratio Rank
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.

ACTIX vs. VHYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital Tactical Fixed Income Fund (ACTIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.

ACTIXVHYAXDifference
Sharpe ratioReturn per unit of total volatility
1.12
2.42

-1.31

Sortino ratioReturn per unit of downside risk
1.64
3.45

-1.81

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.23

Calmar ratioReturn relative to maximum drawdown

1.40

3.76

-2.35

Martin ratioReturn relative to average drawdown

4.69

14.10

-9.41

ACTIX vs. VHYAX - Sharpe Ratio Comparison

The current ACTIX Sharpe Ratio is 1.12, which is lower than the VHYAX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ACTIX and VHYAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ACTIX vs. VHYAX - Drawdown Comparison

The maximum ACTIX drawdown since its inception was -14.29%, smaller than the maximum VHYAX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for ACTIX and VHYAX.

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Drawdown Indicators

ACTIXVHYAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-35.14%

+20.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-6.75%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-14.42%

+10.47%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-15.87%

+1.58%

Current Drawdown

Current decline from peak

-0.83%

-1.19%

+0.36%

Average Drawdown

Average peak-to-trough decline

-4.97%

-3.76%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.79%

-0.92%

Volatility

ACTIX vs. VHYAX - Volatility Comparison

The current volatility for Advisors Capital Tactical Fixed Income Fund (ACTIX) is 1.13%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 3.09%. This indicates that ACTIX experiences smaller price fluctuations and is considered to be less risky than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ACTIXVHYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

3.09%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

7.73%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

10.46%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

13.99%

-9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.61%

17.93%

-13.32%

ACTIX vs. VHYAX - Expense Ratio Comparison

ACTIX has a 2.09% expense ratio, which is higher than VHYAX's 0.08% expense ratio.

Dividends

ACTIX vs. VHYAX - Dividend Comparison

ACTIX's dividend yield for the trailing twelve months is around 3.08%, more than VHYAX's 2.27% yield.

PositionTTM2025202420232022202120202019
ACTIX
Advisors Capital Tactical Fixed Income Fund		3.08%3.09%3.18%2.44%1.10%0.45%0.00%0.00%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares		2.27%2.42%2.72%3.09%2.98%2.74%3.16%3.00%

Frequently Asked Questions

ACTIX and VHYAX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VHYAX has higher volatility (3.09%) compared to ACTIX (1.13%). In terms of maximum drawdown, ACTIX dropped -14.29% vs VHYAX's -35.14%.

VHYAX currently has the higher Sharpe Ratio (2.42 vs 1.12), 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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