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ASHIX vs. AWTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASHIX vs. AWTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Short Duration High Income Fund (ASHIX) and Virtus Water Fund (AWTAX). The values are adjusted to include any dividend payments, if applicable.

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ASHIX vs. AWTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASHIX
Virtus Short Duration High Income Fund
-0.96%6.61%7.61%12.55%-5.21%5.35%6.00%7.97%-0.03%4.27%
AWTAX
Virtus Water Fund
-2.95%11.87%5.25%11.99%-21.01%25.39%16.68%32.78%-12.50%21.99%

Returns By Period

In the year-to-date period, ASHIX achieves a -0.96% return, which is significantly higher than AWTAX's -2.95% return. Over the past 10 years, ASHIX has underperformed AWTAX with an annualized return of 5.13%, while AWTAX has yielded a comparatively higher 7.71% annualized return.


ASHIX

1D
0.15%
1M
-1.62%
YTD
-0.96%
6M
0.17%
1Y
4.90%
3Y*
7.57%
5Y*
4.53%
10Y*
5.13%

AWTAX

1D
0.77%
1M
-10.19%
YTD
-2.95%
6M
-4.73%
1Y
7.28%
3Y*
6.88%
5Y*
3.78%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASHIX vs. AWTAX - Expense Ratio Comparison

ASHIX has a 0.60% expense ratio, which is lower than AWTAX's 1.22% expense ratio.


Return for Risk

ASHIX vs. AWTAX — Risk / Return Rank

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

ASHIX
ASHIX Risk / Return Rank: 8585
Overall Rank
ASHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ASHIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ASHIX Omega Ratio Rank: 9090
Omega Ratio Rank
ASHIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
ASHIX Martin Ratio Rank: 8282
Martin Ratio Rank

AWTAX
AWTAX Risk / Return Rank: 1919
Overall Rank
AWTAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AWTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AWTAX Omega Ratio Rank: 1616
Omega Ratio Rank
AWTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AWTAX Martin Ratio Rank: 2020
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.

ASHIX vs. AWTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Short Duration High Income Fund (ASHIX) and Virtus Water Fund (AWTAX). 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.


ASHIXAWTAXDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.51

+1.19

Sortino ratio

Return per unit of downside risk

2.42

0.81

+1.61

Omega ratio

Gain probability vs. loss probability

1.40

1.10

+0.30

Calmar ratio

Return relative to maximum drawdown

1.80

0.62

+1.18

Martin ratio

Return relative to average drawdown

8.22

2.11

+6.11

ASHIX vs. AWTAX - Sharpe Ratio Comparison

The current ASHIX Sharpe Ratio is 1.70, which is higher than the AWTAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ASHIX and AWTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASHIXAWTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.51

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

0.22

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.24

0.45

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.31

+1.04

Correlation

The correlation between ASHIX and AWTAX is 0.43, 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

ASHIX vs. AWTAX - Dividend Comparison

ASHIX's dividend yield for the trailing twelve months is around 6.15%, less than AWTAX's 12.29% yield.


TTM20252024202320222021202020192018201720162015
ASHIX
Virtus Short Duration High Income Fund
6.15%6.68%7.01%6.45%6.22%5.53%5.95%5.41%5.64%5.02%5.36%6.44%
AWTAX
Virtus Water Fund
12.29%11.93%7.78%3.30%0.42%7.72%1.61%2.98%3.71%2.43%0.99%0.38%

Drawdowns

ASHIX vs. AWTAX - Drawdown Comparison

The maximum ASHIX drawdown since its inception was -19.54%, smaller than the maximum AWTAX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for ASHIX and AWTAX.


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Drawdown Indicators


ASHIXAWTAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.54%

-54.12%

+34.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-10.95%

+8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.33%

-30.85%

+21.52%

Max Drawdown (10Y)

Largest decline over 10 years

-19.54%

-32.78%

+13.24%

Current Drawdown

Current decline from peak

-1.62%

-10.27%

+8.65%

Average Drawdown

Average peak-to-trough decline

-0.99%

-9.92%

+8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

3.23%

-2.66%

Volatility

ASHIX vs. AWTAX - Volatility Comparison

The current volatility for Virtus Short Duration High Income Fund (ASHIX) is 0.90%, while Virtus Water Fund (AWTAX) has a volatility of 4.84%. This indicates that ASHIX experiences smaller price fluctuations and is considered to be less risky than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHIXAWTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

4.84%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

8.94%

-7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

14.71%

-11.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

17.10%

-13.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

17.26%

-13.12%