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BRHYX vs. SAMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRHYX vs. SAMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and Virtus Seix Floating Rate High Income Fund (SAMBX). The values are adjusted to include any dividend payments, if applicable.

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BRHYX vs. SAMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRHYX
BlackRock High Yield K
-1.71%9.44%8.65%13.26%-11.18%5.47%5.98%15.65%-2.67%8.34%
SAMBX
Virtus Seix Floating Rate High Income Fund
-0.19%5.88%7.03%11.21%-0.86%4.86%0.41%6.66%0.24%3.89%

Returns By Period

In the year-to-date period, BRHYX achieves a -1.71% return, which is significantly lower than SAMBX's -0.19% return. Over the past 10 years, BRHYX has outperformed SAMBX with an annualized return of 6.02%, while SAMBX has yielded a comparatively lower 4.74% annualized return.


BRHYX

1D
0.14%
1M
-2.23%
YTD
-1.71%
6M
0.07%
1Y
6.68%
3Y*
8.40%
5Y*
4.20%
10Y*
6.02%

SAMBX

1D
0.00%
1M
0.00%
YTD
-0.19%
6M
1.53%
1Y
5.58%
3Y*
6.95%
5Y*
5.16%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRHYX vs. SAMBX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is lower than SAMBX's 0.64% expense ratio.


Return for Risk

BRHYX vs. SAMBX — Risk / Return Rank

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

BRHYX
BRHYX Risk / Return Rank: 8989
Overall Rank
BRHYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 9090
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 8989
Martin Ratio Rank

SAMBX
SAMBX Risk / Return Rank: 9494
Overall Rank
SAMBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SAMBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SAMBX Omega Ratio Rank: 9797
Omega Ratio Rank
SAMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SAMBX Martin Ratio Rank: 9393
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.

BRHYX vs. SAMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Virtus Seix Floating Rate High Income Fund (SAMBX). 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.


BRHYXSAMBXDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.10

-0.30

Sortino ratio

Return per unit of downside risk

2.55

3.61

-1.05

Omega ratio

Gain probability vs. loss probability

1.40

1.70

-0.29

Calmar ratio

Return relative to maximum drawdown

2.10

2.54

-0.44

Martin ratio

Return relative to average drawdown

9.78

11.64

-1.86

BRHYX vs. SAMBX - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 1.80, which is comparable to the SAMBX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BRHYX and SAMBX, 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


BRHYXSAMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.10

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

1.78

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

1.21

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.17

+0.04

Correlation

The correlation between BRHYX and SAMBX is 0.57, 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

BRHYX vs. SAMBX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 6.75%, less than SAMBX's 7.07% yield.


TTM20252024202320222021202020192018201720162015
BRHYX
BlackRock High Yield K
6.75%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%
SAMBX
Virtus Seix Floating Rate High Income Fund
7.07%7.78%8.21%8.21%5.34%3.03%4.03%5.28%5.15%4.28%4.79%4.91%

Drawdowns

BRHYX vs. SAMBX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, which is greater than SAMBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for BRHYX and SAMBX.


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Drawdown Indicators


BRHYXSAMBXDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-24.74%

-10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-2.22%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-5.66%

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-20.91%

-2.29%

Current Drawdown

Current decline from peak

-2.26%

-0.32%

-1.94%

Average Drawdown

Average peak-to-trough decline

-2.75%

-1.60%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.51%

+0.19%

Volatility

BRHYX vs. SAMBX - Volatility Comparison

BlackRock High Yield K (BRHYX) has a higher volatility of 1.29% compared to Virtus Seix Floating Rate High Income Fund (SAMBX) at 0.69%. This indicates that BRHYX's price experiences larger fluctuations and is considered to be riskier than SAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRHYXSAMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.69%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

1.77%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

2.92%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

2.92%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

3.93%

+2.00%