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BXFIX vs. SAMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BXFIX vs. SAMBX - Performance Comparison

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

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BXFIX vs. SAMBX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BXFIX
MassMutual Global Floating Rate Fund
-1.61%4.72%6.83%10.26%-5.65%0.41%
SAMBX
Virtus Seix Floating Rate High Income Fund
-0.19%5.88%7.03%11.21%-0.86%0.39%

Returns By Period

In the year-to-date period, BXFIX achieves a -1.61% return, which is significantly lower than SAMBX's -0.19% return.


BXFIX

1D
-0.12%
1M
-0.36%
YTD
-1.61%
6M
-0.72%
1Y
2.60%
3Y*
5.35%
5Y*
10Y*

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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BXFIX vs. SAMBX - Expense Ratio Comparison

BXFIX has a 0.77% expense ratio, which is higher than SAMBX's 0.64% expense ratio.


Return for Risk

BXFIX vs. SAMBX — Risk / Return Rank

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

BXFIX
BXFIX Risk / Return Rank: 5959
Overall Rank
BXFIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BXFIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BXFIX Omega Ratio Rank: 8181
Omega Ratio Rank
BXFIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BXFIX Martin Ratio Rank: 4242
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.

BXFIX vs. SAMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Global Floating Rate Fund (BXFIX) 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.


BXFIXSAMBXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.10

-1.04

Sortino ratio

Return per unit of downside risk

1.65

3.61

-1.96

Omega ratio

Gain probability vs. loss probability

1.32

1.70

-0.38

Calmar ratio

Return relative to maximum drawdown

1.25

2.54

-1.29

Martin ratio

Return relative to average drawdown

4.34

11.64

-7.30

BXFIX vs. SAMBX - Sharpe Ratio Comparison

The current BXFIX Sharpe Ratio is 1.06, which is lower than the SAMBX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BXFIX 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


BXFIXSAMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.10

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.17

-0.06

Correlation

The correlation between BXFIX and SAMBX is 0.61, 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

BXFIX vs. SAMBX - Dividend Comparison

BXFIX's dividend yield for the trailing twelve months is around 6.91%, less than SAMBX's 7.07% yield.


TTM20252024202320222021202020192018201720162015
BXFIX
MassMutual Global Floating Rate Fund
6.91%7.58%7.30%6.10%4.35%0.30%0.00%0.00%0.00%0.00%0.00%0.00%
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

BXFIX vs. SAMBX - Drawdown Comparison

The maximum BXFIX drawdown since its inception was -9.12%, smaller than the maximum SAMBX drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for BXFIX and SAMBX.


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Drawdown Indicators


BXFIXSAMBXDifference

Max Drawdown

Largest peak-to-trough decline

-9.12%

-24.74%

+15.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-2.22%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-1.61%

-0.32%

-1.29%

Average Drawdown

Average peak-to-trough decline

-1.56%

-1.60%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.51%

+0.16%

Volatility

BXFIX vs. SAMBX - Volatility Comparison

MassMutual Global Floating Rate Fund (BXFIX) has a higher volatility of 0.84% compared to Virtus Seix Floating Rate High Income Fund (SAMBX) at 0.69%. This indicates that BXFIX'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


BXFIXSAMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.69%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

1.77%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

2.92%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

2.92%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

3.93%

-0.91%