PortfoliosLab logoPortfoliosLab logo
CPHY vs. SEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPHY vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Compoundr High Yield Bond ETF (CPHY) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CPHY achieves a 0.43% return, which is significantly lower than SEIX's 2.94% return.


CPHY

1D
-0.01%
1M
-0.38%
6M
-0.17%
YTD
0.43%
1Y
3Y*
5Y*
10Y*
ALL TIME*

SEIX

1D
-0.02%
1M
0.68%
6M
3.10%
YTD
2.94%
1Y
5.43%
3Y*
7.15%
5Y*
5.78%
10Y*
ALL TIME*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$47.80K$33.82K$41.16K
$1.82M$1.54M$1.82M

CPHY vs. SEIX - Yearly Performance Comparison


2026 (YTD)2025
CPHY
F/m Compoundr High Yield Bond ETF
0.43%2.43%
SEIX
Virtus Seix Senior Loan ETF
2.94%2.20%

Correlation

The correlation between CPHY and SEIX is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 12, 2025

0.37

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CPHY vs. SEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CPHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SEIX
SEIX Risk / Return Rank: 9696
Overall Rank
SEIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9797
Omega Ratio Rank
SEIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SEIX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CPHY vs. SEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Compoundr High Yield Bond ETF (CPHY) and Virtus Seix Senior Loan ETF (SEIX). 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.


CPHYSEIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.71

Calmar ratioReturn relative to maximum drawdown

4.70

Martin ratioReturn relative to average drawdown

18.68

CPHY vs. SEIX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CPHY vs. SEIX - Drawdown Comparison

The maximum CPHY drawdown since its inception was -2.51%, smaller than the maximum SEIX drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for CPHY and SEIX.


Loading charts...

Drawdown Indicators


CPHYSEIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.51%

-17.51%

+15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-6.69%

Current Drawdown

Current decline from peak

-0.56%

-0.20%

-0.36%

Average Drawdown

Average peak-to-trough decline

-0.54%

-0.86%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

CPHY vs. SEIX - Volatility Comparison


Loading charts...

Volatility by Period


CPHYSEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

1.63%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

2.92%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

4.29%

-0.84%

CPHY vs. SEIX - Expense Ratio Comparison

CPHY has a 0.35% expense ratio, which is lower than SEIX's 0.57% expense ratio.


Dividends

CPHY vs. SEIX - Dividend Comparison

CPHY has not paid dividends to shareholders, while SEIX's dividend yield for the trailing twelve months is around 7.16%.


PositionTTM2025202420232022202120202019
CPHY
F/m Compoundr High Yield Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEIX
Virtus Seix Senior Loan ETF
7.16%7.52%8.09%8.74%5.76%4.16%3.75%3.82%

Frequently Asked Questions


CPHY and SEIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CPHY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CPHY is cheaper with a 0.35% expense ratio, compared with 0.57% for SEIX.

SEIX has the higher dividend yield at 7.16%, compared with 0.00% for CPHY.

CPHY is categorized as High Yield Bonds, while SEIX is Bank Loan. They also come from different issuers: F/m and Virtus. Their fees differ too: 0.35% for CPHY and 0.57% for SEIX.

Portfolio Optimizer

Find the right allocation for CPHY and SEIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer