PortfoliosLab logoPortfoliosLab logo
DRMCX vs. ASHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRMCX vs. ASHIX - Performance Comparison

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

Loading graphics...

DRMCX vs. ASHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRMCX
Virtus Mid-Cap Growth Fund
-8.21%18.09%20.49%24.81%-32.59%14.91%55.27%41.73%-11.16%25.08%
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%

Returns By Period

In the year-to-date period, DRMCX achieves a -8.21% return, which is significantly lower than ASHIX's -0.96% return. Over the past 10 years, DRMCX has outperformed ASHIX with an annualized return of 12.78%, while ASHIX has yielded a comparatively lower 5.13% annualized return.


DRMCX

1D
-1.97%
1M
-11.04%
YTD
-8.21%
6M
-11.23%
1Y
17.59%
3Y*
14.82%
5Y*
4.29%
10Y*
12.78%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DRMCX vs. ASHIX - Expense Ratio Comparison

DRMCX has a 0.83% expense ratio, which is higher than ASHIX's 0.60% expense ratio.


Return for Risk

DRMCX vs. ASHIX — Risk / Return Rank

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

DRMCX
DRMCX Risk / Return Rank: 3333
Overall Rank
DRMCX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DRMCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DRMCX Omega Ratio Rank: 2929
Omega Ratio Rank
DRMCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DRMCX Martin Ratio Rank: 3333
Martin Ratio Rank

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
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.

DRMCX vs. ASHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) and Virtus Short Duration High Income Fund (ASHIX). 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.


DRMCXASHIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.70

-1.01

Sortino ratio

Return per unit of downside risk

1.13

2.42

-1.30

Omega ratio

Gain probability vs. loss probability

1.15

1.40

-0.25

Calmar ratio

Return relative to maximum drawdown

1.04

1.80

-0.76

Martin ratio

Return relative to average drawdown

3.54

8.22

-4.68

DRMCX vs. ASHIX - Sharpe Ratio Comparison

The current DRMCX Sharpe Ratio is 0.69, which is lower than the ASHIX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DRMCX and ASHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRMCXASHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.70

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.34

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

1.24

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.35

-1.20

Correlation

The correlation between DRMCX and ASHIX is 0.40, 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

DRMCX vs. ASHIX - Dividend Comparison

DRMCX's dividend yield for the trailing twelve months is around 18.01%, more than ASHIX's 6.15% yield.


TTM20252024202320222021202020192018201720162015
DRMCX
Virtus Mid-Cap Growth Fund
18.01%16.53%0.00%0.00%0.00%27.44%9.02%4.12%14.34%8.78%7.35%5.65%
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%

Drawdowns

DRMCX vs. ASHIX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -86.34%, which is greater than ASHIX's maximum drawdown of -19.54%. Use the drawdown chart below to compare losses from any high point for DRMCX and ASHIX.


Loading graphics...

Drawdown Indicators


DRMCXASHIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-19.54%

-66.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-2.59%

-11.23%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-9.33%

-34.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-19.54%

-23.93%

Current Drawdown

Current decline from peak

-13.75%

-1.62%

-12.13%

Average Drawdown

Average peak-to-trough decline

-45.07%

-0.99%

-44.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

0.57%

+3.50%

Volatility

DRMCX vs. ASHIX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 7.09% compared to Virtus Short Duration High Income Fund (ASHIX) at 0.90%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than ASHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRMCXASHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

0.90%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

1.81%

+12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.06%

2.85%

+22.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

3.39%

+20.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

4.14%

+19.34%