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MERFX vs. SAMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MERFX vs. SAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Merger Fund (MERFX) and Virtus Seix Total Return Bond Fund (SAMFX). The values are adjusted to include any dividend payments, if applicable.

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MERFX vs. SAMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MERFX
The Merger Fund
0.46%8.11%3.27%4.17%0.71%-0.19%4.87%5.96%7.68%2.39%
SAMFX
Virtus Seix Total Return Bond Fund
-0.55%6.87%0.43%4.35%-13.57%-1.44%10.24%7.12%-0.32%2.68%

Returns By Period

In the year-to-date period, MERFX achieves a 0.46% return, which is significantly higher than SAMFX's -0.55% return. Over the past 10 years, MERFX has outperformed SAMFX with an annualized return of 3.88%, while SAMFX has yielded a comparatively lower 1.41% annualized return.


MERFX

1D
0.00%
1M
0.00%
YTD
0.46%
6M
1.84%
1Y
6.26%
3Y*
5.30%
5Y*
3.09%
10Y*
3.88%

SAMFX

1D
0.54%
1M
-2.30%
YTD
-0.55%
6M
0.49%
1Y
3.56%
3Y*
2.52%
5Y*
-0.33%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MERFX vs. SAMFX - Expense Ratio Comparison

MERFX has a 1.50% expense ratio, which is higher than SAMFX's 0.46% expense ratio.


Return for Risk

MERFX vs. SAMFX — Risk / Return Rank

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

MERFX
MERFX Risk / Return Rank: 9999
Overall Rank
MERFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MERFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MERFX Omega Ratio Rank: 9898
Omega Ratio Rank
MERFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MERFX Martin Ratio Rank: 100100
Martin Ratio Rank

SAMFX
SAMFX Risk / Return Rank: 5050
Overall Rank
SAMFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SAMFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SAMFX Omega Ratio Rank: 3535
Omega Ratio Rank
SAMFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SAMFX Martin Ratio Rank: 4949
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.

MERFX vs. SAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Merger Fund (MERFX) and Virtus Seix Total Return Bond Fund (SAMFX). 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.


MERFXSAMFXDifference

Sharpe ratio

Return per unit of total volatility

4.24

0.96

+3.28

Sortino ratio

Return per unit of downside risk

8.05

1.37

+6.69

Omega ratio

Gain probability vs. loss probability

2.09

1.17

+0.92

Calmar ratio

Return relative to maximum drawdown

12.42

1.63

+10.79

Martin ratio

Return relative to average drawdown

58.81

4.81

+54.00

MERFX vs. SAMFX - Sharpe Ratio Comparison

The current MERFX Sharpe Ratio is 4.24, which is higher than the SAMFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MERFX and SAMFX, 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


MERFXSAMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.24

0.96

+3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

-0.06

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.29

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.57

+0.11

Correlation

The correlation between MERFX and SAMFX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MERFX vs. SAMFX - Dividend Comparison

MERFX's dividend yield for the trailing twelve months is around 7.38%, more than SAMFX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
MERFX
The Merger Fund
7.38%7.42%3.24%2.59%3.50%0.27%3.31%1.34%4.52%0.59%0.32%1.25%
SAMFX
Virtus Seix Total Return Bond Fund
3.85%4.25%3.57%3.16%3.33%1.09%1.99%1.95%2.09%2.36%3.59%2.12%

Drawdowns

MERFX vs. SAMFX - Drawdown Comparison

The maximum MERFX drawdown since its inception was -20.82%, which is greater than SAMFX's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for MERFX and SAMFX.


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Drawdown Indicators


MERFXSAMFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.82%

-18.72%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.52%

-2.82%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-17.95%

+12.00%

Max Drawdown (10Y)

Largest decline over 10 years

-9.35%

-18.72%

+9.37%

Current Drawdown

Current decline from peak

-0.17%

-5.71%

+5.54%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.50%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.96%

-0.85%

Volatility

MERFX vs. SAMFX - Volatility Comparison

The current volatility for The Merger Fund (MERFX) is 0.47%, while Virtus Seix Total Return Bond Fund (SAMFX) has a volatility of 1.60%. This indicates that MERFX experiences smaller price fluctuations and is considered to be less risky than SAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MERFXSAMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.60%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

2.52%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

4.37%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

5.84%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

4.87%

-1.11%