PFX vs. VEA

In the year-to-date period, PFX achieves a -0.34% return, which is significantly lower than VEA's 16.76% return. Over the past 10 years, PFX has underperformed VEA with an annualized return of -7.44%, while VEA has yielded a comparatively higher 6.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) and Vanguard FTSE Developed Markets ETF (VEA). 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.

The current PFX Sharpe Ratio is 0.70, which is comparable to the VEA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PFX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFX's dividend yield for the trailing twelve months is around 2.92%, more than VEA's 2.81% yield.

The maximum PFX drawdown since its inception was -95.35%, which is greater than VEA's maximum drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for PFX and VEA.

PhenixFIN Corporation (PFX) has a higher volatility of 4.15% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.04%. This indicates that PFX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.