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RAGHX vs. SHSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RAGHX vs. SHSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Health Sciences Fund (RAGHX) and Health Sciences Opportunities Fund Class Institutional (SHSSX). The values are adjusted to include any dividend payments, if applicable.

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RAGHX vs. SHSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAGHX
Virtus Health Sciences Fund
-11.12%7.23%-2.33%2.57%-11.64%25.44%13.76%26.69%4.37%17.33%
SHSSX
Health Sciences Opportunities Fund Class Institutional
-6.87%16.13%4.00%3.86%-5.72%12.17%19.54%25.63%8.24%25.02%

Returns By Period

In the year-to-date period, RAGHX achieves a -11.12% return, which is significantly lower than SHSSX's -6.87% return. Over the past 10 years, RAGHX has underperformed SHSSX with an annualized return of 6.74%, while SHSSX has yielded a comparatively higher 9.97% annualized return.


RAGHX

1D
0.53%
1M
-11.81%
YTD
-11.12%
6M
-0.26%
1Y
-3.34%
3Y*
-1.58%
5Y*
0.49%
10Y*
6.74%

SHSSX

1D
0.31%
1M
-9.09%
YTD
-6.87%
6M
4.09%
1Y
4.34%
3Y*
6.17%
5Y*
4.28%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RAGHX vs. SHSSX - Expense Ratio Comparison

RAGHX has a 1.37% expense ratio, which is higher than SHSSX's 0.84% expense ratio.


Return for Risk

RAGHX vs. SHSSX — Risk / Return Rank

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

RAGHX
RAGHX Risk / Return Rank: 33
Overall Rank
RAGHX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RAGHX Sortino Ratio Rank: 33
Sortino Ratio Rank
RAGHX Omega Ratio Rank: 33
Omega Ratio Rank
RAGHX Calmar Ratio Rank: 33
Calmar Ratio Rank
RAGHX Martin Ratio Rank: 33
Martin Ratio Rank

SHSSX
SHSSX Risk / Return Rank: 1212
Overall Rank
SHSSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSSX Omega Ratio Rank: 1010
Omega Ratio Rank
SHSSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SHSSX Martin Ratio Rank: 1212
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.

RAGHX vs. SHSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Health Sciences Fund (RAGHX) and Health Sciences Opportunities Fund Class Institutional (SHSSX). 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.


RAGHXSHSSXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.29

-0.44

Sortino ratio

Return per unit of downside risk

-0.07

0.52

-0.59

Omega ratio

Gain probability vs. loss probability

0.99

1.06

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.25

0.43

-0.68

Martin ratio

Return relative to average drawdown

-0.76

1.02

-1.78

RAGHX vs. SHSSX - Sharpe Ratio Comparison

The current RAGHX Sharpe Ratio is -0.14, which is lower than the SHSSX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of RAGHX and SHSSX, 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


RAGHXSHSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.29

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.30

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.61

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.69

-0.21

Correlation

The correlation between RAGHX and SHSSX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RAGHX vs. SHSSX - Dividend Comparison

RAGHX has not paid dividends to shareholders, while SHSSX's dividend yield for the trailing twelve months is around 10.63%.


TTM20252024202320222021202020192018201720162015
RAGHX
Virtus Health Sciences Fund
0.00%0.00%0.00%0.00%9.51%21.85%14.50%6.89%16.12%0.00%0.00%23.19%
SHSSX
Health Sciences Opportunities Fund Class Institutional
10.63%9.90%8.68%3.82%7.20%8.96%4.18%3.87%8.44%3.59%2.33%12.29%

Drawdowns

RAGHX vs. SHSSX - Drawdown Comparison

The maximum RAGHX drawdown since its inception was -40.23%, which is greater than SHSSX's maximum drawdown of -35.40%. Use the drawdown chart below to compare losses from any high point for RAGHX and SHSSX.


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Drawdown Indicators


RAGHXSHSSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.23%

-35.40%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-9.83%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-17.90%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

-28.34%

+0.33%

Current Drawdown

Current decline from peak

-16.13%

-9.56%

-6.57%

Average Drawdown

Average peak-to-trough decline

-7.06%

-5.98%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

4.17%

+0.56%

Volatility

RAGHX vs. SHSSX - Volatility Comparison

Virtus Health Sciences Fund (RAGHX) has a higher volatility of 4.94% compared to Health Sciences Opportunities Fund Class Institutional (SHSSX) at 4.61%. This indicates that RAGHX's price experiences larger fluctuations and is considered to be riskier than SHSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAGHXSHSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.61%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

9.73%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.36%

16.32%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

14.19%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

16.53%

+0.92%