SAMBX vs. VRIG
Compare and contrast key facts about Virtus Seix Floating Rate High Income Fund (SAMBX) and Invesco Variable Rate Investment Grade ETF (VRIG).
SAMBX is managed by Virtus. It was launched on Feb 28, 2006. VRIG is an actively managed fund by Invesco. It was launched on Sep 22, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAMBX or VRIG.
Key characteristics
| SAMBX | VRIG | |
|---|---|---|
| YTD Return | 8.01% | 5.93% |
| 1Y Return | 10.92% | 7.25% |
| 3Y Return (Ann) | 6.36% | 4.74% |
| 5Y Return (Ann) | 5.24% | 3.48% |
| Sharpe Ratio | 3.53 | 9.00 |
| Sortino Ratio | 10.56 | 19.45 |
| Omega Ratio | 3.05 | 4.46 |
| Calmar Ratio | 14.29 | 36.67 |
| Martin Ratio | 46.80 | 243.72 |
| Ulcer Index | 0.23% | 0.03% |
| Daily Std Dev | 3.09% | 0.81% |
| Max Drawdown | -24.89% | -13.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SAMBX and VRIG is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SAMBX vs. VRIG - Performance Comparison
In the year-to-date period, SAMBX achieves a 8.01% return, which is significantly higher than VRIG's 5.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SAMBX vs. VRIG - Expense Ratio Comparison
SAMBX has a 0.64% expense ratio, which is higher than VRIG's 0.30% expense ratio.
Risk-Adjusted Performance
SAMBX vs. VRIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Floating Rate High Income Fund (SAMBX) and Invesco Variable Rate Investment Grade ETF (VRIG). 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.
Dividends
SAMBX vs. VRIG - Dividend Comparison
SAMBX's dividend yield for the trailing twelve months is around 9.95%, more than VRIG's 6.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMBX Virtus Seix Floating Rate High Income Fund | 9.95% | 9.00% | 5.34% | 3.60% | 4.04% | 5.26% | 5.14% | 4.28% | 4.81% | 4.83% | 4.42% | 4.15% |
VRIG Invesco Variable Rate Investment Grade ETF | 6.18% | 5.96% | 2.39% | 0.77% | 1.56% | 3.13% | 2.89% | 2.31% | 0.60% | 0.00% | 0.00% | 0.00% |
Drawdowns
SAMBX vs. VRIG - Drawdown Comparison
The maximum SAMBX drawdown since its inception was -24.89%, which is greater than VRIG's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for SAMBX and VRIG. For additional features, visit the drawdowns tool.
Volatility
SAMBX vs. VRIG - Volatility Comparison
Virtus Seix Floating Rate High Income Fund (SAMBX) has a higher volatility of 0.64% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.25%. This indicates that SAMBX's price experiences larger fluctuations and is considered to be riskier than VRIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.