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SAMBX vs. VRIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMBX vs. VRIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix Floating Rate High Income Fund (SAMBX) and Invesco Variable Rate Investment Grade ETF (VRIG). The values are adjusted to include any dividend payments, if applicable.

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SAMBX vs. VRIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAMBX
Virtus Seix Floating Rate High Income Fund
-0.19%5.88%7.03%11.21%-0.86%4.86%0.41%6.66%0.24%3.89%
VRIG
Invesco Variable Rate Investment Grade ETF
0.90%5.05%6.81%7.37%0.99%1.06%1.76%4.57%0.51%3.20%

Returns By Period

In the year-to-date period, SAMBX achieves a -0.19% return, which is significantly lower than VRIG's 0.90% return.


SAMBX

1D
0.00%
1M
0.00%
YTD
-0.19%
6M
1.53%
1Y
5.58%
3Y*
6.95%
5Y*
5.16%
10Y*
4.74%

VRIG

1D
0.06%
1M
0.07%
YTD
0.90%
6M
2.12%
1Y
4.82%
3Y*
6.25%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SAMBX vs. VRIG — Risk / Return Rank

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

SAMBX
SAMBX Risk / Return Rank: 9494
Overall Rank
SAMBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SAMBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SAMBX Omega Ratio Rank: 9797
Omega Ratio Rank
SAMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SAMBX Martin Ratio Rank: 9393
Martin Ratio Rank

VRIG
VRIG Risk / Return Rank: 9999
Overall Rank
VRIG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VRIG Sortino Ratio Rank: 9999
Sortino Ratio Rank
VRIG Omega Ratio Rank: 9999
Omega Ratio Rank
VRIG Calmar Ratio Rank: 9898
Calmar Ratio Rank
VRIG Martin Ratio Rank: 9999
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.

SAMBX vs. VRIG - Risk-Adjusted Trends 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.


SAMBXVRIGDifference

Sharpe ratio

Return per unit of total volatility

2.10

5.20

-3.10

Sortino ratio

Return per unit of downside risk

3.61

6.80

-3.20

Omega ratio

Gain probability vs. loss probability

1.70

3.21

-1.51

Calmar ratio

Return relative to maximum drawdown

2.54

6.26

-3.72

Martin ratio

Return relative to average drawdown

11.64

52.80

-41.16

SAMBX vs. VRIG - Sharpe Ratio Comparison

The current SAMBX Sharpe Ratio is 2.10, which is lower than the VRIG Sharpe Ratio of 5.20. The chart below compares the historical Sharpe Ratios of SAMBX and VRIG, 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


SAMBXVRIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

5.20

-3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.78

3.34

-1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.89

+0.28

Correlation

The correlation between SAMBX and VRIG is 0.11, 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.


Dividends

SAMBX vs. VRIG - Dividend Comparison

SAMBX's dividend yield for the trailing twelve months is around 7.07%, more than VRIG's 4.89% yield.


TTM20252024202320222021202020192018201720162015
SAMBX
Virtus Seix Floating Rate High Income Fund
7.07%7.78%8.21%8.21%5.34%3.03%4.03%5.28%5.15%4.28%4.79%4.91%
VRIG
Invesco Variable Rate Investment Grade ETF
4.89%4.99%6.09%5.97%2.39%0.78%1.57%3.12%2.89%2.31%0.60%0.00%

Drawdowns

SAMBX vs. VRIG - Drawdown Comparison

The maximum SAMBX drawdown since its inception was -24.74%, 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.


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Drawdown Indicators


SAMBXVRIGDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-13.04%

-11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-0.78%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-2.28%

-3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-0.32%

-0.02%

-0.30%

Average Drawdown

Average peak-to-trough decline

-1.60%

-0.27%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.09%

+0.42%

Volatility

SAMBX vs. VRIG - Volatility Comparison

Virtus Seix Floating Rate High Income Fund (SAMBX) has a higher volatility of 0.69% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.18%. 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.


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Volatility by Period


SAMBXVRIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.18%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

0.37%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

0.93%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

1.29%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

3.83%

+0.10%