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SAMFX vs. BCOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMFX vs. BCOIX - Performance Comparison

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

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SAMFX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BCOIX
Baird Core Plus Bond Fund
-0.36%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Returns By Period

In the year-to-date period, SAMFX achieves a -0.55% return, which is significantly lower than BCOIX's -0.36% return. Over the past 10 years, SAMFX has underperformed BCOIX with an annualized return of 1.41%, while BCOIX has yielded a comparatively higher 2.52% annualized return.


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%

BCOIX

1D
0.49%
1M
-2.04%
YTD
-0.36%
6M
0.74%
1Y
4.37%
3Y*
4.44%
5Y*
0.88%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAMFX vs. BCOIX - Expense Ratio Comparison

SAMFX has a 0.46% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Return for Risk

SAMFX vs. BCOIX — Risk / Return Rank

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

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

BCOIX
BCOIX Risk / Return Rank: 6565
Overall Rank
BCOIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 5050
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 6565
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.

SAMFX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Total Return Bond Fund (SAMFX) and Baird Core Plus Bond Fund (BCOIX). 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.


SAMFXBCOIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.12

-0.16

Sortino ratio

Return per unit of downside risk

1.37

1.60

-0.24

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.63

2.01

-0.38

Martin ratio

Return relative to average drawdown

4.81

6.11

-1.31

SAMFX vs. BCOIX - Sharpe Ratio Comparison

The current SAMFX Sharpe Ratio is 0.96, which is comparable to the BCOIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SAMFX and BCOIX, 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


SAMFXBCOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.12

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.16

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.54

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.07

-0.50

Correlation

The correlation between SAMFX and BCOIX is 0.90, 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

SAMFX vs. BCOIX - Dividend Comparison

SAMFX's dividend yield for the trailing twelve months is around 3.85%, less than BCOIX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
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%
BCOIX
Baird Core Plus Bond Fund
4.31%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%

Drawdowns

SAMFX vs. BCOIX - Drawdown Comparison

The maximum SAMFX drawdown since its inception was -18.72%, roughly equal to the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for SAMFX and BCOIX.


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Drawdown Indicators


SAMFXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-18.13%

-0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.54%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-18.13%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-18.72%

-18.13%

-0.59%

Current Drawdown

Current decline from peak

-5.71%

-2.04%

-3.67%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.19%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.83%

+0.13%

Volatility

SAMFX vs. BCOIX - Volatility Comparison

Virtus Seix Total Return Bond Fund (SAMFX) and Baird Core Plus Bond Fund (BCOIX) have volatilities of 1.60% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAMFXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.63%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.53%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.11%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

5.62%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.87%

4.66%

+0.21%