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SAMHX vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAMHX vs. BRLN

Last updated Jun 23, 2026

SAMHX (Virtus Seix High Yield Fund) and BRLN (BlackRock Floating Rate Loan ETF) are both funds - SAMHX is a High Yield Bonds fund managed by Virtus, while BRLN is a Bank Loan fund actively managed by BlackRock. Over the past 3 years, SAMHX returned 7.11%/yr vs 6.90%/yr for BRLN. At a 0.16 correlation, their price movements are largely independent. SAMHX charges 0.64%/yr vs 0.55%/yr for BRLN.

Performance

SAMHX vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix High Yield Fund (SAMHX) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAMHX achieves a 1.01% return, which is significantly lower than BRLN's 1.25% return.

SAMHX

1D
0.00%
1M
0.68%
YTD
1.01%
6M
1.74%
1Y
6.49%
3Y*
7.11%
5Y*
3.32%
10Y*
5.17%

BRLN

1D
-0.31%
1M
0.60%
YTD
1.25%
6M
1.66%
1Y
4.80%
3Y*
6.90%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAMHX vs. BRLN - Yearly Performance Comparison

2026 (YTD)2025202420232022
SAMHX
Virtus Seix High Yield Fund		1.01%7.37%5.87%12.32%2.69%
BRLN
BlackRock Floating Rate Loan ETF		1.25%5.38%7.49%13.42%1.66%

Correlation

The correlation between SAMHX and BRLN is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2022

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Virtus Seix High Yield Fund

BlackRock Floating Rate Loan ETF

Often compared with SAMHX:
SAMHX vs. PIMIXSAMHX vs. PHYSXSAMHX vs. PSTAXSAMHX vs. STCIXSAMHX vs. MERFXSAMHX vs. CCLFXSAMHX vs. CPMPX
Often compared with BRLN:
BRLN vs. BSJUBRLN vs. SRLNBRLN vs. SAMBXBRLN vs. BKLNBRLN vs. AAABRLN vs. FLBLBRLN vs. BND

Return for Risk

SAMHX vs. BRLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAMHX
SAMHX Risk / Return Rank: 6565
Overall Rank
SAMHX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SAMHX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SAMHX Omega Ratio Rank: 7676
Omega Ratio Rank
SAMHX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SAMHX Martin Ratio Rank: 6969
Martin Ratio Rank
BRLN
BRLN Risk / Return Rank: 5050
Overall Rank
BRLN Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 4949
Sortino Ratio Rank
BRLN Omega Ratio Rank: 4848
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5252
Calmar Ratio Rank
BRLN Martin Ratio Rank: 5656
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.

SAMHX vs. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix High Yield Fund (SAMHX) and BlackRock Floating Rate Loan ETF (BRLN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SAMHXBRLNDifference
Sharpe ratioReturn per unit of total volatility
1.97
1.52

+0.45

Sortino ratioReturn per unit of downside risk
3.46
2.31

+1.15

Omega ratioGain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratioReturn relative to maximum drawdown

2.49

2.41

+0.08

Martin ratioReturn relative to average drawdown

12.50

9.21

+3.29

SAMHX vs. BRLN - Sharpe Ratio Comparison

The current SAMHX Sharpe Ratio is 1.97, which is comparable to the BRLN Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SAMHX and BRLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SAMHX vs. BRLN - Drawdown Comparison

The maximum SAMHX drawdown since its inception was -27.54%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for SAMHX and BRLN.

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Drawdown Indicators

SAMHXBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-27.54%

-3.85%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.00%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

-3.85%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-19.04%

—

—

Current Drawdown

Current decline from peak

-0.26%

-0.59%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.32%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.52%

+0.01%

Volatility

SAMHX vs. BRLN - Volatility Comparison

The current volatility for Virtus Seix High Yield Fund (SAMHX) is 0.96%, while BlackRock Floating Rate Loan ETF (BRLN) has a volatility of 1.25%. This indicates that SAMHX experiences smaller price fluctuations and is considered to be less risky than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAMHXBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.25%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.41%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.18%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

3.75%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

3.75%

+1.45%

SAMHX vs. BRLN - Expense Ratio Comparison

SAMHX has a 0.64% expense ratio, which is higher than BRLN's 0.55% expense ratio.

Dividends

SAMHX vs. BRLN - Dividend Comparison

SAMHX's dividend yield for the trailing twelve months is around 6.59%, more than BRLN's 6.36% yield.

PositionTTM20252024202320222021202020192018201720162015
BRLN
BlackRock Floating Rate Loan ETF		6.36%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAMHX
Virtus Seix High Yield Fund		6.59%6.67%5.69%5.54%5.41%3.50%4.54%4.80%5.83%5.45%5.71%6.08%

Frequently Asked Questions

SAMHX and BRLN have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRLN has higher volatility (1.25%) compared to SAMHX (0.96%). In terms of maximum drawdown, SAMHX dropped -27.54% vs BRLN's -3.85%.

SAMHX currently has the higher Sharpe Ratio (1.97 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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