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SAMHX vs. FIQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMHX vs. FIQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix High Yield Fund (SAMHX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). The values are adjusted to include any dividend payments, if applicable.

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SAMHX vs. FIQTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAMHX
Virtus Seix High Yield Fund
-1.39%7.37%5.87%12.32%-10.48%3.21%9.97%12.94%-3.34%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
0.47%12.17%10.38%12.37%-11.16%11.13%9.06%17.93%-6.84%

Returns By Period

In the year-to-date period, SAMHX achieves a -1.39% return, which is significantly lower than FIQTX's 0.47% return.


SAMHX

1D
0.52%
1M
-1.65%
YTD
-1.39%
6M
-0.07%
1Y
5.33%
3Y*
6.75%
5Y*
3.11%
10Y*
5.37%

FIQTX

1D
1.21%
1M
-1.84%
YTD
0.47%
6M
1.90%
1Y
13.62%
3Y*
10.49%
5Y*
5.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAMHX vs. FIQTX - Expense Ratio Comparison

Both SAMHX and FIQTX have an expense ratio of 0.64%.


Return for Risk

SAMHX vs. FIQTX — Risk / Return Rank

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

SAMHX
SAMHX Risk / Return Rank: 7373
Overall Rank
SAMHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SAMHX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SAMHX Omega Ratio Rank: 7979
Omega Ratio Rank
SAMHX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SAMHX Martin Ratio Rank: 6969
Martin Ratio Rank

FIQTX
FIQTX Risk / Return Rank: 9494
Overall Rank
FIQTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FIQTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FIQTX Omega Ratio Rank: 9292
Omega Ratio Rank
FIQTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FIQTX Martin Ratio Rank: 9696
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. FIQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix High Yield Fund (SAMHX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). 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.


SAMHXFIQTXDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.08

-0.68

Sortino ratio

Return per unit of downside risk

1.99

2.90

-0.91

Omega ratio

Gain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratio

Return relative to maximum drawdown

1.71

3.30

-1.58

Martin ratio

Return relative to average drawdown

7.20

14.47

-7.27

SAMHX vs. FIQTX - Sharpe Ratio Comparison

The current SAMHX Sharpe Ratio is 1.40, which is lower than the FIQTX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SAMHX and FIQTX, 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


SAMHXFIQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.08

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.92

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.83

+0.19

Correlation

The correlation between SAMHX and FIQTX is 0.76, 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

SAMHX vs. FIQTX - Dividend Comparison

SAMHX's dividend yield for the trailing twelve months is around 6.19%, more than FIQTX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
SAMHX
Virtus Seix High Yield Fund
6.19%6.67%5.69%5.54%5.41%3.50%4.54%4.80%5.83%5.45%5.71%6.08%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.44%4.83%5.06%4.79%7.43%5.01%3.80%4.61%2.54%0.00%0.00%0.00%

Drawdowns

SAMHX vs. FIQTX - Drawdown Comparison

The maximum SAMHX drawdown since its inception was -27.54%, roughly equal to the maximum FIQTX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SAMHX and FIQTX.


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Drawdown Indicators


SAMHXFIQTXDifference

Max Drawdown

Largest peak-to-trough decline

-27.54%

-28.49%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-4.34%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-15.16%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-19.04%

Current Drawdown

Current decline from peak

-1.91%

-1.95%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.39%

-3.37%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.99%

-0.17%

Volatility

SAMHX vs. FIQTX - Volatility Comparison

The current volatility for Virtus Seix High Yield Fund (SAMHX) is 1.45%, while Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a volatility of 2.65%. This indicates that SAMHX experiences smaller price fluctuations and is considered to be less risky than FIQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAMHXFIQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

2.65%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

4.31%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

6.72%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

6.32%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

8.40%

-3.21%