SAMHX vs. PHRAX
SAMHX (Virtus Seix High Yield Fund) and PHRAX (Virtus Duff & Phelps Real Estate Securities Fund) are both mutual funds - SAMHX is a High Yield Bonds fund managed by Virtus, while PHRAX is a REIT fund managed by Virtus. Over the past 10 years, SAMHX returned 4.92%/yr vs 6.06%/yr for PHRAX. Their 0.24 correlation means their historical movements had little consistent relationship. SAMHX charges 0.64%/yr vs 1.36%/yr for PHRAX.
Performance
SAMHX vs. PHRAX - Performance Comparison
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Returns By Period
In the year-to-date period, SAMHX achieves a 0.64% return, which is significantly lower than PHRAX's 20.09% return. Over the past 10 years, SAMHX has underperformed PHRAX with an annualized return of 4.92%, while PHRAX has yielded a comparatively higher 6.06% annualized return.
SAMHX
- 1D
- -0.13%
- 1M
- -0.64%
- 6M
- 0.36%
- YTD
- 0.64%
- 1Y
- 4.38%
- 3Y*
- 6.38%
- 5Y*
- 3.06%
- 10Y*
- 4.92%
- ALL TIME*
- 4.99%
PHRAX
- 1D
- -0.56%
- 1M
- 1.10%
- 6M
- 18.62%
- YTD
- 20.09%
- 1Y
- 23.08%
- 3Y*
- 11.51%
- 5Y*
- 4.25%
- 10Y*
- 6.06%
- ALL TIME*
- 9.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SAMHX vs. PHRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMHX Virtus Seix High Yield Fund | 0.64% | 7.37% | 5.87% | 12.32% | -10.48% | 3.21% | 9.97% | 12.94% | -1.68% | 7.02% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 20.09% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
Correlation
The correlation between SAMHX and PHRAX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.24 |
The correlation between SAMHX and PHRAX shifts across timeframes, from 0.24 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SAMHX vs. PHRAX — Risk / Return Rank
SAMHX
PHRAX
SAMHX vs. PHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix High Yield Fund (SAMHX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX). 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.
| SAMHX | PHRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.87 | -1.27 |
| Martin ratioReturn relative to average drawdown | 7.78 | 8.96 | -1.18 |
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Drawdowns
SAMHX vs. PHRAX - Drawdown Comparison
The maximum SAMHX drawdown since its inception was -27.54%, smaller than the maximum PHRAX drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for SAMHX and PHRAX.
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Drawdown Indicators
| SAMHX | PHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.54% | -72.56% | +45.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -7.83% | +5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -4.39% | -19.09% | +14.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -33.51% | +18.49% |
Max Drawdown (10Y)Largest decline over 10 years | -19.04% | -42.00% | +22.96% |
Current DrawdownCurrent decline from peak | -0.77% | -3.15% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -11.31% | +8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 2.50% | -1.95% |
Volatility
SAMHX vs. PHRAX - Volatility Comparison
The current volatility for Virtus Seix High Yield Fund (SAMHX) is 0.52%, while Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) has a volatility of 4.79%. This indicates that SAMHX experiences smaller price fluctuations and is considered to be less risky than PHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAMHX | PHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 4.79% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 10.81% | -8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 13.85% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.95% | 19.13% | -14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 21.03% | -15.86% |
SAMHX vs. PHRAX - Expense Ratio Comparison
SAMHX has a 0.64% expense ratio, which is lower than PHRAX's 1.36% expense ratio.
Dividends
SAMHX vs. PHRAX - Dividend Comparison
SAMHX's dividend yield for the trailing twelve months is around 6.04%, more than PHRAX's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 4.87% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
SAMHX Virtus Seix High Yield Fund | 6.04% | 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 PHRAX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHRAX has higher volatility (4.79%) compared to SAMHX (0.52%). In terms of maximum drawdown, SAMHX dropped -27.54% vs PHRAX's -72.56%.
PHRAX currently has the higher Sharpe Ratio (1.63 vs 1.29), 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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