SAMHX vs. PRHYX
SAMHX (Virtus Seix High Yield Fund) and PRHYX (T. Rowe Price High Yield Fund) are both High Yield Bonds funds. Over the past 10 years, SAMHX returned 5.22%/yr vs 6.50%/yr for PRHYX. A 0.73 correlation means they provide meaningful diversification when combined. SAMHX charges 0.64%/yr vs 0.70%/yr for PRHYX.
Performance
SAMHX vs. PRHYX - Performance Comparison
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Returns By Period
In the year-to-date period, SAMHX achieves a 0.88% return, which is significantly lower than PRHYX's 1.39% return. Over the past 10 years, SAMHX has underperformed PRHYX with an annualized return of 5.22%, while PRHYX has yielded a comparatively higher 6.50% annualized return.
SAMHX
- 1D
- -0.13%
- 1M
- 0.55%
- YTD
- 0.88%
- 6M
- 1.61%
- 1Y
- 6.35%
- 3Y*
- 7.30%
- 5Y*
- 3.27%
- 10Y*
- 5.22%
PRHYX
- 1D
- 0.00%
- 1M
- 0.40%
- YTD
- 1.39%
- 6M
- 2.08%
- 1Y
- 6.39%
- 3Y*
- 12.07%
- 5Y*
- 6.18%
- 10Y*
- 6.50%
SAMHX vs. PRHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMHX Virtus Seix High Yield Fund | 0.88% | 7.37% | 5.87% | 12.32% | -10.48% | 3.21% | 9.97% | 12.94% | -1.68% | 7.02% |
PRHYX T. Rowe Price High Yield Fund | 1.39% | 10.44% | 12.07% | 20.05% | -12.48% | 5.22% | 4.99% | 14.69% | -3.30% | 7.40% |
Correlation
The correlation between SAMHX and PRHYX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.73 |
The correlation between SAMHX and PRHYX shifts across timeframes, from 0.64 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SAMHX vs. PRHYX — Risk / Return Rank
SAMHX
PRHYX
SAMHX vs. PRHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix High Yield Fund (SAMHX) and T. Rowe Price High Yield Fund (PRHYX). 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 | PRHYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 3.03 | -0.65 |
| Martin ratioReturn relative to average drawdown | 11.98 | 14.51 | -2.54 |
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Drawdowns
SAMHX vs. PRHYX - Drawdown Comparison
The maximum SAMHX drawdown since its inception was -27.54%, smaller than the maximum PRHYX drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for SAMHX and PRHYX.
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Drawdown Indicators
| SAMHX | PRHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.54% | -30.79% | +3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.17% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -4.39% | -3.33% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -16.43% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -19.04% | -22.10% | +3.06% |
Current DrawdownCurrent decline from peak | -0.38% | -0.50% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -3.63% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.45% | +0.08% |
Volatility
SAMHX vs. PRHYX - Volatility Comparison
Virtus Seix High Yield Fund (SAMHX) and T. Rowe Price High Yield Fund (PRHYX) have volatilities of 0.92% and 0.89%, 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
| SAMHX | PRHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.89% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 2.52% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 3.19% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.96% | 5.34% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 5.59% | -0.39% |
SAMHX vs. PRHYX - Expense Ratio Comparison
SAMHX has a 0.64% expense ratio, which is lower than PRHYX's 0.70% expense ratio.
Dividends
SAMHX vs. PRHYX - Dividend Comparison
SAMHX's dividend yield for the trailing twelve months is around 6.60%, less than PRHYX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRHYX T. Rowe Price High Yield Fund | 6.74% | 8.33% | 11.50% | 11.49% | 4.68% | 5.09% | 5.19% | 5.48% | 6.25% | 5.49% | 6.02% | 6.45% |
SAMHX Virtus Seix High Yield Fund | 6.60% | 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 PRHYX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAMHX has higher volatility (0.92%) compared to PRHYX (0.89%). In terms of maximum drawdown, SAMHX dropped -27.54% vs PRHYX's -30.79%.
PRHYX currently has the higher Sharpe Ratio (2.07 vs 1.89), 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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