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SAMHX vs. VWEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAMHX vs. VWEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix High Yield Fund (SAMHX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). The values are adjusted to include any dividend payments, if applicable.

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SAMHX vs. VWEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAMHX
Virtus Seix High Yield Fund
-1.90%7.37%5.87%12.32%-10.48%3.21%9.97%12.94%-1.68%7.02%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
-1.68%9.49%6.42%11.79%-8.95%3.04%5.41%15.92%-2.80%7.17%

Returns By Period

In the year-to-date period, SAMHX achieves a -1.90% return, which is significantly lower than VWEAX's -1.68% return. Both investments have delivered pretty close results over the past 10 years, with SAMHX having a 5.32% annualized return and VWEAX not far behind at 5.22%.


SAMHX

1D
0.26%
1M
-2.28%
YTD
-1.90%
6M
-0.46%
1Y
4.92%
3Y*
6.57%
5Y*
3.03%
10Y*
5.32%

VWEAX

1D
0.18%
1M
-2.34%
YTD
-1.68%
6M
0.04%
1Y
5.98%
3Y*
7.45%
5Y*
3.91%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAMHX vs. VWEAX - Expense Ratio Comparison

SAMHX has a 0.64% expense ratio, which is higher than VWEAX's 0.13% expense ratio.


Return for Risk

SAMHX vs. VWEAX — 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: 7777
Sharpe Ratio Rank
SAMHX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SAMHX Omega Ratio Rank: 8181
Omega Ratio Rank
SAMHX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SAMHX Martin Ratio Rank: 6666
Martin Ratio Rank

VWEAX
VWEAX Risk / Return Rank: 9292
Overall Rank
VWEAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWEAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEAX Omega Ratio Rank: 9494
Omega Ratio Rank
VWEAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWEAX Martin Ratio Rank: 9191
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. VWEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix High Yield Fund (SAMHX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.


SAMHXVWEAXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.92

-0.54

Sortino ratio

Return per unit of downside risk

1.96

2.89

-0.93

Omega ratio

Gain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratio

Return relative to maximum drawdown

1.48

2.52

-1.04

Martin ratio

Return relative to average drawdown

6.27

10.45

-4.17

SAMHX vs. VWEAX - Sharpe Ratio Comparison

The current SAMHX Sharpe Ratio is 1.38, which is comparable to the VWEAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SAMHX and VWEAX, 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


SAMHXVWEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.92

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.81

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

1.00

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

1.22

-0.20

Correlation

The correlation between SAMHX and VWEAX 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. VWEAX - Dividend Comparison

SAMHX's dividend yield for the trailing twelve months is around 6.22%, more than VWEAX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
SAMHX
Virtus Seix High Yield Fund
6.22%6.67%5.69%5.54%5.41%3.50%4.54%4.80%5.83%5.45%5.71%6.08%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
5.91%6.25%6.20%5.79%5.21%3.49%4.71%5.33%6.07%5.39%5.51%6.53%

Drawdowns

SAMHX vs. VWEAX - Drawdown Comparison

The maximum SAMHX drawdown since its inception was -27.54%, smaller than the maximum VWEAX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for SAMHX and VWEAX.


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Drawdown Indicators


SAMHXVWEAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.54%

-30.05%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-2.52%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-13.77%

-1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-19.04%

-19.68%

+0.64%

Current Drawdown

Current decline from peak

-2.42%

-2.34%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.39%

-2.13%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.61%

+0.20%

Volatility

SAMHX vs. VWEAX - Volatility Comparison

Virtus Seix High Yield Fund (SAMHX) has a higher volatility of 1.31% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 1.23%. This indicates that SAMHX's price experiences larger fluctuations and is considered to be riskier than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAMHXVWEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.23%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.25%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

3.43%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

4.86%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

5.27%

-0.08%