SCD vs. HFRO
Compare and contrast key facts about LMP Capital and Income Fund Inc. (SCD) and Highland Funds I - Highland Opportunities and Income Fund (HFRO).
SCD is managed by LMP. HFRO is managed by Highland Funds. It was launched on Jan 13, 2000.
Performance
SCD vs. HFRO - Performance Comparison
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SCD vs. HFRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 3.21% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -15.56% | 1.25% |
HFRO Highland Funds I - Highland Opportunities and Income Fund | -2.69% | 25.08% | -27.17% | -16.97% | 1.71% | 16.33% | -8.42% | 4.22% | -12.30% | 1.01% |
Returns By Period
In the year-to-date period, SCD achieves a 3.21% return, which is significantly higher than HFRO's -2.69% return.
SCD
- 1D
- 1.91%
- 1M
- -5.51%
- YTD
- 3.21%
- 6M
- 0.87%
- 1Y
- 5.03%
- 3Y*
- 17.99%
- 5Y*
- 14.88%
- 10Y*
- 13.05%
HFRO
- 1D
- 3.44%
- 1M
- -7.58%
- YTD
- -2.69%
- 6M
- -6.61%
- 1Y
- 18.97%
- 3Y*
- -5.54%
- 5Y*
- -4.71%
- 10Y*
- —
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SCD vs. HFRO - Expense Ratio Comparison
Return for Risk
SCD vs. HFRO — Risk / Return Rank
SCD
HFRO
SCD vs. HFRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Highland Funds I - Highland Opportunities and Income Fund (HFRO). 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.
| SCD | HFRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.80 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.20 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.57 | -1.19 |
Martin ratioReturn relative to average drawdown | 1.09 | 4.05 | -2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCD | HFRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.80 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | -0.20 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | -0.16 | +0.61 |
Correlation
The correlation between SCD and HFRO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SCD vs. HFRO - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.62%, more than HFRO's 8.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 9.62% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
HFRO Highland Funds I - Highland Opportunities and Income Fund | 8.09% | 7.73% | 8.90% | 12.02% | 8.97% | 8.41% | 8.99% | 7.43% | 7.22% | 0.99% | 0.00% | 0.00% |
Drawdowns
SCD vs. HFRO - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than HFRO's maximum drawdown of -52.79%. Use the drawdown chart below to compare losses from any high point for SCD and HFRO.
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Drawdown Indicators
| SCD | HFRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -52.79% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -15.74% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -52.79% | +29.38% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | — | — |
Current DrawdownCurrent decline from peak | -6.33% | -34.66% | +28.33% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -20.50% | +10.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 6.10% | -0.72% |
Volatility
SCD vs. HFRO - Volatility Comparison
The current volatility for LMP Capital and Income Fund Inc. (SCD) is 5.14%, while Highland Funds I - Highland Opportunities and Income Fund (HFRO) has a volatility of 8.13%. This indicates that SCD experiences smaller price fluctuations and is considered to be less risky than HFRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCD | HFRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 8.13% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 15.20% | -5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 24.25% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 23.59% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 22.54% | +0.80% |