SCD vs. ZTR

Last updated Apr 2, 2026

Compare and contrast key facts about LMP Capital and Income Fund Inc. (SCD) and Virtus Total Return Fund (ZTR).

SCD is managed by LMP. ZTR is an actively managed fund by Virtus. It was launched on Feb 24, 2005.

Performance

SCD vs. ZTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LMP Capital and Income Fund Inc. (SCD) and Virtus Total Return Fund (ZTR). The values are adjusted to include any dividend payments, if applicable.

SCD vs. ZTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCD LMP Capital and Income Fund Inc.	3.55%	-3.80%	33.95%	28.09%	-10.04%	46.29%	-14.89%	59.16%	-15.56%	14.59%
ZTR Virtus Total Return Fund	9.60%	18.63%	18.31%	-3.21%	-21.32%	20.57%	-11.78%	44.65%	-24.86%	29.52%

Returns By Period

In the year-to-date period, SCD achieves a 3.55% return, which is significantly lower than ZTR's 9.60% return. Over the past 10 years, SCD has outperformed ZTR with an annualized return of 13.08%, while ZTR has yielded a comparatively lower 6.63% annualized return.

SCD

• 1D: 0.33%
• 1M: -6.02%
• YTD: 3.55%
• 6M: 1.20%
• 1Y: 4.99%
• 3Y*: 18.12%
• 5Y*: 14.95%
• 10Y*: 13.08%

ZTR

• 1D: 1.96%
• 1M: -4.23%
• YTD: 9.60%
• 6M: 9.40%
• 1Y: 23.96%
• 3Y*: 13.24%
• 5Y*: 5.56%
• 10Y*: 6.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCD vs. ZTR - Expense Ratio Comparison

ZTR

Virtus Total Return Fund

Return for Risk

SCD vs. ZTR — Risk / Return Rank

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

SCD

SCD Risk / Return Rank: 8
SCD Sharpe Ratio Rank: 8
SCD Sortino Ratio Rank: 7
SCD Omega Ratio Rank: 8
SCD Calmar Ratio Rank: 9
SCD Martin Ratio Rank: 8

ZTR

ZTR Risk / Return Rank: 80
ZTR Sharpe Ratio Rank: 80
ZTR Sortino Ratio Rank: 80
ZTR Omega Ratio Rank: 78
ZTR Calmar Ratio Rank: 80
ZTR Martin Ratio Rank: 83

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.

SCD vs. ZTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Virtus Total Return Fund (ZTR). 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	ZTR	Difference
Sharpe ratio Return per unit of total volatility	0.26	1.61	-1.35
Sortino ratio Return per unit of downside risk	0.47	2.22	-1.75
Omega ratio Gain probability vs. loss probability	1.07	1.32	-0.25
Calmar ratio Return relative to maximum drawdown	0.34	2.18	-1.84
Martin ratio Return relative to average drawdown	1.00	9.41	-8.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCD vs. ZTR - Sharpe Ratio Comparison

The current SCD Sharpe Ratio is 0.26, which is lower than the ZTR Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SCD and ZTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCD	ZTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	1.61	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.33	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.31	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.31	+0.14

Correlation

The correlation between SCD and ZTR is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SCD vs. ZTR - Dividend Comparison

SCD's dividend yield for the trailing twelve months is around 9.58%, more than ZTR's 8.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCD LMP Capital and Income Fund Inc.	9.58%	9.55%	7.88%	8.56%	12.96%	10.26%	10.21%	7.98%	11.61%	8.89%	9.33%	9.05%
ZTR Virtus Total Return Fund	8.89%	9.52%	10.24%	15.25%	15.88%	10.96%	13.72%	11.89%	15.18%	13.85%	10.58%	9.11%

Drawdowns

SCD vs. ZTR - Drawdown Comparison

The maximum SCD drawdown since its inception was -62.40%, which is greater than ZTR's maximum drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for SCD and ZTR.

Drawdown Indicators

	SCD	ZTR	Difference
Max Drawdown Largest peak-to-trough decline	-62.40%	-57.25%	-5.15%
Max Drawdown (1Y) Largest decline over 1 year	-15.61%	-11.17%	-4.44%
Max Drawdown (5Y) Largest decline over 5 years	-23.41%	-42.64%	+19.23%
Max Drawdown (10Y) Largest decline over 10 years	-60.76%	-57.25%	-3.51%
Current Drawdown Current decline from peak	-6.02%	-4.23%	-1.79%
Average Drawdown Average peak-to-trough decline	-10.10%	-9.38%	-0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.39%	2.59%	+2.80%

Volatility

SCD vs. ZTR - Volatility Comparison

LMP Capital and Income Fund Inc. (SCD) has a higher volatility of 5.18% compared to Virtus Total Return Fund (ZTR) at 4.85%. This indicates that SCD's price experiences larger fluctuations and is considered to be riskier than ZTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCD	ZTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	4.85%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	9.49%	8.53%	+0.96%
Volatility (1Y) Calculated over the trailing 1-year period	19.13%	14.92%	+4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.86%	16.87%	+2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.33%	21.58%	+1.75%