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SCETX vs. MERFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCETX vs. MERFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and The Merger Fund (MERFX). The values are adjusted to include any dividend payments, if applicable.

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SCETX vs. MERFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCETX
Virtus Ceredex Small-Cap Value Equity Fund
2.48%1.59%8.53%14.49%-9.79%27.43%0.92%17.62%-12.81%10.30%
MERFX
The Merger Fund
0.46%8.11%3.27%4.17%0.71%-0.19%4.87%5.96%7.68%2.39%

Returns By Period

In the year-to-date period, SCETX achieves a 2.48% return, which is significantly higher than MERFX's 0.46% return. Over the past 10 years, SCETX has outperformed MERFX with an annualized return of 7.17%, while MERFX has yielded a comparatively lower 3.88% annualized return.


SCETX

1D
-1.01%
1M
-9.15%
YTD
2.48%
6M
4.81%
1Y
12.87%
3Y*
7.62%
5Y*
5.38%
10Y*
7.17%

MERFX

1D
0.00%
1M
0.00%
YTD
0.46%
6M
1.84%
1Y
6.26%
3Y*
5.30%
5Y*
3.09%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCETX vs. MERFX - Expense Ratio Comparison

SCETX has a 1.15% expense ratio, which is lower than MERFX's 1.50% expense ratio.


Return for Risk

SCETX vs. MERFX — Risk / Return Rank

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

SCETX
SCETX Risk / Return Rank: 2323
Overall Rank
SCETX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SCETX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCETX Omega Ratio Rank: 2222
Omega Ratio Rank
SCETX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCETX Martin Ratio Rank: 2323
Martin Ratio Rank

MERFX
MERFX Risk / Return Rank: 9999
Overall Rank
MERFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MERFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MERFX Omega Ratio Rank: 9898
Omega Ratio Rank
MERFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MERFX Martin Ratio Rank: 100100
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.

SCETX vs. MERFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and The Merger Fund (MERFX). 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.


SCETXMERFXDifference

Sharpe ratio

Return per unit of total volatility

0.56

4.24

-3.68

Sortino ratio

Return per unit of downside risk

0.94

8.05

-7.12

Omega ratio

Gain probability vs. loss probability

1.13

2.09

-0.96

Calmar ratio

Return relative to maximum drawdown

0.70

12.42

-11.72

Martin ratio

Return relative to average drawdown

2.52

58.81

-56.28

SCETX vs. MERFX - Sharpe Ratio Comparison

The current SCETX Sharpe Ratio is 0.56, which is lower than the MERFX Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of SCETX and MERFX, 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


SCETXMERFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

4.24

-3.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.90

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

1.03

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.68

-0.23

Correlation

The correlation between SCETX and MERFX is 0.48, 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

SCETX vs. MERFX - Dividend Comparison

SCETX's dividend yield for the trailing twelve months is around 1.06%, less than MERFX's 7.38% yield.


TTM20252024202320222021202020192018201720162015
SCETX
Virtus Ceredex Small-Cap Value Equity Fund
1.06%1.09%12.45%11.39%22.49%18.08%1.29%5.64%19.10%17.59%4.37%37.54%
MERFX
The Merger Fund
7.38%7.42%3.24%2.59%3.50%0.27%3.31%1.34%4.52%0.59%0.32%1.25%

Drawdowns

SCETX vs. MERFX - Drawdown Comparison

The maximum SCETX drawdown since its inception was -55.69%, which is greater than MERFX's maximum drawdown of -20.82%. Use the drawdown chart below to compare losses from any high point for SCETX and MERFX.


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Drawdown Indicators


SCETXMERFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.69%

-20.82%

-34.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-0.52%

-15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-5.95%

-25.71%

Max Drawdown (10Y)

Largest decline over 10 years

-48.64%

-9.35%

-39.29%

Current Drawdown

Current decline from peak

-11.71%

-0.17%

-11.54%

Average Drawdown

Average peak-to-trough decline

-9.67%

-2.68%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

0.11%

+4.24%

Volatility

SCETX vs. MERFX - Volatility Comparison

Virtus Ceredex Small-Cap Value Equity Fund (SCETX) has a higher volatility of 5.88% compared to The Merger Fund (MERFX) at 0.47%. This indicates that SCETX's price experiences larger fluctuations and is considered to be riskier than MERFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCETXMERFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

0.47%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

1.00%

+12.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

1.53%

+21.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

3.45%

+18.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

3.76%

+18.54%