SCFIX vs. BRHYX
Compare and contrast key facts about Shenkman Capital Short Duration High Income Fund (SCFIX) and BlackRock High Yield K (BRHYX).
SCFIX is managed by Shenkman Funds. It was launched on Oct 31, 2012. BRHYX is managed by BlackRock. It was launched on Jan 5, 2001.
Performance
SCFIX vs. BRHYX - Performance Comparison
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SCFIX vs. BRHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | -0.71% | 7.02% | 6.11% | 9.24% | -2.52% | 5.08% | 3.36% | 7.61% | 0.85% | 3.54% |
BRHYX BlackRock High Yield K | -1.15% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
Returns By Period
In the year-to-date period, SCFIX achieves a -0.71% return, which is significantly higher than BRHYX's -1.15% return. Over the past 10 years, SCFIX has underperformed BRHYX with an annualized return of 4.29%, while BRHYX has yielded a comparatively higher 6.08% annualized return.
SCFIX
- 1D
- -0.10%
- 1M
- -0.91%
- YTD
- -0.71%
- 6M
- 0.82%
- 1Y
- 4.85%
- 3Y*
- 6.24%
- 5Y*
- 4.61%
- 10Y*
- 4.29%
BRHYX
- 1D
- 0.57%
- 1M
- -1.53%
- YTD
- -1.15%
- 6M
- 0.50%
- 1Y
- 7.13%
- 3Y*
- 8.60%
- 5Y*
- 4.26%
- 10Y*
- 6.08%
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SCFIX vs. BRHYX - Expense Ratio Comparison
SCFIX has a 0.67% expense ratio, which is higher than BRHYX's 0.48% expense ratio.
Return for Risk
SCFIX vs. BRHYX — Risk / Return Rank
SCFIX
BRHYX
SCFIX vs. BRHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Short Duration High Income Fund (SCFIX) and BlackRock High Yield K (BRHYX). 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.
| SCFIX | BRHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 1.83 | +0.71 |
Sortino ratioReturn per unit of downside risk | 3.61 | 2.61 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.38 | +0.66 |
Martin ratioReturn relative to average drawdown | 15.57 | 10.96 | +4.61 |
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
| SCFIX | BRHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 1.83 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.58 | 0.82 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.32 | 1.03 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 1.22 | +0.08 |
Correlation
The correlation between SCFIX and BRHYX is 0.72, 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
SCFIX vs. BRHYX - Dividend Comparison
SCFIX's dividend yield for the trailing twelve months is around 5.00%, less than BRHYX's 6.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | 5.00% | 5.54% | 5.85% | 5.21% | 3.86% | 4.93% | 3.24% | 3.78% | 3.87% | 3.09% | 3.07% | 3.38% |
BRHYX BlackRock High Yield K | 6.71% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
Drawdowns
SCFIX vs. BRHYX - Drawdown Comparison
The maximum SCFIX drawdown since its inception was -13.08%, smaller than the maximum BRHYX drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for SCFIX and BRHYX.
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Drawdown Indicators
| SCFIX | BRHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.08% | -34.77% | +21.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -3.26% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -6.30% | -15.29% | +8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -13.08% | -23.20% | +10.12% |
Current DrawdownCurrent decline from peak | -1.11% | -1.71% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -2.75% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 0.71% | -0.39% |
Volatility
SCFIX vs. BRHYX - Volatility Comparison
The current volatility for Shenkman Capital Short Duration High Income Fund (SCFIX) is 0.79%, while BlackRock High Yield K (BRHYX) has a volatility of 1.45%. This indicates that SCFIX experiences smaller price fluctuations and is considered to be less risky than BRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCFIX | BRHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.45% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 2.44% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 4.01% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 5.22% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.27% | 5.93% | -2.66% |