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SCFIX vs. MFHVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCFIX vs. MFHVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shenkman Capital Short Duration High Income Fund (SCFIX) and Mesirow High Yield Fund (MFHVX). The values are adjusted to include any dividend payments, if applicable.

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SCFIX vs. MFHVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCFIX
Shenkman Capital Short Duration High Income Fund
-0.61%7.02%6.11%9.24%-2.52%5.08%3.36%7.61%-1.40%
MFHVX
Mesirow High Yield Fund
-1.48%4.56%9.72%14.09%-12.06%10.53%6.88%12.81%-3.06%

Returns By Period

In the year-to-date period, SCFIX achieves a -0.61% return, which is significantly higher than MFHVX's -1.48% return.


SCFIX

1D
0.10%
1M
-0.81%
YTD
-0.61%
6M
0.92%
1Y
5.06%
3Y*
6.27%
5Y*
4.65%
10Y*
4.30%

MFHVX

1D
-0.76%
1M
-2.60%
YTD
-1.48%
6M
-2.46%
1Y
3.36%
3Y*
7.69%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCFIX vs. MFHVX - Expense Ratio Comparison

SCFIX has a 0.67% expense ratio, which is lower than MFHVX's 1.43% expense ratio.


Return for Risk

SCFIX vs. MFHVX — Risk / Return Rank

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

SCFIX
SCFIX Risk / Return Rank: 9696
Overall Rank
SCFIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SCFIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SCFIX Omega Ratio Rank: 9797
Omega Ratio Rank
SCFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SCFIX Martin Ratio Rank: 9797
Martin Ratio Rank

MFHVX
MFHVX Risk / Return Rank: 3131
Overall Rank
MFHVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MFHVX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MFHVX Omega Ratio Rank: 3737
Omega Ratio Rank
MFHVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MFHVX Martin Ratio Rank: 2222
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.

SCFIX vs. MFHVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Short Duration High Income Fund (SCFIX) and Mesirow High Yield Fund (MFHVX). 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.


SCFIXMFHVXDifference

Sharpe ratio

Return per unit of total volatility

2.61

0.82

+1.79

Sortino ratio

Return per unit of downside risk

3.70

1.10

+2.61

Omega ratio

Gain probability vs. loss probability

1.65

1.17

+0.47

Calmar ratio

Return relative to maximum drawdown

3.04

0.76

+2.28

Martin ratio

Return relative to average drawdown

15.96

2.38

+13.58

SCFIX vs. MFHVX - Sharpe Ratio Comparison

The current SCFIX Sharpe Ratio is 2.61, which is higher than the MFHVX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SCFIX and MFHVX, 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


SCFIXMFHVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

0.82

+1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.60

1.09

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.21

+0.09

Correlation

The correlation between SCFIX and MFHVX is 0.63, 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

SCFIX vs. MFHVX - Dividend Comparison

SCFIX's dividend yield for the trailing twelve months is around 5.00%, less than MFHVX's 8.93% yield.


TTM20252024202320222021202020192018201720162015
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%
MFHVX
Mesirow High Yield Fund
8.93%9.41%8.98%9.66%8.95%8.44%7.30%8.61%0.04%0.00%0.00%0.00%

Drawdowns

SCFIX vs. MFHVX - Drawdown Comparison

The maximum SCFIX drawdown since its inception was -13.08%, smaller than the maximum MFHVX drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for SCFIX and MFHVX.


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Drawdown Indicators


SCFIXMFHVXDifference

Max Drawdown

Largest peak-to-trough decline

-13.08%

-20.95%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-3.61%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-6.30%

-13.54%

+7.24%

Max Drawdown (10Y)

Largest decline over 10 years

-13.08%

Current Drawdown

Current decline from peak

-1.01%

-3.17%

+2.16%

Average Drawdown

Average peak-to-trough decline

-0.52%

-3.14%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

1.19%

-0.88%

Volatility

SCFIX vs. MFHVX - Volatility Comparison

The current volatility for Shenkman Capital Short Duration High Income Fund (SCFIX) is 0.79%, while Mesirow High Yield Fund (MFHVX) has a volatility of 1.47%. This indicates that SCFIX experiences smaller price fluctuations and is considered to be less risky than MFHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCFIXMFHVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.47%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

2.22%

-1.03%

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%

3.45%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.27%

4.46%

-1.19%