SCFIX vs. VOO
SCFIX (Shenkman Capital Short Duration High Income Fund) and VOO (Vanguard S&P 500 ETF) are both funds - SCFIX is a High Yield Bonds fund managed by Shenkman Funds, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SCFIX returned 4.39%/yr vs 15.50%/yr for VOO. At a 0.43 correlation, their price movements are largely independent. SCFIX charges 0.67%/yr vs 0.03%/yr for VOO.
Performance
SCFIX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SCFIX achieves a 1.42% return, which is significantly lower than VOO's 9.08% return. Over the past 10 years, SCFIX has underperformed VOO with an annualized return of 4.39%, while VOO has yielded a comparatively higher 15.50% annualized return.
SCFIX
- 1D
- 0.20%
- 1M
- 0.34%
- YTD
- 1.42%
- 6M
- 1.92%
- 1Y
- 5.23%
- 3Y*
- 6.61%
- 5Y*
- 4.43%
- 10Y*
- 4.39%
VOO
- 1D
- 0.55%
- 1M
- -0.84%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 25.76%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
SCFIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | 1.42% | 7.02% | 6.11% | 9.24% | -2.52% | 5.08% | 3.36% | 7.61% | 0.85% | 3.54% |
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SCFIX and VOO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.43 |
Over the past year, SCFIX and VOO have become more correlated (0.65) than their long-term average of 0.43, meaning their price movements have been converging.
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Return for Risk
SCFIX vs. VOO — Risk / Return Rank
SCFIX
VOO
SCFIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Short Duration High Income Fund (SCFIX) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCFIX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.36 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 2.75 | +1.87 |
| Martin ratioReturn relative to average drawdown | 24.75 | 12.42 | +12.33 |
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Drawdowns
SCFIX vs. VOO - Drawdown Comparison
The maximum SCFIX drawdown since its inception was -13.08%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCFIX and VOO.
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Drawdown Indicators
| SCFIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.08% | -33.99% | +20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -8.90% | +7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -1.72% | -18.69% | +16.97% |
Max Drawdown (5Y)Largest decline over 5 years | -6.30% | -24.52% | +18.22% |
Max Drawdown (10Y)Largest decline over 10 years | -13.08% | -33.99% | +20.91% |
Current DrawdownCurrent decline from peak | 0.00% | -2.34% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -3.68% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 1.97% | -1.76% |
Volatility
SCFIX vs. VOO - Volatility Comparison
The current volatility for Shenkman Capital Short Duration High Income Fund (SCFIX) is 0.48%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.34%. This indicates that SCFIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCFIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 4.34% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 9.58% | -8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 12.27% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.77% | 16.88% | -14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.28% | 18.03% | -14.75% |
SCFIX vs. VOO - Expense Ratio Comparison
SCFIX has a 0.67% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
SCFIX vs. VOO - Dividend Comparison
SCFIX's dividend yield for the trailing twelve months is around 5.32%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | 5.32% | 5.54% | 5.85% | 5.21% | 3.86% | 4.93% | 3.24% | 3.78% | 3.87% | 3.09% | 3.07% | 3.38% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SCFIX and VOO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.34%) compared to SCFIX (0.48%). In terms of maximum drawdown, SCFIX dropped -13.08% vs VOO's -33.99%.
SCFIX currently has the higher Sharpe Ratio (3.13 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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