SCMBX vs. VTEX
Compare and contrast key facts about DWS Managed Municipal Bond Fund (SCMBX) and VTEX (VTEX).
SCMBX is managed by Blackrock. It was launched on Oct 13, 1976.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCMBX or VTEX.
Key characteristics
| SCMBX | VTEX | |
|---|---|---|
| YTD Return | 2.93% | -4.07% |
| 1Y Return | 10.07% | -0.75% |
| 3Y Return (Ann) | -0.43% | -26.14% |
| Sharpe Ratio | 2.57 | 0.09 |
| Sortino Ratio | 3.95 | 0.48 |
| Omega Ratio | 1.62 | 1.06 |
| Calmar Ratio | 0.90 | 0.05 |
| Martin Ratio | 11.71 | 0.20 |
| Ulcer Index | 0.86% | 20.29% |
| Daily Std Dev | 3.93% | 43.28% |
| Max Drawdown | -17.56% | -91.38% |
| Current Drawdown | -2.16% | -79.53% |
Correlation
The correlation between SCMBX and VTEX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SCMBX vs. VTEX - Performance Comparison
In the year-to-date period, SCMBX achieves a 2.93% return, which is significantly higher than VTEX's -4.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCMBX vs. VTEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Managed Municipal Bond Fund (SCMBX) and VTEX (VTEX). 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.
Dividends
SCMBX vs. VTEX - Dividend Comparison
SCMBX's dividend yield for the trailing twelve months is around 4.03%, while VTEX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCMBX DWS Managed Municipal Bond Fund | 4.03% | 4.08% | 4.30% | 2.87% | 4.00% | 3.49% | 3.38% | 3.42% | 3.78% | 3.91% | 4.07% | 4.30% |
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCMBX vs. VTEX - Drawdown Comparison
The maximum SCMBX drawdown since its inception was -17.56%, smaller than the maximum VTEX drawdown of -91.38%. Use the drawdown chart below to compare losses from any high point for SCMBX and VTEX. For additional features, visit the drawdowns tool.
Volatility
SCMBX vs. VTEX - Volatility Comparison
The current volatility for DWS Managed Municipal Bond Fund (SCMBX) is 1.93%, while VTEX (VTEX) has a volatility of 6.62%. This indicates that SCMBX experiences smaller price fluctuations and is considered to be less risky than VTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.