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SEIX vs. CLOZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEIX and CLOZ is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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Performance

SEIX vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix Senior Loan ETF (SEIX) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-4.90%
-8.76%
ESS
SCHD

Key characteristics

Sharpe Ratio

SEIX:

4.84

CLOZ:

3.34

Sortino Ratio

SEIX:

7.30

CLOZ:

4.16

Omega Ratio

SEIX:

2.29

CLOZ:

1.90

Calmar Ratio

SEIX:

5.34

CLOZ:

2.96

Martin Ratio

SEIX:

31.97

CLOZ:

14.16

Ulcer Index

SEIX:

0.19%

CLOZ:

0.50%

Daily Std Dev

SEIX:

1.27%

CLOZ:

2.10%

Max Drawdown

SEIX:

-17.51%

CLOZ:

-2.70%

Current Drawdown

SEIX:

-0.67%

CLOZ:

-2.38%

Returns By Period

In the year-to-date period, SEIX achieves a 0.05% return, which is significantly higher than CLOZ's -0.93% return.


SEIX

YTD

0.05%

1M

-0.47%

6M

2.53%

1Y

6.36%

5Y*

7.81%

10Y*

N/A

CLOZ

YTD

-0.93%

1M

-1.91%

6M

2.52%

1Y

7.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Virtus Seix Senior Loan ETF

Panagram Bbb-B Clo ETF

SEIX vs. CLOZ - Expense Ratio Comparison

SEIX has a 0.57% expense ratio, which is higher than CLOZ's 0.50% expense ratio.


Expense ratio chart for SEIX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SEIX: 0.57%
Expense ratio chart for CLOZ: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CLOZ: 0.50%

Risk-Adjusted Performance

SEIX vs. CLOZ — Risk-Adjusted Performance Rank

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

SEIX
The Risk-Adjusted Performance Rank of SEIX is 9898
Overall Rank
The Sharpe Ratio Rank of SEIX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SEIX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SEIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SEIX is 9898
Martin Ratio Rank

CLOZ
The Risk-Adjusted Performance Rank of CLOZ is 9696
Overall Rank
The Sharpe Ratio Rank of CLOZ is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CLOZ is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CLOZ is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CLOZ is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CLOZ is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEIX vs. CLOZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Senior Loan ETF (SEIX) and Panagram Bbb-B Clo ETF (CLOZ). 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.


The chart of Sharpe ratio for ESS, currently valued at 0.81, compared to the broader market0.002.004.00
ESS: 0.81
SCHD: -0.07
The chart of Sortino ratio for ESS, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.00
ESS: 1.17
SCHD: -0.00
The chart of Omega ratio for ESS, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
ESS: 1.15
SCHD: 1.00
The chart of Calmar ratio for ESS, currently valued at 0.61, compared to the broader market0.005.0010.0015.00
ESS: 0.61
SCHD: -0.08
The chart of Martin ratio for ESS, currently valued at 3.59, compared to the broader market0.0020.0040.0060.0080.00100.00
ESS: 3.59
SCHD: -0.29

The current SEIX Sharpe Ratio is 4.84, which is higher than the CLOZ Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of SEIX and CLOZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.81
-0.07
ESS
SCHD

Dividends

SEIX vs. CLOZ - Dividend Comparison

SEIX's dividend yield for the trailing twelve months is around 7.83%, less than CLOZ's 7.98% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

SEIX vs. CLOZ - Drawdown Comparison

The maximum SEIX drawdown since its inception was -17.51%, which is greater than CLOZ's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for SEIX and CLOZ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.45%
-12.81%
ESS
SCHD

Volatility

SEIX vs. CLOZ - Volatility Comparison

The current volatility for Virtus Seix Senior Loan ETF (SEIX) is NaN%, while Panagram Bbb-B Clo ETF (CLOZ) has a volatility of NaN%. This indicates that SEIX experiences smaller price fluctuations and is considered to be less risky than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.40%
8.05%
ESS
SCHD

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