SHCDX vs. DOW
Compare and contrast key facts about Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Dow Inc. (DOW).
SHCDX is managed by Stone Harbor. It was launched on May 31, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHCDX or DOW.
Key characteristics
| SHCDX | DOW | |
|---|---|---|
| YTD Return | 8.06% | -14.70% |
| 1Y Return | 14.04% | -3.69% |
| 3Y Return (Ann) | 1.52% | -4.43% |
| 5Y Return (Ann) | 3.15% | 1.59% |
| Sharpe Ratio | 5.51 | -0.21 |
| Sortino Ratio | 9.74 | -0.15 |
| Omega Ratio | 2.53 | 0.98 |
| Calmar Ratio | 1.41 | -0.15 |
| Martin Ratio | 36.85 | -0.54 |
| Ulcer Index | 0.38% | 7.71% |
| Daily Std Dev | 2.55% | 20.22% |
| Max Drawdown | -26.24% | -60.87% |
| Current Drawdown | -0.71% | -27.48% |
Correlation
The correlation between SHCDX and DOW is 0.15, 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
SHCDX vs. DOW - Performance Comparison
In the year-to-date period, SHCDX achieves a 8.06% return, which is significantly higher than DOW's -14.70% 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
SHCDX vs. DOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Dow Inc. (DOW). 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
SHCDX vs. DOW - Dividend Comparison
SHCDX's dividend yield for the trailing twelve months is around 5.94%, less than DOW's 6.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHCDX Virtus Stone Harbor Emerg Mkts Corp Dbt | 5.94% | 5.73% | 5.52% | 4.65% | 5.28% | 4.72% | 6.08% | 4.10% | 5.44% | 5.04% | 4.81% | 5.41% |
DOW Dow Inc. | 6.22% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHCDX vs. DOW - Drawdown Comparison
The maximum SHCDX drawdown since its inception was -26.24%, smaller than the maximum DOW drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for SHCDX and DOW. For additional features, visit the drawdowns tool.
Volatility
SHCDX vs. DOW - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) is 0.77%, while Dow Inc. (DOW) has a volatility of 6.81%. This indicates that SHCDX experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.