SHCDX vs. SHMDX
Compare and contrast key facts about Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Virtus Stone Harbor Emerging Mkts Debt (SHMDX).
SHCDX is managed by Stone Harbor. It was launched on May 31, 2011. SHMDX is managed by Stone Harbor. It was launched on Aug 15, 2007.
Performance
SHCDX vs. SHMDX - Performance Comparison
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SHCDX vs. SHMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHCDX Virtus Stone Harbor Emerg Mkts Corp Dbt | -0.10% | 8.81% | 7.58% | 9.70% | -11.76% | 1.95% | 7.77% | 13.94% | -3.90% | 9.29% |
SHMDX Virtus Stone Harbor Emerging Mkts Debt | -1.45% | 15.13% | 8.90% | 14.81% | -19.74% | -2.52% | 7.06% | 15.20% | -7.86% | 11.58% |
Returns By Period
In the year-to-date period, SHCDX achieves a -0.10% return, which is significantly higher than SHMDX's -1.45% return. Over the past 10 years, SHCDX has outperformed SHMDX with an annualized return of 4.59%, while SHMDX has yielded a comparatively lower 4.16% annualized return.
SHCDX
- 1D
- 0.00%
- 1M
- -1.90%
- YTD
- -0.10%
- 6M
- 1.15%
- 1Y
- 5.94%
- 3Y*
- 7.92%
- 5Y*
- 3.13%
- 10Y*
- 4.59%
SHMDX
- 1D
- -0.26%
- 1M
- -4.10%
- YTD
- -1.45%
- 6M
- 2.22%
- 1Y
- 11.00%
- 3Y*
- 11.48%
- 5Y*
- 3.11%
- 10Y*
- 4.16%
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SHCDX vs. SHMDX - Expense Ratio Comparison
SHCDX has a 1.02% expense ratio, which is higher than SHMDX's 0.73% expense ratio.
Return for Risk
SHCDX vs. SHMDX — Risk / Return Rank
SHCDX
SHMDX
SHCDX vs. SHMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Virtus Stone Harbor Emerging Mkts Debt (SHMDX). 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.
| SHCDX | SHMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 2.08 | -0.30 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.90 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.45 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.33 | -0.66 |
Martin ratioReturn relative to average drawdown | 7.75 | 10.03 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHCDX | SHMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.08 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.46 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.55 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.50 | +0.55 |
Correlation
The correlation between SHCDX and SHMDX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SHCDX vs. SHMDX - Dividend Comparison
SHCDX's dividend yield for the trailing twelve months is around 6.20%, less than SHMDX's 6.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHCDX Virtus Stone Harbor Emerg Mkts Corp Dbt | 6.20% | 6.00% | 6.33% | 5.72% | 5.52% | 4.65% | 5.28% | 4.72% | 6.08% | 4.10% | 5.44% | 5.04% |
SHMDX Virtus Stone Harbor Emerging Mkts Debt | 6.34% | 6.21% | 6.73% | 8.10% | 10.70% | 4.78% | 5.24% | 5.51% | 6.80% | 6.12% | 6.72% | 6.65% |
Drawdowns
SHCDX vs. SHMDX - Drawdown Comparison
The maximum SHCDX drawdown since its inception was -26.24%, smaller than the maximum SHMDX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for SHCDX and SHMDX.
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Drawdown Indicators
| SHCDX | SHMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.24% | -35.83% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -4.72% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -31.98% | +10.17% |
Max Drawdown (10Y)Largest decline over 10 years | -26.24% | -31.98% | +5.74% |
Current DrawdownCurrent decline from peak | -1.90% | -4.33% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -5.99% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.10% | -0.32% |
Volatility
SHCDX vs. SHMDX - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) is 0.92%, while Virtus Stone Harbor Emerging Mkts Debt (SHMDX) has a volatility of 2.03%. This indicates that SHCDX experiences smaller price fluctuations and is considered to be less risky than SHMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHCDX | SHMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 2.03% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 3.10% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.28% | 5.24% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 6.87% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 7.57% | -2.62% |