SHCDX vs. VOO
Compare and contrast key facts about Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Vanguard S&P 500 ETF (VOO).
SHCDX is managed by Stone Harbor. It was launched on May 31, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHCDX or VOO.
Key characteristics
| SHCDX | VOO | |
|---|---|---|
| YTD Return | 8.06% | 26.88% |
| 1Y Return | 14.04% | 37.59% |
| 3Y Return (Ann) | 1.52% | 10.23% |
| 5Y Return (Ann) | 3.15% | 15.93% |
| 10Y Return (Ann) | 4.03% | 13.41% |
| Sharpe Ratio | 5.51 | 3.06 |
| Sortino Ratio | 9.74 | 4.08 |
| Omega Ratio | 2.53 | 1.58 |
| Calmar Ratio | 1.41 | 4.43 |
| Martin Ratio | 36.85 | 20.25 |
| Ulcer Index | 0.38% | 1.85% |
| Daily Std Dev | 2.55% | 12.23% |
| Max Drawdown | -26.24% | -33.99% |
| Current Drawdown | -0.71% | -0.30% |
Correlation
The correlation between SHCDX and VOO is 0.22, 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. VOO - Performance Comparison
In the year-to-date period, SHCDX achieves a 8.06% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, SHCDX has underperformed VOO with an annualized return of 4.03%, while VOO has yielded a comparatively higher 13.41% annualized 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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SHCDX vs. VOO - Expense Ratio Comparison
SHCDX has a 1.02% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SHCDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) 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.
Dividends
SHCDX vs. VOO - Dividend Comparison
SHCDX's dividend yield for the trailing twelve months is around 5.94%, more than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SHCDX vs. VOO - Drawdown Comparison
The maximum SHCDX drawdown since its inception was -26.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SHCDX and VOO. For additional features, visit the drawdowns tool.
Volatility
SHCDX vs. VOO - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) is 0.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that SHCDX 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.