STGIX vs. BRLN
STGIX (Virtus Seix Core Bond Fund) and BRLN (BlackRock Floating Rate Loan ETF) are both funds - STGIX is a Intermediate Core Bond fund managed by Virtus, while BRLN is a Bank Loan fund actively managed by BlackRock. Over the past 3 years, STGIX returned 2.70%/yr vs 6.38%/yr for BRLN. Their 0.08 correlation means their historical movements had little consistent relationship. STGIX charges 0.64%/yr vs 0.55%/yr for BRLN.
Performance
STGIX vs. BRLN - Performance Comparison
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Returns By Period
In the year-to-date period, STGIX achieves a -0.99% return, which is significantly lower than BRLN's 1.04% return.
STGIX
- 1D
- 0.00%
- 1M
- -1.29%
- 6M
- -1.28%
- YTD
- -0.99%
- 1Y
- 1.33%
- 3Y*
- 2.70%
- 5Y*
- -1.21%
- 10Y*
- 0.90%
- ALL TIME*
- 4.01%
BRLN
- 1D
- 0.15%
- 1M
- 0.20%
- 6M
- 1.53%
- YTD
- 1.04%
- 1Y
- 2.71%
- 3Y*
- 6.38%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $268.27K | $207.64K | $312.99K | |
| $0.00 | $0.00 | $0.00 |
STGIX vs. BRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STGIX Virtus Seix Core Bond Fund | -0.99% | 6.38% | 0.35% | 4.54% | 0.74% |
BRLN BlackRock Floating Rate Loan ETF | 1.04% | 5.38% | 7.49% | 13.42% | 1.66% |
Correlation
The correlation between STGIX and BRLN is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2022 | 0.08 |
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Return for Risk
STGIX vs. BRLN — Risk / Return Rank
STGIX
BRLN
STGIX vs. BRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Core Bond Fund (STGIX) and BlackRock Floating Rate Loan ETF (BRLN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STGIX | BRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.62 | -0.84 |
| Martin ratioReturn relative to average drawdown | 1.94 | 5.61 | -3.67 |
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Drawdowns
STGIX vs. BRLN - Drawdown Comparison
The maximum STGIX drawdown since its inception was -18.86%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for STGIX and BRLN.
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Drawdown Indicators
| STGIX | BRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.86% | -3.85% | -15.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.00% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -3.85% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.86% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -0.81% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -0.33% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 0.58% | +0.68% |
Volatility
STGIX vs. BRLN - Volatility Comparison
The current volatility for Virtus Seix Core Bond Fund (STGIX) is 1.01%, while BlackRock Floating Rate Loan ETF (BRLN) has a volatility of 1.27%. This indicates that STGIX experiences smaller price fluctuations and is considered to be less risky than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STGIX | BRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.27% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 2.78% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 3.31% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 3.78% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 3.78% | +1.16% |
STGIX vs. BRLN - Expense Ratio Comparison
STGIX has a 0.64% expense ratio, which is higher than BRLN's 0.55% expense ratio.
Dividends
STGIX vs. BRLN - Dividend Comparison
STGIX's dividend yield for the trailing twelve months is around 3.79%, less than BRLN's 6.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRLN BlackRock Floating Rate Loan ETF | 5.73% | 6.50% | 7.87% | 9.06% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STGIX Virtus Seix Core Bond Fund | 3.79% | 4.01% | 3.38% | 3.23% | 2.74% | 1.23% | 3.09% | 2.00% | 2.29% | 1.92% | 3.76% | 2.67% |
Frequently Asked Questions
STGIX and BRLN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRLN has higher volatility (1.27%) compared to STGIX (1.01%). In terms of maximum drawdown, STGIX dropped -18.86% vs BRLN's -3.85%.
BRLN currently has the higher Sharpe Ratio (0.98 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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