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TORYX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORYX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Torray Fund (TORYX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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TORYX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TORYX
Torray Fund
3.40%14.89%13.77%12.57%-0.69%21.40%-2.45%19.89%-10.59%12.07%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, TORYX achieves a 3.40% return, which is significantly lower than VIHAX's 5.44% return. Over the past 10 years, TORYX has underperformed VIHAX with an annualized return of 9.13%, while VIHAX has yielded a comparatively higher 10.41% annualized return.


TORYX

1D
0.87%
1M
-1.79%
YTD
3.40%
6M
2.87%
1Y
16.79%
3Y*
14.89%
5Y*
10.28%
10Y*
9.13%

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TORYX vs. VIHAX - Expense Ratio Comparison

TORYX has a 1.07% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

TORYX vs. VIHAX — Risk / Return Rank

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

TORYX
TORYX Risk / Return Rank: 5757
Overall Rank
TORYX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TORYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TORYX Omega Ratio Rank: 5050
Omega Ratio Rank
TORYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TORYX Martin Ratio Rank: 7272
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TORYX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Torray Fund (TORYX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


TORYXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.32

-1.30

Sortino ratio

Return per unit of downside risk

1.55

2.96

-1.42

Omega ratio

Gain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratio

Return relative to maximum drawdown

1.57

3.01

-1.44

Martin ratio

Return relative to average drawdown

7.45

12.38

-4.94

TORYX vs. VIHAX - Sharpe Ratio Comparison

The current TORYX Sharpe Ratio is 1.02, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of TORYX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TORYXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.32

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.91

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.66

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.66

-0.13

Correlation

The correlation between TORYX and VIHAX is 0.74, 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

TORYX vs. VIHAX - Dividend Comparison

TORYX's dividend yield for the trailing twelve months is around 31.96%, more than VIHAX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
TORYX
Torray Fund
31.96%32.38%7.32%6.47%10.55%10.80%3.22%2.66%2.21%7.34%8.93%4.30%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

TORYX vs. VIHAX - Drawdown Comparison

The maximum TORYX drawdown since its inception was -56.55%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for TORYX and VIHAX.


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Drawdown Indicators


TORYXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.55%

-38.80%

-17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-10.66%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-23.92%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-38.80%

+0.49%

Current Drawdown

Current decline from peak

-1.79%

-6.64%

+4.85%

Average Drawdown

Average peak-to-trough decline

-7.37%

-6.09%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.59%

-0.25%

Volatility

TORYX vs. VIHAX - Volatility Comparison

The current volatility for Torray Fund (TORYX) is 3.12%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that TORYX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TORYXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

6.16%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

9.08%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

14.29%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

13.69%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

15.92%

+1.67%