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VGI vs. BWDTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGI vs. BWDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Global Multi-Sector Income Fund (VGI) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). The values are adjusted to include any dividend payments, if applicable.

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VGI vs. BWDTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGI
Virtus Global Multi-Sector Income Fund
-2.92%16.14%10.43%14.58%-21.70%1.40%9.81%27.29%-28.73%27.46%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
0.05%7.14%4.92%9.80%-3.16%2.32%4.66%7.94%-0.51%4.08%

Returns By Period

In the year-to-date period, VGI achieves a -2.92% return, which is significantly lower than BWDTX's 0.05% return.


VGI

1D
2.22%
1M
-5.23%
YTD
-2.92%
6M
-1.22%
1Y
7.92%
3Y*
11.46%
5Y*
2.18%
10Y*
5.57%

BWDTX

1D
0.15%
1M
-0.85%
YTD
0.05%
6M
1.65%
1Y
5.72%
3Y*
6.45%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGI vs. BWDTX - Expense Ratio Comparison


Return for Risk

VGI vs. BWDTX — Risk / Return Rank

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

VGI
VGI Risk / Return Rank: 3434
Overall Rank
VGI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGI Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGI Omega Ratio Rank: 3434
Omega Ratio Rank
VGI Calmar Ratio Rank: 3636
Calmar Ratio Rank
VGI Martin Ratio Rank: 3434
Martin Ratio Rank

BWDTX
BWDTX Risk / Return Rank: 9393
Overall Rank
BWDTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BWDTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BWDTX Omega Ratio Rank: 9797
Omega Ratio Rank
BWDTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BWDTX Martin Ratio Rank: 9292
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.

VGI vs. BWDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). 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.


VGIBWDTXDifference

Sharpe ratio

Return per unit of total volatility

0.80

2.31

-1.51

Sortino ratio

Return per unit of downside risk

1.06

2.78

-1.72

Omega ratio

Gain probability vs. loss probability

1.17

1.70

-0.53

Calmar ratio

Return relative to maximum drawdown

0.98

2.58

-1.60

Martin ratio

Return relative to average drawdown

3.71

10.82

-7.12

VGI vs. BWDTX - Sharpe Ratio Comparison

The current VGI Sharpe Ratio is 0.80, which is lower than the BWDTX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VGI and BWDTX, 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


VGIBWDTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.31

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

1.86

-1.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.76

-1.46

Correlation

The correlation between VGI and BWDTX is 0.36, 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.


Dividends

VGI vs. BWDTX - Dividend Comparison

VGI's dividend yield for the trailing twelve months is around 13.01%, more than BWDTX's 5.74% yield.


TTM20252024202320222021202020192018201720162015
VGI
Virtus Global Multi-Sector Income Fund
13.01%12.24%12.57%12.26%13.42%10.22%11.81%12.10%15.00%10.70%12.21%15.60%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
5.74%5.70%4.13%5.51%3.80%3.20%3.18%3.47%4.18%2.90%1.35%0.00%

Drawdowns

VGI vs. BWDTX - Drawdown Comparison

The maximum VGI drawdown since its inception was -48.08%, which is greater than BWDTX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for VGI and BWDTX.


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Drawdown Indicators


VGIBWDTXDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-10.06%

-38.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-1.22%

-6.99%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-6.35%

-27.44%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-6.18%

-0.85%

-5.33%

Average Drawdown

Average peak-to-trough decline

-10.51%

-0.69%

-9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

0.53%

+1.64%

Volatility

VGI vs. BWDTX - Volatility Comparison

Virtus Global Multi-Sector Income Fund (VGI) has a higher volatility of 4.25% compared to Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) at 0.59%. This indicates that VGI's price experiences larger fluctuations and is considered to be riskier than BWDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGIBWDTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

0.59%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

0.88%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

1.93%

+7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.98%

2.19%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

2.21%

+14.51%