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VGISX vs. SAMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGISX vs. SAMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus Seix Floating Rate High Income Fund (SAMBX). The values are adjusted to include any dividend payments, if applicable.

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VGISX vs. SAMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGISX
Virtus Duff & Phelps Global Real Estate Securities Fund
-0.37%9.48%3.58%10.19%-26.86%31.60%-0.97%29.80%-4.73%13.01%
SAMBX
Virtus Seix Floating Rate High Income Fund
-0.19%5.88%7.03%11.21%-0.86%4.86%0.41%6.66%0.24%3.89%

Returns By Period

In the year-to-date period, VGISX achieves a -0.37% return, which is significantly lower than SAMBX's -0.19% return. Over the past 10 years, VGISX has outperformed SAMBX with an annualized return of 5.10%, while SAMBX has yielded a comparatively lower 4.74% annualized return.


VGISX

1D
0.23%
1M
-9.95%
YTD
-0.37%
6M
-1.43%
1Y
7.27%
3Y*
7.08%
5Y*
2.60%
10Y*
5.10%

SAMBX

1D
0.00%
1M
0.00%
YTD
-0.19%
6M
1.53%
1Y
5.58%
3Y*
6.95%
5Y*
5.16%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGISX vs. SAMBX - Expense Ratio Comparison

VGISX has a 1.16% expense ratio, which is higher than SAMBX's 0.64% expense ratio.


Return for Risk

VGISX vs. SAMBX — Risk / Return Rank

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

VGISX
VGISX Risk / Return Rank: 2222
Overall Rank
VGISX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VGISX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VGISX Omega Ratio Rank: 1818
Omega Ratio Rank
VGISX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VGISX Martin Ratio Rank: 2626
Martin Ratio Rank

SAMBX
SAMBX Risk / Return Rank: 9494
Overall Rank
SAMBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SAMBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SAMBX Omega Ratio Rank: 9797
Omega Ratio Rank
SAMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SAMBX Martin Ratio Rank: 9393
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.

VGISX vs. SAMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus Seix Floating Rate High Income Fund (SAMBX). 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.


VGISXSAMBXDifference

Sharpe ratio

Return per unit of total volatility

0.55

2.10

-1.55

Sortino ratio

Return per unit of downside risk

0.83

3.61

-2.77

Omega ratio

Gain probability vs. loss probability

1.11

1.70

-0.58

Calmar ratio

Return relative to maximum drawdown

0.74

2.54

-1.80

Martin ratio

Return relative to average drawdown

2.80

11.64

-8.84

VGISX vs. SAMBX - Sharpe Ratio Comparison

The current VGISX Sharpe Ratio is 0.55, which is lower than the SAMBX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VGISX and SAMBX, 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


VGISXSAMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.10

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.78

-1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

1.21

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.17

-0.56

Correlation

The correlation between VGISX and SAMBX is 0.23, 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

VGISX vs. SAMBX - Dividend Comparison

VGISX's dividend yield for the trailing twelve months is around 2.71%, less than SAMBX's 7.07% yield.


TTM20252024202320222021202020192018201720162015
VGISX
Virtus Duff & Phelps Global Real Estate Securities Fund
2.71%2.70%2.44%1.96%0.82%3.17%0.54%7.66%3.45%2.97%2.58%3.01%
SAMBX
Virtus Seix Floating Rate High Income Fund
7.07%7.78%8.21%8.21%5.34%3.03%4.03%5.28%5.15%4.28%4.79%4.91%

Drawdowns

VGISX vs. SAMBX - Drawdown Comparison

The maximum VGISX drawdown since its inception was -41.61%, which is greater than SAMBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for VGISX and SAMBX.


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Drawdown Indicators


VGISXSAMBXDifference

Max Drawdown

Largest peak-to-trough decline

-41.61%

-24.74%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-2.22%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.67%

-5.66%

-29.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.61%

-20.91%

-20.70%

Current Drawdown

Current decline from peak

-9.95%

-0.32%

-9.63%

Average Drawdown

Average peak-to-trough decline

-7.97%

-1.60%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

0.51%

+2.23%

Volatility

VGISX vs. SAMBX - Volatility Comparison

Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) has a higher volatility of 4.12% compared to Virtus Seix Floating Rate High Income Fund (SAMBX) at 0.69%. This indicates that VGISX's price experiences larger fluctuations and is considered to be riskier than SAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGISXSAMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

0.69%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

1.77%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

2.92%

+11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

2.92%

+13.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

3.93%

+13.80%