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VIHAX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIHAX vs. ACTIX - Performance Comparison

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

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VIHAX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.08%38.01%6.96%16.81%-6.88%7.47%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, VIHAX achieves a 3.08% return, which is significantly higher than ACTIX's -1.36% return.


VIHAX

1D
0.23%
1M
-8.45%
YTD
3.08%
6M
10.44%
1Y
30.03%
3Y*
19.39%
5Y*
12.05%
10Y*
10.16%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIHAX vs. ACTIX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

VIHAX vs. ACTIX — Risk / Return Rank

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

VIHAX
VIHAX Risk / Return Rank: 9292
Overall Rank
VIHAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9191
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9292
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

VIHAX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


VIHAXACTIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.69

+1.39

Sortino ratio

Return per unit of downside risk

2.66

0.97

+1.69

Omega ratio

Gain probability vs. loss probability

1.42

1.14

+0.28

Calmar ratio

Return relative to maximum drawdown

2.61

1.11

+1.50

Martin ratio

Return relative to average drawdown

10.91

4.03

+6.89

VIHAX vs. ACTIX - Sharpe Ratio Comparison

The current VIHAX Sharpe Ratio is 2.07, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VIHAX and ACTIX, 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


VIHAXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.69

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.00

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.00

+0.64

Correlation

The correlation between VIHAX and ACTIX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIHAX vs. ACTIX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 3.71%, more than ACTIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.71%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIHAX vs. ACTIX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -38.80%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for VIHAX and ACTIX.


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Drawdown Indicators


VIHAXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-96.41%

+57.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-3.07%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-96.41%

+72.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-8.73%

-96.20%

+87.47%

Average Drawdown

Average peak-to-trough decline

-6.09%

-27.55%

+21.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

0.85%

+1.72%

Volatility

VIHAX vs. ACTIX - Volatility Comparison

Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a higher volatility of 5.68% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that VIHAX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIHAXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

1.82%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

2.51%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

4.68%

+9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

1,202.55%

-1,188.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

1,201.12%

-1,185.21%