VTEX vs. SCMBX
Compare and contrast key facts about VTEX (VTEX) and DWS Managed Municipal Bond Fund (SCMBX).
SCMBX is managed by Blackrock. It was launched on Oct 13, 1976.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTEX or SCMBX.
Key characteristics
| VTEX | SCMBX | |
|---|---|---|
| YTD Return | -4.07% | 2.93% |
| 1Y Return | -0.75% | 10.07% |
| 3Y Return (Ann) | -26.14% | -0.43% |
| Sharpe Ratio | 0.09 | 2.57 |
| Sortino Ratio | 0.48 | 3.95 |
| Omega Ratio | 1.06 | 1.62 |
| Calmar Ratio | 0.05 | 0.90 |
| Martin Ratio | 0.20 | 11.71 |
| Ulcer Index | 20.29% | 0.86% |
| Daily Std Dev | 43.28% | 3.93% |
| Max Drawdown | -91.38% | -17.56% |
| Current Drawdown | -79.53% | -2.16% |
Correlation
The correlation between VTEX and SCMBX is 0.14, 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.
Performance
VTEX vs. SCMBX - Performance Comparison
In the year-to-date period, VTEX achieves a -4.07% return, which is significantly lower than SCMBX's 2.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
VTEX vs. SCMBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and DWS Managed Municipal Bond Fund (SCMBX). 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.
Dividends
VTEX vs. SCMBX - Dividend Comparison
VTEX has not paid dividends to shareholders, while SCMBX's dividend yield for the trailing twelve months is around 4.03%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCMBX DWS Managed Municipal Bond Fund | 4.03% | 4.08% | 4.30% | 2.87% | 4.00% | 3.49% | 3.38% | 3.42% | 3.78% | 3.91% | 4.07% | 4.30% |
Drawdowns
VTEX vs. SCMBX - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than SCMBX's maximum drawdown of -17.56%. Use the drawdown chart below to compare losses from any high point for VTEX and SCMBX. For additional features, visit the drawdowns tool.
Volatility
VTEX vs. SCMBX - Volatility Comparison
VTEX (VTEX) has a higher volatility of 6.62% compared to DWS Managed Municipal Bond Fund (SCMBX) at 1.93%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than SCMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.