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VTEX vs. SCMBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTEX and SCMBX is 0.13, 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.


-0.50.00.51.00.1

Performance

VTEX vs. SCMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and DWS Managed Municipal Bond Fund (SCMBX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-14.98%
1.04%
VTEX
SCMBX

Key characteristics

Sharpe Ratio

VTEX:

-0.29

SCMBX:

0.78

Sortino Ratio

VTEX:

-0.13

SCMBX:

1.10

Omega Ratio

VTEX:

0.98

SCMBX:

1.16

Calmar Ratio

VTEX:

-0.15

SCMBX:

0.47

Martin Ratio

VTEX:

-0.54

SCMBX:

3.09

Ulcer Index

VTEX:

23.20%

SCMBX:

0.97%

Daily Std Dev

VTEX:

43.90%

SCMBX:

3.82%

Max Drawdown

VTEX:

-91.38%

SCMBX:

-25.76%

Current Drawdown

VTEX:

-81.89%

SCMBX:

-2.93%

Returns By Period

In the year-to-date period, VTEX achieves a -15.12% return, which is significantly lower than SCMBX's 2.12% return.


VTEX

YTD

-15.12%

1M

-9.60%

6M

-14.99%

1Y

-11.78%

5Y*

N/A

10Y*

N/A

SCMBX

YTD

2.12%

1M

-1.03%

6M

1.05%

1Y

2.56%

5Y*

1.07%

10Y*

2.21%

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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.


Sharpe ratio
The chart of Sharpe ratio for VTEX, currently valued at -0.29, compared to the broader market-4.00-2.000.002.00-0.290.78
The chart of Sortino ratio for VTEX, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.131.10
The chart of Omega ratio for VTEX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.16
The chart of Calmar ratio for VTEX, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.150.47
The chart of Martin ratio for VTEX, currently valued at -0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.543.09
VTEX
SCMBX

The current VTEX Sharpe Ratio is -0.29, which is lower than the SCMBX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VTEX and SCMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
0.78
VTEX
SCMBX

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 3.78%.


TTM20232022202120202019201820172016201520142013
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
3.78%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 -25.76%. Use the drawdown chart below to compare losses from any high point for VTEX and SCMBX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-81.89%
-2.93%
VTEX
SCMBX

Volatility

VTEX vs. SCMBX - Volatility Comparison

VTEX (VTEX) has a higher volatility of 12.68% compared to DWS Managed Municipal Bond Fund (SCMBX) at 1.52%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.68%
1.52%
VTEX
SCMBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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