WCEIX vs. SAMBX
WCEIX (Virtus Westchester Event-Driven Fund) and SAMBX (Virtus Seix Floating Rate High Income Fund) are both mutual funds - WCEIX is a Event Driven fund managed by Virtus, while SAMBX is a Bank Loan fund managed by Virtus. Over the past 10 years, WCEIX returned 4.62%/yr vs 4.54%/yr for SAMBX. Their 0.26 correlation means their historical movements had little consistent relationship. WCEIX charges 1.63%/yr vs 0.64%/yr for SAMBX.
Performance
WCEIX vs. SAMBX - Performance Comparison
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Returns By Period
In the year-to-date period, WCEIX achieves a 1.26% return, which is significantly lower than SAMBX's 2.76% return. Both investments have delivered pretty close results over the past 10 years, with WCEIX having a 4.62% annualized return and SAMBX not far behind at 4.54%.
WCEIX
- 1D
- 0.00%
- 1M
- -0.29%
- 6M
- 0.97%
- YTD
- 1.26%
- 1Y
- 3.23%
- 3Y*
- 5.82%
- 5Y*
- 3.19%
- 10Y*
- 4.62%
- ALL TIME*
- 3.88%
SAMBX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 2.94%
- YTD
- 2.76%
- 1Y
- 5.74%
- 3Y*
- 6.57%
- 5Y*
- 5.48%
- 10Y*
- 4.54%
- ALL TIME*
- 4.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCEIX vs. SAMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCEIX Virtus Westchester Event-Driven Fund | 1.26% | 7.90% | 3.24% | 5.86% | -2.79% | 1.76% | 6.53% | 11.13% | 5.27% | 4.72% |
SAMBX Virtus Seix Floating Rate High Income Fund | 2.76% | 5.88% | 7.03% | 11.21% | -0.86% | 4.86% | 0.41% | 6.66% | 0.24% | 3.89% |
Correlation
The correlation between WCEIX and SAMBX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2014 | 0.26 |
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Return for Risk
WCEIX vs. SAMBX — Risk / Return Rank
WCEIX
SAMBX
WCEIX vs. SAMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Event-Driven Fund (WCEIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WCEIX | SAMBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -4.76 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.93 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 8.08 | -5.67 |
| Martin ratioReturn relative to average drawdown | 7.77 | 24.51 | -16.74 |
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Drawdowns
WCEIX vs. SAMBX - Drawdown Comparison
The maximum WCEIX drawdown since its inception was -21.65%, smaller than the maximum SAMBX drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for WCEIX and SAMBX.
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Drawdown Indicators
| WCEIX | SAMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -24.74% | +3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -0.78% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -4.21% | -2.95% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -7.95% | -5.66% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -21.65% | -20.91% | -0.74% |
Current DrawdownCurrent decline from peak | -0.38% | -0.26% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -1.57% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.26% | +0.16% |
Volatility
WCEIX vs. SAMBX - Volatility Comparison
Virtus Westchester Event-Driven Fund (WCEIX) has a higher volatility of 0.89% compared to Virtus Seix Floating Rate High Income Fund (SAMBX) at 0.27%. This indicates that WCEIX'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
| WCEIX | SAMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 0.27% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 1.69% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 2.45% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 2.96% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 3.93% | +2.80% |
WCEIX vs. SAMBX - Expense Ratio Comparison
WCEIX has a 1.63% expense ratio, which is higher than SAMBX's 0.64% expense ratio.
Dividends
WCEIX vs. SAMBX - Dividend Comparison
WCEIX's dividend yield for the trailing twelve months is around 11.19%, more than SAMBX's 6.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMBX Virtus Seix Floating Rate High Income Fund | 6.76% | 7.78% | 8.21% | 8.21% | 5.34% | 3.03% | 4.03% | 5.28% | 5.15% | 4.28% | 4.79% | 4.91% |
WCEIX Virtus Westchester Event-Driven Fund | 11.19% | 11.33% | 3.88% | 2.49% | 0.21% | 8.42% | 3.18% | 2.34% | 5.56% | 1.01% | 0.87% | 3.21% |
Frequently Asked Questions
WCEIX and SAMBX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCEIX has higher volatility (0.89%) compared to SAMBX (0.27%). In terms of maximum drawdown, WCEIX dropped -21.65% vs SAMBX's -24.74%.
SAMBX currently has the higher Sharpe Ratio (2.58 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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