WCFRX vs. DEVDX
Compare and contrast key facts about Virtus Westchester Credit Event Fund (WCFRX) and Driehaus Event Driven Fund (DEVDX).
WCFRX is managed by Virtus. It was launched on Dec 28, 2017. DEVDX is managed by Driehaus. It was launched on Aug 22, 2013.
Performance
WCFRX vs. DEVDX - Performance Comparison
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WCFRX vs. DEVDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | -0.67% | 4.37% | 6.83% | 9.23% | -5.28% | 7.08% | 16.26% | 12.60% | -3.23% |
DEVDX Driehaus Event Driven Fund | -1.35% | 5.99% | 3.06% | 9.59% | -9.99% | 7.24% | 24.78% | 20.49% | -4.77% |
Returns By Period
In the year-to-date period, WCFRX achieves a -0.67% return, which is significantly higher than DEVDX's -1.35% return.
WCFRX
- 1D
- 0.18%
- 1M
- -0.29%
- YTD
- -0.67%
- 6M
- -0.87%
- 1Y
- 2.68%
- 3Y*
- 5.51%
- 5Y*
- 2.95%
- 10Y*
- —
DEVDX
- 1D
- -0.18%
- 1M
- 0.27%
- YTD
- -1.35%
- 6M
- 2.69%
- 1Y
- 9.17%
- 3Y*
- 5.17%
- 5Y*
- 2.08%
- 10Y*
- 6.56%
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WCFRX vs. DEVDX - Expense Ratio Comparison
WCFRX has a 1.90% expense ratio, which is higher than DEVDX's 1.66% expense ratio.
Return for Risk
WCFRX vs. DEVDX — Risk / Return Rank
WCFRX
DEVDX
WCFRX vs. DEVDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) and Driehaus Event Driven Fund (DEVDX). 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.
| WCFRX | DEVDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.32 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.04 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.28 | -1.00 |
Martin ratioReturn relative to average drawdown | 4.49 | 5.21 | -0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WCFRX | DEVDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.32 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.21 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.46 | +0.37 |
Correlation
The correlation between WCFRX and DEVDX is 0.41, 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
WCFRX vs. DEVDX - Dividend Comparison
WCFRX's dividend yield for the trailing twelve months is around 6.87%, less than DEVDX's 16.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | 6.87% | 5.82% | 5.33% | 4.15% | 0.21% | 13.79% | 0.90% | 2.99% | 1.43% | 0.00% | 0.00% | 0.00% |
DEVDX Driehaus Event Driven Fund | 16.48% | 14.24% | 1.35% | 4.48% | 1.49% | 12.11% | 3.48% | 4.09% | 3.57% | 0.00% | 1.20% | 0.66% |
Drawdowns
WCFRX vs. DEVDX - Drawdown Comparison
The maximum WCFRX drawdown since its inception was -23.56%, which is greater than DEVDX's maximum drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for WCFRX and DEVDX.
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Drawdown Indicators
| WCFRX | DEVDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -21.00% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -3.37% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -21.00% | +11.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.00% | — |
Current DrawdownCurrent decline from peak | -1.61% | -3.69% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -7.14% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.59% | -0.99% |
Volatility
WCFRX vs. DEVDX - Volatility Comparison
Virtus Westchester Credit Event Fund (WCFRX) has a higher volatility of 0.64% compared to Driehaus Event Driven Fund (DEVDX) at 0.37%. This indicates that WCFRX's price experiences larger fluctuations and is considered to be riskier than DEVDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCFRX | DEVDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 0.37% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.27% | 3.81% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.21% | 6.26% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 9.93% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.64% | 9.67% | -3.03% |