WHF vs. VTI
WHF (WhiteHorse Finance, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, WHF returned 8.10%/yr vs 15.14%/yr for VTI. At a 0.28 correlation, their price movements are largely independent.
Performance
WHF vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WHF achieves a 2.19% return, which is significantly lower than VTI's 8.82% return. Over the past 10 years, WHF has underperformed VTI with an annualized return of 8.10%, while VTI has yielded a comparatively higher 15.14% annualized return.
WHF
- 1D
- 1.07%
- 1M
- 0.61%
- YTD
- 2.19%
- 6M
- 4.75%
- 1Y
- -11.02%
- 3Y*
- -6.18%
- 5Y*
- -3.12%
- 10Y*
- 8.10%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
WHF vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 2.19% | -15.36% | -8.52% | 6.26% | -6.23% | 25.77% | 19.14% | 20.83% | 4.80% | 21.87% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between WHF and VTI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2012 | 0.28 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WHF vs. VTI — Risk / Return Rank
WHF
VTI
WHF vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WhiteHorse Finance, Inc. (WHF) and Vanguard Total Stock Market ETF (VTI). 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.
| WHF | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.34 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.73 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.76 | 12.14 | -12.90 |
Loading charts...
Drawdowns
WHF vs. VTI - Drawdown Comparison
The maximum WHF drawdown since its inception was -57.48%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WHF and VTI.
Loading charts...
Drawdown Indicators
| WHF | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.48% | -55.45% | -2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -8.92% | -17.59% |
Max Drawdown (3Y)Largest decline over 3 years | -37.91% | -19.30% | -18.61% |
Max Drawdown (5Y)Largest decline over 5 years | -37.91% | -25.36% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -57.48% | -35.00% | -22.48% |
Current DrawdownCurrent decline from peak | -28.76% | -2.85% | -25.91% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -8.01% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.56% | 2.00% | +12.56% |
Volatility
WHF vs. VTI - Volatility Comparison
WhiteHorse Finance, Inc. (WHF) has a higher volatility of 7.77% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that WHF's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WHF | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 4.95% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 10.05% | +10.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.20% | 12.83% | +15.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 17.51% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.57% | 18.32% | +13.25% |
Dividends
WHF vs. VTI - Dividend Comparison
WHF's dividend yield for the trailing twelve months is around 17.82%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
WHF WhiteHorse Finance, Inc. | 17.82% | 20.72% | 18.44% | 12.60% | 11.26% | 10.03% | 13.96% | 11.79% | 11.16% | 10.58% | 11.67% | 12.37% |
Frequently Asked Questions
WHF and VTI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WHF has higher volatility (7.77%) compared to VTI (4.95%). In terms of maximum drawdown, WHF dropped -57.48% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.90 vs -0.39), 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.
Find the right allocation for WHF and VTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer