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WHF vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WHF vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WhiteHorse Finance, Inc. (WHF) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.03%
13.42%
WHF
VTI

Returns By Period

In the year-to-date period, WHF achieves a -4.52% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, WHF has underperformed VTI with an annualized return of 11.00%, while VTI has yielded a comparatively higher 12.67% annualized return.


WHF

YTD

-4.52%

1M

-10.10%

6M

-13.45%

1Y

-1.69%

5Y (annualized)

6.44%

10Y (annualized)

11.00%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


WHFVTI
Sharpe Ratio-0.102.68
Sortino Ratio-0.023.57
Omega Ratio1.001.49
Calmar Ratio-0.123.91
Martin Ratio-0.3317.13
Ulcer Index5.17%1.96%
Daily Std Dev17.40%12.51%
Max Drawdown-57.48%-55.45%
Current Drawdown-14.03%-0.84%

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Correlation

-0.50.00.51.00.3

The correlation between WHF and VTI is 0.29, 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.

Risk-Adjusted Performance

WHF vs. VTI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WHF, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.102.68
The chart of Sortino ratio for WHF, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.023.57
The chart of Omega ratio for WHF, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.49
The chart of Calmar ratio for WHF, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.123.91
The chart of Martin ratio for WHF, currently valued at -0.33, compared to the broader market0.0010.0020.0030.00-0.3317.13
WHF
VTI

The current WHF Sharpe Ratio is -0.10, which is lower than the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of WHF and VTI, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.10
2.68
WHF
VTI

Dividends

WHF vs. VTI - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 17.02%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
WHF
WhiteHorse Finance, Inc.
17.02%12.60%11.26%10.03%11.35%11.79%11.16%13.23%11.67%12.37%12.29%9.40%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.03%
-0.84%
WHF
VTI

Volatility

WHF vs. VTI - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) has a higher volatility of 6.65% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.65%
4.19%
WHF
VTI