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

Correlation

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.


-0.50.00.51.00.3

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.73%
8.78%
WHF
VTI

Key characteristics

Sharpe Ratio

WHF:

-0.42

VTI:

1.92

Sortino Ratio

WHF:

-0.47

VTI:

2.56

Omega Ratio

WHF:

0.94

VTI:

1.35

Calmar Ratio

WHF:

-0.51

VTI:

2.88

Martin Ratio

WHF:

-1.17

VTI:

12.48

Ulcer Index

WHF:

6.28%

VTI:

1.98%

Daily Std Dev

WHF:

17.39%

VTI:

12.86%

Max Drawdown

WHF:

-57.48%

VTI:

-55.45%

Current Drawdown

WHF:

-14.20%

VTI:

-3.99%

Returns By Period

In the year-to-date period, WHF achieves a -4.70% return, which is significantly lower than VTI's 23.66% return. Over the past 10 years, WHF has underperformed VTI with an annualized return of 11.23%, while VTI has yielded a comparatively higher 12.48% annualized return.


WHF

YTD

-4.70%

1M

-1.13%

6M

-11.38%

1Y

-7.56%

5Y*

6.95%

10Y*

11.23%

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

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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 -0.42, compared to the broader market-4.00-2.000.002.00-0.421.92
The chart of Sortino ratio for WHF, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.472.56
The chart of Omega ratio for WHF, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.35
The chart of Calmar ratio for WHF, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.512.88
The chart of Martin ratio for WHF, currently valued at -1.17, compared to the broader market0.0010.0020.00-1.1712.48
WHF
VTI

The current WHF Sharpe Ratio is -0.42, which is lower than the VTI Sharpe Ratio of 1.92. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
1.92
WHF
VTI

Dividends

WHF vs. VTI - Dividend Comparison

WHF's dividend yield for the trailing twelve months is around 13.37%, more than VTI's 1.29% yield.


TTM20232022202120202019201820172016201520142013
WHF
WhiteHorse Finance, Inc.
13.37%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
1.29%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%JulyAugustSeptemberOctoberNovemberDecember
-14.20%
-3.99%
WHF
VTI

Volatility

WHF vs. VTI - Volatility Comparison

WhiteHorse Finance, Inc. (WHF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.78% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.85%
WHF
VTI
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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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