WHF vs. VTI
Compare and contrast key facts about WhiteHorse Finance, Inc. (WHF) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WHF or VTI.
Key characteristics
| WHF | VTI | |
|---|---|---|
| YTD Return | -3.61% | 26.21% |
| 1Y Return | 0.47% | 38.35% |
| 3Y Return (Ann) | -0.22% | 8.70% |
| 5Y Return (Ann) | 6.63% | 15.34% |
| 10Y Return (Ann) | 10.83% | 12.90% |
| Sharpe Ratio | 0.05 | 3.04 |
| Sortino Ratio | 0.19 | 4.05 |
| Omega Ratio | 1.02 | 1.57 |
| Calmar Ratio | 0.07 | 4.46 |
| Martin Ratio | 0.21 | 19.72 |
| Ulcer Index | 4.68% | 1.94% |
| Daily Std Dev | 17.60% | 12.58% |
| Max Drawdown | -57.48% | -55.45% |
| Current Drawdown | -13.22% | -0.39% |
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.
Performance
WHF vs. VTI - Performance Comparison
In the year-to-date period, WHF achieves a -3.61% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, WHF has underperformed VTI with an annualized return of 10.83%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
WHF vs. VTI - Dividend Comparison
WHF's dividend yield for the trailing twelve months is around 16.86%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 16.86% | 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 | 1.26% | 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.
Volatility
WHF vs. VTI - Volatility Comparison
WhiteHorse Finance, Inc. (WHF) has a higher volatility of 7.14% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. 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.