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 Jun 27, 2016.
Performance
WHF vs. VTI - Performance Comparison
Loading graphics...
WHF vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 6.62% | -15.36% | -8.52% | 6.26% | -6.23% | 25.77% | 19.14% | 20.83% | 4.80% | 21.87% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, WHF achieves a 6.62% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, WHF has underperformed VTI with an annualized return of 9.36%, while VTI has yielded a comparatively higher 13.60% annualized return.
WHF
- 1D
- 1.23%
- 1M
- 17.62%
- YTD
- 6.62%
- 6M
- 11.48%
- 1Y
- -12.87%
- 3Y*
- -4.03%
- 5Y*
- -1.97%
- 10Y*
- 9.36%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
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.
| WHF | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.46 | 0.96 | -1.42 |
Sortino ratioReturn per unit of downside risk | -0.51 | 1.48 | -1.99 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.41 | 1.52 | -1.94 |
Martin ratioReturn relative to average drawdown | -0.75 | 7.26 | -8.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WHF | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 0.96 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.60 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.75 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.48 | -0.23 |
Correlation
The correlation between WHF and VTI is 0.28, 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.
Dividends
WHF vs. VTI - Dividend Comparison
WHF's dividend yield for the trailing twelve months is around 14.39%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 14.39% | 20.72% | 18.44% | 12.60% | 11.26% | 10.03% | 13.96% | 11.79% | 11.16% | 10.58% | 11.67% | 12.37% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 graphics...
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 | -28.62% | -12.30% | -16.32% |
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 | -25.67% | -6.25% | -19.42% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -8.08% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.85% | 2.58% | +13.27% |
Volatility
WHF vs. VTI - Volatility Comparison
WhiteHorse Finance, Inc. (WHF) has a higher volatility of 10.56% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. 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 graphics...
Volatility by Period
| WHF | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 5.45% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 22.45% | 9.73% | +12.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 19.01% | +8.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 17.42% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.47% | 18.29% | +13.18% |