Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -6.33% | -16.54% | -15.91% | -12.08% | -10.66% | -11.73% | +4.32% | -10.22% | -11.65% | -10.36% |
| Market-price total return | -5.12% | -15.47% | -12.89% | -5.86% | +0.29% | +1.56% | +20.41% | +3.82% | +2.14% | +2.51% |
| NAV return | -0.63% | -3.67% | -5.40% | -6.89% | -4.64% | -0.63% | +6.10% | -7.12% | -10.86% | -9.74% |
| NAV total return | +0.63% | -2.44% | -1.86% | +0.08% | +7.51% | +14.79% | +23.46% | +8.37% | +4.93% | +4.31% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.19% | 0.08% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.21% | 0.08% | as above |
| Volatility, 5 years | 0.26% | 0.12% | as above |
| Maximum drawdown, 3 years | -17.83% | -7.82% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.77 | 2.09 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.10 | 3.21 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.13 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.28 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Virtus Stone Harbor Emerging Markets Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.