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ISIN
US92837N4512
CUSIP
018920603
Issuer
Allianz
Inception Date
Jan 30, 2003
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

ANJIX Performance Chart

Virtus NFJ International Value Fund (ANJIX) is up 14.6% since the beginning of the year. ANJIX is currently trading at $28 per share. Investors who bought $1,000 worth of ANJIX shares 5 years ago would now be looking at an investment worth $1,428.


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S&P 500 Index

Returns By Period

Virtus NFJ International Value Fund (ANJIX) has returned 14.60% so far this year and 39.07% over the past 12 months. Over the last ten years, ANJIX has returned 8.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Virtus NFJ International Value Fund

1D
1.21%
1M
2.39%
YTD
14.60%
6M
15.11%
1Y
39.07%
3Y*
15.79%
5Y*
7.38%
10Y*
8.02%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANJIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 4, 2003, ANJIX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +19.8%, while the worst month was Oct 2008 at -25.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ANJIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.1%, while the worst single day was Oct 15, 2008 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.40%1.77%-5.54%6.68%3.46%0.56%14.60%
20255.02%5.19%1.83%-0.15%4.27%5.78%1.41%1.52%8.49%0.81%0.72%1.38%42.45%
2024-6.02%1.99%3.99%-2.87%3.22%-1.72%1.75%2.46%6.21%-5.46%-1.48%-3.51%-2.26%
202312.91%-6.69%2.49%1.83%-4.46%4.01%6.47%-7.82%-4.38%-7.11%8.79%6.82%10.67%
2022-0.76%-5.08%-1.49%-8.37%3.20%-8.39%1.95%-5.13%-13.29%2.13%19.79%-1.84%-19.04%
20211.78%2.08%2.45%2.76%3.25%-1.24%-1.73%-0.18%-5.15%3.80%-2.94%5.45%10.26%

Benchmark Metrics

Virtus NFJ International Value Fund has an annualized alpha of 0.07%, beta of 0.93, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since February 04, 2003.

  • This fund participated in 108.20% of S&P 500 Index downside but only 102.88% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.07%
Beta
0.93
0.74
Upside Capture
102.88%
Downside Capture
108.20%

Expense Ratio

ANJIX has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ANJIX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ANJIX Risk / Return Rank: 7373
Overall Rank
ANJIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ANJIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
ANJIX Omega Ratio Rank: 7171
Omega Ratio Rank
ANJIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ANJIX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Virtus NFJ International Value Fund (ANJIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANJIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.07

2.78

+1.29

Martin ratioReturn relative to average drawdown

14.48

12.44

+2.04

Dividends

Dividend History

Virtus NFJ International Value Fund provided a 5.10% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.44$1.35$0.50$0.36$0.41$0.51$0.49$0.52$0.40$0.33$0.50$0.63

Dividend yield

5.10%5.48%2.71%1.86%2.29%2.26%2.36%2.69%2.44%1.66%3.03%3.47%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus NFJ International Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.08$0.15
2025$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.46$0.00$0.00$0.83$1.35
2024$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.27$0.50
2023$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.18$0.36
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.26$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.22$0.00$0.00$0.20$0.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus NFJ International Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus NFJ International Value Fund was 62.46%, occurring on Mar 9, 2009. Recovery took 1320 trading sessions.

The current Virtus NFJ International Value Fund drawdown is 0.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.46%Mar 2009
9mo 24d5y 2mo
6y 18dMay 2008 - Jun 2014
COVID crash2020
-40.29%Mar 2020
5y 6mo9mo 12d
6y 3moSep 2014 - Dec 2020
Bear market2022
-35.90%Oct 2022
1y 4mo2y 7mo
4yJun 2021 - Jun 2025
2006 correction2006
-18.05%Jun 2006
1mo 4d4mo 27d
6mo 1dMay 2006 - Nov 2006
Financial crisis2007–2009
-16.56%Jan 2008
2mo 22d3mo 25d
6mo 17dNov 2007 - May 2008

Drawdown Indicators


ANJIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-56.78%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-9.10%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-18.90%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-25.43%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.46%

-33.92%

-3.54%

Current Drawdown

Current decline from peak

-0.43%

-1.80%

+1.37%

Average Drawdown

Average peak-to-trough decline

-13.84%

-10.71%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.03%

+0.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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