Virtus NFJ International Value Fund (ANJIX)
The investment seeks long-term growth of capital and income. The fund normally invests at least 65% of its net assets (plus borrowings made for investment purposes) in common stocks and other equity securities (such as preferred stocks, convertible securities and warrants) of non-U.S. companies with market capitalizations greater than $1 billion. It normally invests significantly in securities that the portfolio managers expect will generate income (for example, by paying dividends).
Fund Info
| ISIN | US92837N4512 |
|---|---|
| CUSIP | 018920603 |
| Issuer | Allianz Global Investors |
| Inception Date | Jan 30, 2003 |
| Category | Foreign Large Cap Equities |
| Minimum Investment | $1,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The Virtus NFJ International Value Fund has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Virtus NFJ International Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Virtus NFJ International Value Fund had a return of 7.02% year-to-date (YTD) and -0.35% in the last 12 months. Over the past 10 years, Virtus NFJ International Value Fund had an annualized return of 0.80%, while the S&P 500 had an annualized return of 9.79%, indicating that Virtus NFJ International Value Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.67% | 0.86% |
| Year-To-Date | 7.02% | 9.53% |
| 6 months | 7.51% | 4.45% |
| 1 year | -0.35% | 1.14% |
| 5 years (annualized) | 2.10% | 9.36% |
| 10 years (annualized) | 0.80% | 9.79% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.91% | -6.69% | 2.49% | 1.83% | ||||||||
| 2022 | 2.13% | 19.79% | -1.84% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ International Value Fund (ANJIX) and S&P 500 (^GSPC). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ANJIX Virtus NFJ International Value Fund | 0.14 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
Virtus NFJ International Value Fund granted a 2.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.41 | $0.51 | $0.49 | $0.52 | $0.40 | $0.33 | $0.50 | $0.63 | $0.58 | $0.49 | $0.49 |
Dividend yield | 2.21% | 2.29% | 2.32% | 2.48% | 2.89% | 2.70% | 1.87% | 3.49% | 4.11% | 3.29% | 2.64% | 2.91% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | ||||||||
| 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 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.12 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.10 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.11 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.09 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.08 |
| 2013 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 |
| 2012 | $0.05 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.15 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Virtus NFJ International Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Virtus NFJ International Value Fund is 62.46%, recorded on Mar 9, 2009. It took 1319 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.46% | May 19, 2008 | 202 | Mar 9, 2009 | 1319 | Jun 5, 2014 | 1521 |
| -40.29% | Sep 4, 2014 | 1397 | Mar 23, 2020 | 196 | Dec 30, 2020 | 1593 |
| -35.9% | Jun 3, 2021 | 344 | Oct 12, 2022 | — | — | — |
| -18.05% | May 10, 2006 | 24 | Jun 13, 2006 | 102 | Nov 7, 2006 | 126 |
| -16.56% | Nov 1, 2007 | 55 | Jan 22, 2008 | 81 | May 16, 2008 | 136 |
Volatility Chart
The current Virtus NFJ International Value Fund volatility is 3.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.