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Virtus NFJ International Value Fund (ANJIX)

Mutual Fund · Currency in USD · Last updated May 27, 2023

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

ISINUS92837N4512
CUSIP018920603
IssuerAllianz Global Investors
Inception DateJan 30, 2003
CategoryForeign Large Cap Equities
Minimum Investment$1,000,000
Asset ClassEquity

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.


0.95%
0.00%2.15%

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.


-5.00%0.00%5.00%10.00%15.00%December2023FebruaryMarchAprilMay
8.23%
6.26%
ANJIX (Virtus NFJ International Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ANJIX

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.


PeriodReturnBenchmark
1 month-2.67%0.86%
Year-To-Date7.02%9.53%
6 months7.51%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


JanFebMarAprMayJunJulAugSepOctNovDec
202312.91%-6.69%2.49%1.83%
20222.13%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ANJIX
Virtus NFJ International Value Fund
0.14
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Virtus NFJ International Value Fund Sharpe ratio is 0.14. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.14
0.27
ANJIX (Virtus NFJ International Value Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%December2023FebruaryMarchAprilMay
-16.05%
-12.32%
ANJIX (Virtus NFJ International Value Fund)
Benchmark (^GSPC)

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, 2008202Mar 9, 20091319Jun 5, 20141521
-40.29%Sep 4, 20141397Mar 23, 2020196Dec 30, 20201593
-35.9%Jun 3, 2021344Oct 12, 2022
-18.05%May 10, 200624Jun 13, 2006102Nov 7, 2006126
-16.56%Nov 1, 200755Jan 22, 200881May 16, 2008136

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.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
3.88%
3.82%
ANJIX (Virtus NFJ International Value Fund)
Benchmark (^GSPC)