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Virtus NFJ Large-Cap Value Fund (ANVIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS92837N3787
CUSIP018918433
IssuerAllianz Global Investors
Inception DateMay 8, 2000
CategoryLarge Cap Value Equities
Min. Investment$1,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ANVIX has a high expense ratio of 0.74%, indicating higher-than-average management fees.


Expense ratio chart for ANVIX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Virtus NFJ Large-Cap Value Fund

Popular comparisons: ANVIX vs. SPLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Virtus NFJ Large-Cap 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.


200.00%220.00%240.00%260.00%280.00%300.00%320.00%December2024FebruaryMarchAprilMay
241.93%
323.34%
ANVIX (Virtus NFJ Large-Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Virtus NFJ Large-Cap Value Fund had a return of 2.62% year-to-date (YTD) and 19.46% in the last 12 months. Over the past 10 years, Virtus NFJ Large-Cap Value Fund had an annualized return of 8.04%, while the S&P 500 had an annualized return of 10.79%, indicating that Virtus NFJ Large-Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.62%9.47%
1 month0.71%1.91%
6 months18.22%18.36%
1 year19.46%26.61%
5 years (annualized)8.45%12.90%
10 years (annualized)8.04%10.79%

Monthly Returns

The table below presents the monthly returns of ANVIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.42%2.17%5.02%-5.07%2.62%
20239.03%-3.95%-1.05%2.01%-4.21%7.20%6.42%-3.40%-5.79%-4.35%9.46%7.13%17.92%
2022-4.51%-2.24%3.24%-6.42%2.86%-7.95%7.07%-5.38%-11.00%8.10%8.09%-5.32%-14.81%
2021-2.01%2.94%5.97%4.79%1.71%1.01%2.46%2.01%-4.48%7.74%-2.91%5.29%26.52%
2020-2.09%-10.72%-14.80%11.39%4.62%-0.75%3.73%4.00%-2.35%-2.03%11.36%3.33%2.29%
20197.06%3.50%0.27%3.65%-7.27%6.55%1.38%-2.76%2.81%1.78%3.63%2.79%25.03%
20184.83%-4.53%-2.21%0.88%0.65%-1.16%4.84%1.83%0.72%-6.78%1.58%-9.39%-9.38%
20170.62%3.62%-0.82%0.04%2.85%2.13%0.95%-0.16%3.37%2.76%3.19%1.10%21.36%
2016-6.51%-0.21%6.51%1.56%1.44%-0.48%2.17%0.77%-0.33%-0.92%7.56%2.61%14.32%
2015-4.28%5.73%-2.06%1.03%0.69%-1.30%0.98%-6.57%-3.77%6.73%0.53%-2.30%-5.29%
2014-4.43%3.90%2.46%1.19%1.52%2.68%-0.99%3.06%-1.83%1.71%2.15%-0.09%11.58%
20136.67%1.23%4.31%2.10%2.46%-1.54%6.15%-3.49%2.27%4.21%3.04%1.65%32.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANVIX is 53, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ANVIX is 5353
ANVIX (Virtus NFJ Large-Cap Value Fund)
The Sharpe Ratio Rank of ANVIX is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of ANVIX is 5252Sortino Ratio Rank
The Omega Ratio Rank of ANVIX is 5050Omega Ratio Rank
The Calmar Ratio Rank of ANVIX is 6666Calmar Ratio Rank
The Martin Ratio Rank of ANVIX is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Virtus NFJ Large-Cap Value Fund (ANVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ANVIX
Sharpe ratio
The chart of Sharpe ratio for ANVIX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.39
Sortino ratio
The chart of Sortino ratio for ANVIX, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.0012.002.06
Omega ratio
The chart of Omega ratio for ANVIX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.25
Calmar ratio
The chart of Calmar ratio for ANVIX, currently valued at 1.15, compared to the broader market0.002.004.006.008.0010.0012.001.15
Martin ratio
The chart of Martin ratio for ANVIX, currently valued at 3.78, compared to the broader market0.0020.0040.0060.003.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.0012.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.008.75

Sharpe Ratio

The current Virtus NFJ Large-Cap Value Fund Sharpe ratio is 1.39. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Virtus NFJ Large-Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.39
2.28
ANVIX (Virtus NFJ Large-Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Virtus NFJ Large-Cap Value Fund granted a 7.13% dividend yield in the last twelve months. The annual payout for that period amounted to $1.93 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.93$1.93$4.99$2.20$0.41$1.02$0.48$0.50$0.48$0.46$0.44$0.39

Dividend yield

7.13%7.28%20.66%6.43%1.43%3.54%2.02%1.89%2.13%2.26%2.03%1.96%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.09$0.00$0.00$0.09
2023$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$1.63$1.93
2022$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$4.71$4.99
2021$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$1.95$2.20
2020$0.00$0.00$0.17$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.06$0.41
2019$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$0.10$0.00$0.00$0.63$1.02
2018$0.00$0.00$0.10$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.14$0.48
2017$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.09$0.50
2016$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.15$0.48
2015$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.14$0.46
2014$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.16$0.44
2013$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.99%
-0.63%
ANVIX (Virtus NFJ Large-Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus NFJ Large-Cap 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 Large-Cap Value Fund was 62.48%, occurring on Mar 9, 2009. Recovery took 1055 trading sessions.

The current Virtus NFJ Large-Cap Value Fund drawdown is 1.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.48%Oct 15, 2007351Mar 9, 20091055May 17, 20131406
-38.41%Feb 13, 202027Mar 23, 2020197Dec 31, 2020224
-23.67%Jan 5, 2022194Oct 12, 2022302Dec 26, 2023496
-20.26%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-18.29%Jun 24, 2015161Feb 11, 2016190Nov 10, 2016351

Volatility

Volatility Chart

The current Virtus NFJ Large-Cap Value Fund volatility is 4.00%, 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%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.00%
3.61%
ANVIX (Virtus NFJ Large-Cap Value Fund)
Benchmark (^GSPC)