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ISIN
US92837N3787
CUSIP
018918433
Issuer
Allianz
Inception Date
May 8, 2000
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

ANVIX Performance Chart

Virtus NFJ Large-Cap Value Fund (ANVIX) is up 12.9% since the beginning of the year. ANVIX is currently trading at $30 per share. Investors who bought $1,000 worth of ANVIX shares 5 years ago would now be looking at an investment worth $1,459.


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S&P 500 Index

Returns By Period

Virtus NFJ Large-Cap Value Fund (ANVIX) has returned 12.90% so far this year and 20.89% over the past 12 months. Over the last ten years, ANVIX has returned 9.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Virtus NFJ Large-Cap Value Fund

1D
0.17%
1M
1.85%
YTD
12.90%
6M
11.46%
1Y
20.89%
3Y*
11.75%
5Y*
7.85%
10Y*
9.95%

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)

ANVIX Monthly Returns History

Based on dividend-adjusted daily data since May 8, 2000, ANVIX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +13.1%, while the worst month was Oct 2008 at -21.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ANVIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.88%-1.88%-1.05%9.38%2.43%0.88%12.90%
20253.87%-0.56%-3.70%-5.75%4.22%4.38%1.66%2.84%0.21%-0.59%-0.07%0.61%6.78%
2024-2.42%2.17%5.02%-5.07%2.25%-0.73%5.39%2.93%0.95%-1.87%5.64%-7.21%6.28%
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%

Benchmark Metrics

Virtus NFJ Large-Cap Value Fund has an annualized alpha of 1.83%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 08, 2000.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.43%) than losses (91.61%) - typical of diversified or defensive assets.
  • With beta of 0.93 and R2 of 0.89, 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
1.83%
Beta
0.93
0.89
Upside Capture
97.43%
Downside Capture
91.61%

Expense Ratio

ANVIX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ANVIX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ANVIX Risk / Return Rank: 4343
Overall Rank
ANVIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ANVIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
ANVIX Omega Ratio Rank: 3434
Omega Ratio Rank
ANVIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
ANVIX Martin Ratio Rank: 4646
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 Large-Cap Value Fund (ANVIX) 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.


ANVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.92

2.78

+0.13

Martin ratioReturn relative to average drawdown

9.14

12.44

-3.30

Dividends

Dividend History

Virtus NFJ Large-Cap Value Fund provided a 9.08% dividend yield over the last twelve months, with an annual payout of $2.70 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.70$2.84$0.77$1.93$4.99$2.20$0.41$1.02$0.48$0.50$0.48$0.46

Dividend yield

9.08%10.78%2.80%7.28%20.66%6.43%1.43%3.54%2.02%1.89%2.13%2.26%

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
2026$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2025$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$2.51$2.84
2024$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.46$0.77
2023$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.12$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

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 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 1056 trading sessions.

The current Virtus NFJ Large-Cap Value Fund drawdown is 0.90%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.48%Mar 2009
1y 4mo4y 2mo
5y 7moOct 2007 - May 2013
COVID crash2020
-38.41%Mar 2020
1mo 9d9mo 13d
10mo 22dFeb 2020 - Dec 2020
Dot-com crash2000–2002
-29.72%Oct 2002
4mo 18d1y 1mo
1y 6moMay 2002 - Dec 2003
Bear market2022
-23.67%Oct 2022
9mo 10d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-20.26%Dec 2018
10mo 29d10mo 12d
1y 9moJan 2018 - Nov 2019

Drawdown Indicators


ANVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.48%

-56.78%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-9.10%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.65%

-18.90%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-25.43%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-33.92%

-4.49%

Current Drawdown

Current decline from peak

-0.90%

-1.80%

+0.90%

Average Drawdown

Average peak-to-trough decline

-9.62%

-10.71%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.03%

+0.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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