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Virtus NFJ Emerging Markets Value Fund (AZMIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92838V3612

CUSIP

01880B298

Inception Date

Dec 17, 2012

Min. Investment

$1,000,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AZMIX has an expense ratio of 0.89%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Virtus NFJ Emerging Markets Value Fund (AZMIX) returned 8.14% year-to-date (YTD) and 5.89% over the past 12 months. Over the past 10 years, AZMIX returned 2.90% annually, underperforming the S&P 500 benchmark at 10.46%.


AZMIX

YTD

8.14%

1M

12.58%

6M

2.01%

1Y

5.89%

5Y*

4.07%

10Y*

2.90%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.65%2.33%0.49%-0.12%2.57%8.14%
2024-7.64%4.38%3.16%-0.06%0.52%0.45%-1.09%1.10%9.62%-4.81%-3.33%-0.26%0.97%
202312.63%-8.34%4.51%-2.76%-1.74%4.27%6.25%-7.01%-0.93%-6.02%4.40%3.79%7.15%
2022-4.64%-6.07%-5.60%-9.00%2.67%-4.85%-0.89%-0.64%-13.38%-5.60%21.12%-1.47%-27.76%
20213.80%-0.56%-2.87%3.65%2.82%1.53%-5.62%0.14%-4.64%3.50%-1.11%2.47%2.53%
2020-3.17%-3.27%-15.87%9.62%2.99%7.75%9.09%2.76%-0.86%1.89%6.43%6.13%22.60%
20198.74%1.40%2.20%2.96%-6.71%6.22%-1.89%-3.73%1.40%4.07%-0.31%6.72%21.90%
20186.40%-1.68%-1.94%-4.07%-1.27%-5.35%2.26%-3.61%-0.94%-10.50%2.81%-2.73%-19.63%
20175.24%4.01%3.19%1.35%3.75%1.66%5.22%2.25%-0.60%2.97%1.11%2.17%37.35%
2016-7.24%-0.09%11.97%1.63%-2.13%4.56%4.81%2.72%1.95%-0.97%-3.28%-0.28%13.13%
20150.77%3.21%-1.93%9.40%-2.59%-2.29%-7.49%-8.03%-1.13%6.98%-3.07%-2.33%-9.51%
2014-4.96%2.47%1.81%1.45%2.85%2.88%0.62%3.24%-5.70%0.13%-1.83%-6.35%-4.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AZMIX is 42, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AZMIX is 4242
Overall Rank
The Sharpe Ratio Rank of AZMIX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of AZMIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AZMIX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AZMIX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of AZMIX is 4040
Martin 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 Emerging Markets Value Fund (AZMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Virtus NFJ Emerging Markets Value Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.35
  • 5-Year: 0.21
  • 10-Year: 0.16
  • All Time: 0.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Virtus NFJ Emerging Markets Value Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Virtus NFJ Emerging Markets Value Fund provided a 1.36% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.23$0.24$0.28$0.31$0.12$0.35$0.50$0.44$0.40$0.33$0.45$0.50

Dividend yield

1.36%1.56%1.80%2.08%0.56%1.68%2.96%3.08%2.15%2.40%3.62%3.54%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.17$0.24
2023$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.17$0.28
2022$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.29$0.31
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.04$0.12
2020$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.21$0.35
2019$0.00$0.00$0.05$0.00$0.00$0.15$0.00$0.00$0.21$0.00$0.00$0.10$0.50
2018$0.00$0.00$0.02$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.16$0.44
2017$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.15$0.40
2016$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.07$0.33
2015$0.00$0.00$0.04$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.19$0.45
2014$0.07$0.00$0.00$0.08$0.00$0.00$0.36$0.50

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 Emerging Markets 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 Emerging Markets Value Fund was 44.57%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Virtus NFJ Emerging Markets Value Fund drawdown is 22.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.57%Feb 18, 2021425Oct 24, 2022
-36.59%Jan 29, 2018541Mar 23, 2020140Oct 9, 2020681
-32.57%Sep 8, 2014346Jan 21, 2016317Apr 25, 2017663
-14.83%May 9, 201378Aug 28, 2013185May 23, 2014263
-5.17%Jan 26, 20214Jan 29, 20218Feb 10, 202112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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