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ISIN
US92841M1018
CUSIP
92841M101
Issuer
Virtus
Inception Date
Feb 27, 2007
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

NIE Performance Chart

Virtus Equity & Convertible Income Fund (NIE) is up 8.2% since the beginning of the year. NIE is currently trading at $26 per share. Investors who bought $1,000 worth of NIE shares 5 years ago would now be looking at an investment worth $1,647.


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S&P 500 Index

Returns By Period

Virtus Equity & Convertible Income Fund (NIE) has returned 8.16% so far this year and 25.16% over the past 12 months.


Virtus Equity & Convertible Income Fund

1D
-2.62%
1M
-0.64%
YTD
8.16%
6M
9.50%
1Y
25.16%
3Y*
19.85%
5Y*
10.49%
10Y*
14.00%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIE Monthly Returns History

Based on dividend-adjusted daily data since Feb 23, 2007, NIE's average daily return is +0.05%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2008 with a return of +13.1%, while the worst month was Sep 2008 at -20.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NIE closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +20.2%, while the worst single day was Oct 6, 2008 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.13%-0.20%-6.11%11.22%3.66%-1.97%8.16%
20251.01%-3.69%-5.66%-1.17%5.94%5.39%0.92%2.94%3.16%3.27%-1.12%1.20%12.15%
20242.01%3.52%3.74%-2.90%2.90%6.16%-2.97%0.53%3.78%-0.35%7.24%2.34%28.64%
202311.25%-3.06%2.59%1.22%-0.35%9.39%3.36%-2.20%-4.69%-3.87%8.11%3.67%26.71%
2022-9.32%-3.77%5.25%-10.98%-3.85%-8.65%10.65%-2.74%-6.98%3.59%3.94%-5.35%-26.73%
2021-1.77%1.51%0.67%4.50%-0.75%5.45%-0.20%2.02%-3.09%5.09%-0.68%5.15%18.89%

Benchmark Metrics

Virtus Equity & Convertible Income Fund has an annualized alpha of 5.10%, beta of 0.82, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since February 26, 2007.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.77%) than losses (84.88%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 5.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
5.10%
Beta
0.82
0.72
Upside Capture
98.77%
Downside Capture
84.88%

Expense Ratio

NIE has a high expense ratio of 1.12%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NIE ranks 56 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.


NIE Risk / Return Rank: 5656
Overall Rank
NIE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
NIE Sortino Ratio Rank: 5454
Sortino Ratio Rank
NIE Omega Ratio Rank: 5353
Omega Ratio Rank
NIE Calmar Ratio Rank: 5757
Calmar Ratio Rank
NIE Martin Ratio Rank: 6262
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 Equity & Convertible Income Fund (NIE) and compare them to S&P 500 Index.


NIEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.81

Martin ratioReturn relative to average drawdown

11.78

Dividends

Dividend History

Virtus Equity & Convertible Income Fund provided a 9.57% dividend yield over the last twelve months, with an annual payout of $2.53 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.53$2.53$2.00$2.00$3.98$3.27$1.52$1.52$1.52$1.52$1.52$1.52

Dividend yield

9.57%10.14%8.11%9.56%21.81%10.86%5.37%6.71%8.20%7.19%8.25%8.46%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Equity & Convertible Income 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$0.50$0.00$0.00$0.00$0.50
2025$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$1.03$2.53
2024$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$2.00
2023$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$2.00
2022$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$2.48$3.98
2021$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$2.13$3.27

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 Equity & Convertible Income 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 Equity & Convertible Income Fund was 57.90%, occurring on Nov 20, 2008. Recovery took 493 trading sessions.

The current Virtus Equity & Convertible Income Fund drawdown is 2.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.90%Nov 2008
1y 5mo1y 11mo
3y 4moJun 2007 - Nov 2010
COVID crash2020
-38.99%Mar 2020
27d3mo 28d
4mo 25dFeb 2020 - Jul 2020
Bear market2022
-31.04%Jun 2022
5mo 19d1y 9mo
2y 2moDec 2021 - Mar 2024
Rate-hike selloffLate 2018
-24.97%Dec 2018
3mo 26d6mo 27d
10mo 23dAug 2018 - Jul 2019
2011 bear market2011
-24.06%Oct 2011
5mo 29d1y 3mo
1y 9moApr 2011 - Jan 2013

Drawdown Indicators


NIEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.90%

-9.10%

-48.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

Current Drawdown

Current decline from peak

-2.62%

-2.97%

+0.35%

Average Drawdown

Average peak-to-trough decline

-8.01%

-1.13%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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