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Virtus Westchester Credit Event Fund (WCFRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US95737C7074

CUSIP

95737C707

Issuer

Virtus

Inception Date

Dec 28, 2017

Category

Event Driven

Min. Investment

$2,500

Asset Class

Alternatives

Expense Ratio

WCFRX has a high expense ratio of 1.90%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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WCFRX vs. RCTIX
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Virtus Westchester Credit Event Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
51.38%
111.70%
WCFRX (Virtus Westchester Credit Event Fund)
Benchmark (^GSPC)

Returns By Period

Virtus Westchester Credit Event Fund (WCFRX) returned 0.97% year-to-date (YTD) and 5.42% over the past 12 months.


WCFRX

YTD

0.97%

1M

1.59%

6M

1.61%

1Y

5.42%

5Y*

9.70%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.97%0.44%-0.43%-0.44%0.44%0.97%
20240.53%0.53%0.71%-0.09%0.70%0.87%0.78%0.69%0.42%0.51%0.84%0.13%6.83%
20232.24%0.37%0.37%0.73%-0.00%1.08%1.16%0.09%0.09%-0.26%1.68%1.36%9.22%
2022-0.62%-0.89%-0.18%-1.35%-1.55%-4.17%2.42%-0.09%-0.94%1.43%0.75%-0.07%-5.28%
20213.41%6.19%-4.09%1.11%-0.16%0.55%-0.31%-0.39%0.55%0.47%0.31%-0.46%7.08%
20200.96%-1.61%-14.86%4.31%2.61%4.56%2.53%1.68%3.60%-2.35%11.43%4.54%16.26%
20193.56%1.22%0.70%2.28%0.19%1.16%0.19%0.19%0.96%-0.47%-0.29%2.30%12.60%
20180.10%0.50%-1.09%0.10%0.70%-0.30%-0.20%0.20%-0.00%-1.30%-0.51%-1.45%-3.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, WCFRX is among the top 4% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WCFRX is 9696
Overall Rank
The Sharpe Ratio Rank of WCFRX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of WCFRX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of WCFRX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of WCFRX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of WCFRX is 9595
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 Westchester Credit Event Fund (WCFRX) 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 Westchester Credit Event Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 2.73
  • 5-Year: 1.85
  • All Time: 0.90

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 Westchester Credit Event 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.


Rolling 12-month Sharpe Ratio0.002.004.006.00December2025FebruaryMarchAprilMay
2.73
0.44
WCFRX (Virtus Westchester Credit Event Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Virtus Westchester Credit Event Fund provided a 4.99% dividend yield over the last twelve months, with an annual payout of $0.57 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.57$0.57$0.47$0.00$0.29$0.03$0.27$0.14

Dividend yield

4.99%5.04%4.15%0.00%2.54%0.23%2.61%1.44%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Westchester Credit Event 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2018$0.14$0.14

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.43%
-7.88%
WCFRX (Virtus Westchester Credit Event Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus Westchester Credit Event 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 Westchester Credit Event Fund was 23.56%, occurring on Mar 23, 2020. Recovery took 121 trading sessions.

The current Virtus Westchester Credit Event Fund drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.56%Feb 21, 202022Mar 23, 2020121Sep 14, 2020143
-15%Feb 22, 2021344Jul 1, 2022511Jul 16, 2024855
-4.57%Jun 12, 2018135Dec 21, 201837Feb 15, 2019172
-3.75%Jan 26, 20212Jan 27, 20216Feb 4, 20218
-3.43%Sep 21, 202030Oct 30, 202013Nov 18, 202043

Volatility

Volatility Chart

The current Virtus Westchester Credit Event Fund volatility is 0.82%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
0.82%
6.82%
WCFRX (Virtus Westchester Credit Event Fund)
Benchmark (^GSPC)