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ACV vs. UTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACV vs. UTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Diversified Income & Convertible Fund (ACV) and Reaves Utility Income Trust (UTG). The values are adjusted to include any dividend payments, if applicable.

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ACV vs. UTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACV
Virtus Diversified Income & Convertible Fund
-5.69%33.70%15.39%25.96%-35.98%24.45%45.80%44.15%-7.01%27.95%
UTG
Reaves Utility Income Trust
8.44%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%

Returns By Period

In the year-to-date period, ACV achieves a -5.69% return, which is significantly lower than UTG's 8.44% return. Over the past 10 years, ACV has outperformed UTG with an annualized return of 15.40%, while UTG has yielded a comparatively lower 10.34% annualized return.


ACV

1D
2.36%
1M
-11.26%
YTD
-5.69%
6M
6.60%
1Y
34.98%
3Y*
19.76%
5Y*
8.00%
10Y*
15.40%

UTG

1D
0.41%
1M
-5.57%
YTD
8.44%
6M
2.25%
1Y
28.68%
3Y*
20.05%
5Y*
11.13%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACV vs. UTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACV
ACV Risk / Return Rank: 8888
Overall Rank
ACV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ACV Sortino Ratio Rank: 8686
Sortino Ratio Rank
ACV Omega Ratio Rank: 8686
Omega Ratio Rank
ACV Calmar Ratio Rank: 8989
Calmar Ratio Rank
ACV Martin Ratio Rank: 9191
Martin Ratio Rank

UTG
UTG Risk / Return Rank: 8181
Overall Rank
UTG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 7676
Sortino Ratio Rank
UTG Omega Ratio Rank: 8282
Omega Ratio Rank
UTG Calmar Ratio Rank: 8282
Calmar Ratio Rank
UTG Martin Ratio Rank: 7979
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.

ACV vs. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Diversified Income & Convertible Fund (ACV) and Reaves Utility Income Trust (UTG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ACVUTGDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.52

+0.26

Sortino ratio

Return per unit of downside risk

2.34

1.83

+0.51

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratio

Return relative to maximum drawdown

2.41

2.41

0.00

Martin ratio

Return relative to average drawdown

10.61

5.37

+5.24

ACV vs. UTG - Sharpe Ratio Comparison

The current ACV Sharpe Ratio is 1.78, which is comparable to the UTG Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ACV and UTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACVUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.52

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.68

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.48

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.47

-0.02

Correlation

The correlation between ACV and UTG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACV vs. UTG - Dividend Comparison

ACV's dividend yield for the trailing twelve months is around 10.47%, more than UTG's 6.03% yield.


TTM20252024202320222021202020192018201720162015
ACV
Virtus Diversified Income & Convertible Fund
10.47%9.68%9.84%10.30%12.69%24.19%7.28%8.15%10.76%9.18%10.67%5.52%
UTG
Reaves Utility Income Trust
6.03%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%

Drawdowns

ACV vs. UTG - Drawdown Comparison

The maximum ACV drawdown since its inception was -53.64%, smaller than the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for ACV and UTG.


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Drawdown Indicators


ACVUTGDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-67.77%

+14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-12.01%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

-26.54%

-22.26%

Max Drawdown (10Y)

Largest decline over 10 years

-53.64%

-47.91%

-5.73%

Current Drawdown

Current decline from peak

-12.80%

-6.02%

-6.78%

Average Drawdown

Average peak-to-trough decline

-15.03%

-8.79%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

5.40%

-2.03%

Volatility

ACV vs. UTG - Volatility Comparison

Virtus Diversified Income & Convertible Fund (ACV) has a higher volatility of 7.29% compared to Reaves Utility Income Trust (UTG) at 6.42%. This indicates that ACV's price experiences larger fluctuations and is considered to be riskier than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACVUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

6.42%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

13.20%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

18.93%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

16.56%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.68%

21.54%

+4.14%