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ACV vs. VIMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACV vs. VIMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Diversified Income & Convertible Fund (ACV) and Virtus KAR Mid-Cap Core Fund (VIMCX). The values are adjusted to include any dividend payments, if applicable.

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ACV vs. VIMCX - 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%
VIMCX
Virtus KAR Mid-Cap Core Fund
-6.62%0.72%5.20%22.64%-19.75%25.28%26.11%31.74%-4.18%24.95%

Returns By Period

In the year-to-date period, ACV achieves a -5.69% return, which is significantly higher than VIMCX's -6.62% return. Over the past 10 years, ACV has outperformed VIMCX with an annualized return of 15.40%, while VIMCX has yielded a comparatively lower 10.08% 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%

VIMCX

1D
-0.17%
1M
-10.94%
YTD
-6.62%
6M
-8.91%
1Y
-2.62%
3Y*
4.40%
5Y*
2.97%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACV vs. VIMCX - Expense Ratio Comparison

ACV has a 2.69% expense ratio, which is higher than VIMCX's 0.95% expense ratio.


Return for Risk

ACV vs. VIMCX — 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

VIMCX
VIMCX Risk / Return Rank: 44
Overall Rank
VIMCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIMCX Sortino Ratio Rank: 44
Sortino Ratio Rank
VIMCX Omega Ratio Rank: 44
Omega Ratio Rank
VIMCX Calmar Ratio Rank: 33
Calmar Ratio Rank
VIMCX Martin Ratio Rank: 33
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. VIMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Diversified Income & Convertible Fund (ACV) and Virtus KAR Mid-Cap Core Fund (VIMCX). 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.


ACVVIMCXDifference

Sharpe ratio

Return per unit of total volatility

1.78

-0.10

+1.89

Sortino ratio

Return per unit of downside risk

2.34

-0.01

+2.35

Omega ratio

Gain probability vs. loss probability

1.37

1.00

+0.37

Calmar ratio

Return relative to maximum drawdown

2.41

-0.30

+2.71

Martin ratio

Return relative to average drawdown

10.61

-0.87

+11.48

ACV vs. VIMCX - Sharpe Ratio Comparison

The current ACV Sharpe Ratio is 1.78, which is higher than the VIMCX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of ACV and VIMCX, 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


ACVVIMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

-0.10

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.17

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.54

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.70

-0.25

Correlation

The correlation between ACV and VIMCX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACV vs. VIMCX - Dividend Comparison

ACV's dividend yield for the trailing twelve months is around 10.47%, more than VIMCX's 4.73% 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%
VIMCX
Virtus KAR Mid-Cap Core Fund
4.73%4.41%0.00%2.36%0.23%1.58%0.67%0.94%0.77%0.29%0.00%0.63%

Drawdowns

ACV vs. VIMCX - Drawdown Comparison

The maximum ACV drawdown since its inception was -53.64%, which is greater than VIMCX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for ACV and VIMCX.


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Drawdown Indicators


ACVVIMCXDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-33.92%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-12.25%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

-28.42%

-20.38%

Max Drawdown (10Y)

Largest decline over 10 years

-53.64%

-33.92%

-19.72%

Current Drawdown

Current decline from peak

-12.80%

-12.71%

-0.09%

Average Drawdown

Average peak-to-trough decline

-15.03%

-4.87%

-10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.22%

-0.85%

Volatility

ACV vs. VIMCX - Volatility Comparison

Virtus Diversified Income & Convertible Fund (ACV) has a higher volatility of 7.29% compared to Virtus KAR Mid-Cap Core Fund (VIMCX) at 4.93%. This indicates that ACV's price experiences larger fluctuations and is considered to be riskier than VIMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACVVIMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

4.93%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

11.34%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

19.71%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

18.00%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.68%

18.62%

+7.06%