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AIO vs. XLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIO vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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AIO vs. XLK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
2.49%0.48%54.48%19.27%-28.06%13.51%46.27%1.05%
XLK
State Street Technology Select Sector SPDR ETF
-6.18%24.61%21.63%56.02%-27.73%34.74%43.62%10.53%

Returns By Period

In the year-to-date period, AIO achieves a 2.49% return, which is significantly higher than XLK's -6.18% return.


AIO

1D
2.06%
1M
-4.17%
YTD
2.49%
6M
-1.19%
1Y
20.21%
3Y*
19.81%
5Y*
8.06%
10Y*

XLK

1D
1.51%
1M
-3.20%
YTD
-6.18%
6M
-4.94%
1Y
30.47%
3Y*
22.19%
5Y*
15.65%
10Y*
21.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIO vs. XLK - Expense Ratio Comparison

AIO has a 1.41% expense ratio, which is higher than XLK's 0.08% expense ratio.


Return for Risk

AIO vs. XLK — Risk / Return Rank

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

AIO
AIO Risk / Return Rank: 4444
Overall Rank
AIO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AIO Sortino Ratio Rank: 4343
Sortino Ratio Rank
AIO Omega Ratio Rank: 3939
Omega Ratio Rank
AIO Calmar Ratio Rank: 5353
Calmar Ratio Rank
AIO Martin Ratio Rank: 4747
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6565
Overall Rank
XLK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLK Omega Ratio Rank: 6363
Omega Ratio Rank
XLK Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLK 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.

AIO vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) and State Street Technology Select Sector SPDR ETF (XLK). 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.


AIOXLKDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.13

-0.26

Sortino ratio

Return per unit of downside risk

1.36

1.71

-0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.34

1.97

-0.63

Martin ratio

Return relative to average drawdown

4.90

6.31

-1.41

AIO vs. XLK - Sharpe Ratio Comparison

The current AIO Sharpe Ratio is 0.88, which is comparable to the XLK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of AIO and XLK, 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


AIOXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.13

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.64

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.36

+0.15

Correlation

The correlation between AIO and XLK is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AIO vs. XLK - Dividend Comparison

AIO's dividend yield for the trailing twelve months is around 13.69%, more than XLK's 0.57% yield.


TTM20252024202320222021202020192018201720162015
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
13.69%13.75%7.30%10.34%11.12%19.97%9.31%0.54%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.57%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Drawdowns

AIO vs. XLK - Drawdown Comparison

The maximum AIO drawdown since its inception was -44.88%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for AIO and XLK.


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Drawdown Indicators


AIOXLKDifference

Max Drawdown

Largest peak-to-trough decline

-44.88%

-82.05%

+37.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-15.92%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-37.39%

-33.56%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-6.21%

-11.04%

+4.83%

Average Drawdown

Average peak-to-trough decline

-11.22%

-35.17%

+23.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

4.98%

-0.75%

Volatility

AIO vs. XLK - Volatility Comparison

The current volatility for Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) is 6.79%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 8.12%. This indicates that AIO experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIOXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

8.12%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

16.49%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.20%

27.05%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

24.72%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.03%

24.33%

+2.70%