ANNPX vs. AZMIX
Compare and contrast key facts about Virtus Convertible Fund (ANNPX) and Virtus NFJ Emerging Markets Value Fund (AZMIX).
ANNPX is managed by Allianz. It was launched on Apr 18, 1993. AZMIX is managed by Allianz. It was launched on Dec 17, 2012.
Performance
ANNPX vs. AZMIX - Performance Comparison
Loading graphics...
ANNPX vs. AZMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 2.37% | 22.50% | 14.13% | 8.39% | -18.65% | 4.96% | 55.99% | 26.45% | 2.76% | 15.22% |
AZMIX Virtus NFJ Emerging Markets Value Fund | 1.85% | 33.20% | 0.98% | 7.15% | -27.76% | 2.53% | 22.61% | 21.90% | -19.63% | 36.72% |
Returns By Period
In the year-to-date period, ANNPX achieves a 2.37% return, which is significantly higher than AZMIX's 1.85% return. Over the past 10 years, ANNPX has outperformed AZMIX with an annualized return of 12.90%, while AZMIX has yielded a comparatively lower 6.91% annualized return.
ANNPX
- 1D
- 2.57%
- 1M
- -4.28%
- YTD
- 2.37%
- 6M
- 4.52%
- 1Y
- 29.42%
- 3Y*
- 14.71%
- 5Y*
- 5.23%
- 10Y*
- 12.90%
AZMIX
- 1D
- 1.45%
- 1M
- -9.07%
- YTD
- 1.85%
- 6M
- 0.20%
- 1Y
- 28.14%
- 3Y*
- 10.81%
- 5Y*
- 1.24%
- 10Y*
- 6.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANNPX vs. AZMIX - Expense Ratio Comparison
ANNPX has a 0.71% expense ratio, which is lower than AZMIX's 0.89% expense ratio.
Return for Risk
ANNPX vs. AZMIX — Risk / Return Rank
ANNPX
AZMIX
ANNPX vs. AZMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and Virtus NFJ Emerging Markets Value Fund (AZMIX). 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.
| ANNPX | AZMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.46 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.93 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.11 | +2.00 |
Martin ratioReturn relative to average drawdown | 16.22 | 7.23 | +9.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ANNPX | AZMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.46 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.06 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.38 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.29 | +0.23 |
Correlation
The correlation between ANNPX and AZMIX is 0.58, 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
ANNPX vs. AZMIX - Dividend Comparison
ANNPX's dividend yield for the trailing twelve months is around 11.00%, more than AZMIX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 11.00% | 11.32% | 2.31% | 2.56% | 1.55% | 20.74% | 6.94% | 5.12% | 18.79% | 23.47% | 2.88% | 10.63% |
AZMIX Virtus NFJ Emerging Markets Value Fund | 3.10% | 3.15% | 1.57% | 1.80% | 2.08% | 0.57% | 1.68% | 2.96% | 3.07% | 1.70% | 2.41% | 3.62% |
Drawdowns
ANNPX vs. AZMIX - Drawdown Comparison
The maximum ANNPX drawdown since its inception was -55.61%, which is greater than AZMIX's maximum drawdown of -44.57%. Use the drawdown chart below to compare losses from any high point for ANNPX and AZMIX.
Loading graphics...
Drawdown Indicators
| ANNPX | AZMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -44.57% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -13.15% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -43.05% | +16.20% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -44.57% | +17.21% |
Current DrawdownCurrent decline from peak | -4.76% | -10.83% | +6.07% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -14.40% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.84% | -2.03% |
Volatility
ANNPX vs. AZMIX - Volatility Comparison
The current volatility for Virtus Convertible Fund (ANNPX) is 6.71%, while Virtus NFJ Emerging Markets Value Fund (AZMIX) has a volatility of 8.45%. This indicates that ANNPX experiences smaller price fluctuations and is considered to be less risky than AZMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ANNPX | AZMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 8.45% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 14.07% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 19.63% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 19.16% | -6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 18.20% | -4.73% |