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ANNPX vs. BIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANNPX vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Convertible Fund (ANNPX) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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ANNPX vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANNPX
Virtus Convertible Fund
2.37%22.50%14.13%8.39%-18.65%4.96%55.99%26.45%2.76%15.22%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.23%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Returns By Period

In the year-to-date period, ANNPX achieves a 2.37% return, which is significantly higher than BIV's -0.23% return. Over the past 10 years, ANNPX has outperformed BIV with an annualized return of 12.90%, while BIV has yielded a comparatively lower 2.04% 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%

BIV

1D
0.00%
1M
-1.57%
YTD
-0.23%
6M
0.54%
1Y
4.69%
3Y*
3.99%
5Y*
0.54%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANNPX vs. BIV - Expense Ratio Comparison

ANNPX has a 0.71% expense ratio, which is higher than BIV's 0.03% expense ratio.


Return for Risk

ANNPX vs. BIV — Risk / Return Rank

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

ANNPX
ANNPX Risk / Return Rank: 9393
Overall Rank
ANNPX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ANNPX Sortino Ratio Rank: 9292
Sortino Ratio Rank
ANNPX Omega Ratio Rank: 8787
Omega Ratio Rank
ANNPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ANNPX Martin Ratio Rank: 9797
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 5656
Overall Rank
BIV Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 5656
Sortino Ratio Rank
BIV Omega Ratio Rank: 4545
Omega Ratio Rank
BIV Calmar Ratio Rank: 6666
Calmar Ratio Rank
BIV Martin Ratio Rank: 5555
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.

ANNPX vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


ANNPXBIVDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.04

+1.05

Sortino ratio

Return per unit of downside risk

2.77

1.50

+1.27

Omega ratio

Gain probability vs. loss probability

1.38

1.18

+0.19

Calmar ratio

Return relative to maximum drawdown

4.11

1.74

+2.37

Martin ratio

Return relative to average drawdown

16.22

5.57

+10.65

ANNPX vs. BIV - Sharpe Ratio Comparison

The current ANNPX Sharpe Ratio is 2.09, which is higher than the BIV Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ANNPX and BIV, 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


ANNPXBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.04

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.09

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.37

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.65

-0.13

Correlation

The correlation between ANNPX and BIV is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ANNPX vs. BIV - Dividend Comparison

ANNPX's dividend yield for the trailing twelve months is around 11.00%, more than BIV's 4.14% yield.


TTM20252024202320222021202020192018201720162015
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%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.14%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Drawdowns

ANNPX vs. BIV - Drawdown Comparison

The maximum ANNPX drawdown since its inception was -55.61%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for ANNPX and BIV.


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Drawdown Indicators


ANNPXBIVDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-18.95%

-36.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-2.87%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-18.74%

-8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-18.95%

-8.41%

Current Drawdown

Current decline from peak

-4.76%

-2.03%

-2.73%

Average Drawdown

Average peak-to-trough decline

-17.54%

-3.40%

-14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.90%

+0.91%

Volatility

ANNPX vs. BIV - Volatility Comparison

Virtus Convertible Fund (ANNPX) has a higher volatility of 6.71% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.77%. This indicates that ANNPX's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANNPXBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

1.77%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

2.74%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

4.55%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

6.39%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.47%

5.50%

+7.97%