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ANNPX vs. SRLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANNPX and SRLN is 0.41, 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.


-0.50.00.51.00.4

Performance

ANNPX vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Convertible Fund (ANNPX) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.89%
4.16%
ANNPX
SRLN

Key characteristics

Sharpe Ratio

ANNPX:

1.54

SRLN:

4.56

Sortino Ratio

ANNPX:

2.11

SRLN:

6.82

Omega Ratio

ANNPX:

1.27

SRLN:

2.28

Calmar Ratio

ANNPX:

0.47

SRLN:

6.16

Martin Ratio

ANNPX:

7.45

SRLN:

50.25

Ulcer Index

ANNPX:

2.07%

SRLN:

0.17%

Daily Std Dev

ANNPX:

9.98%

SRLN:

1.85%

Max Drawdown

ANNPX:

-39.62%

SRLN:

-22.29%

Current Drawdown

ANNPX:

-20.94%

SRLN:

-0.14%

Returns By Period

In the year-to-date period, ANNPX achieves a 1.08% return, which is significantly higher than SRLN's 0.59% return. Over the past 10 years, ANNPX has underperformed SRLN with an annualized return of 2.63%, while SRLN has yielded a comparatively higher 3.90% annualized return.


ANNPX

YTD

1.08%

1M

-2.43%

6M

7.89%

1Y

16.20%

5Y*

3.97%

10Y*

2.63%

SRLN

YTD

0.59%

1M

0.02%

6M

4.16%

1Y

8.13%

5Y*

4.36%

10Y*

3.90%

*Annualized

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. SRLN - Expense Ratio Comparison

ANNPX has a 0.71% expense ratio, which is higher than SRLN's 0.70% expense ratio.


ANNPX
Virtus Convertible Fund
Expense ratio chart for ANNPX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for SRLN: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

ANNPX vs. SRLN — Risk-Adjusted Performance Rank

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

ANNPX
The Risk-Adjusted Performance Rank of ANNPX is 7070
Overall Rank
The Sharpe Ratio Rank of ANNPX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ANNPX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ANNPX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ANNPX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ANNPX is 8080
Martin Ratio Rank

SRLN
The Risk-Adjusted Performance Rank of SRLN is 9898
Overall Rank
The Sharpe Ratio Rank of SRLN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SRLN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SRLN is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SRLN is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SRLN is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ANNPX vs. SRLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


Sharpe ratio
The chart of Sharpe ratio for ANNPX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.544.56
The chart of Sortino ratio for ANNPX, currently valued at 2.11, compared to the broader market0.002.004.006.008.0010.0012.002.116.82
The chart of Omega ratio for ANNPX, currently valued at 1.27, compared to the broader market1.002.003.004.001.272.28
The chart of Calmar ratio for ANNPX, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.476.16
The chart of Martin ratio for ANNPX, currently valued at 7.45, compared to the broader market0.0020.0040.0060.0080.007.4550.25
ANNPX
SRLN

The current ANNPX Sharpe Ratio is 1.54, which is lower than the SRLN Sharpe Ratio of 4.56. The chart below compares the historical Sharpe Ratios of ANNPX and SRLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.54
4.56
ANNPX
SRLN

Dividends

ANNPX vs. SRLN - Dividend Comparison

ANNPX's dividend yield for the trailing twelve months is around 2.29%, less than SRLN's 8.49% yield.


TTM20242023202220212020201920182017201620152014
ANNPX
Virtus Convertible Fund
2.29%2.31%2.56%1.54%0.72%0.76%2.04%4.42%5.65%2.86%2.23%1.99%
SRLN
SPDR Blackstone Senior Loan ETF
8.49%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%

Drawdowns

ANNPX vs. SRLN - Drawdown Comparison

The maximum ANNPX drawdown since its inception was -39.62%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for ANNPX and SRLN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.94%
-0.14%
ANNPX
SRLN

Volatility

ANNPX vs. SRLN - Volatility Comparison

Virtus Convertible Fund (ANNPX) has a higher volatility of 2.96% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.32%. This indicates that ANNPX's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
2.96%
0.32%
ANNPX
SRLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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