ANNPX vs. VO
Compare and contrast key facts about Virtus Convertible Fund (ANNPX) and Vanguard Mid-Cap ETF (VO).
ANNPX is managed by Allianz. It was launched on Apr 18, 1993. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
ANNPX vs. VO - Performance Comparison
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ANNPX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, ANNPX achieves a 2.37% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, ANNPX has outperformed VO with an annualized return of 12.90%, while VO has yielded a comparatively lower 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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ANNPX vs. VO - Expense Ratio Comparison
ANNPX has a 0.71% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
ANNPX vs. VO — Risk / Return Rank
ANNPX
VO
ANNPX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 0.75 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.15 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.16 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 4.11 | 1.06 | +3.06 |
Martin ratioReturn relative to average drawdown | 16.22 | 4.83 | +11.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANNPX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 0.75 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.39 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.57 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Correlation
The correlation between ANNPX and VO is 0.90, 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
ANNPX vs. VO - Dividend Comparison
ANNPX's dividend yield for the trailing twelve months is around 11.00%, more than VO's 1.50% 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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
ANNPX vs. VO - Drawdown Comparison
The maximum ANNPX drawdown since its inception was -55.61%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for ANNPX and VO.
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Drawdown Indicators
| ANNPX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -58.87% | +3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -12.74% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -27.57% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -39.37% | +12.01% |
Current DrawdownCurrent decline from peak | -4.76% | -5.53% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -7.91% | -9.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.79% | -0.98% |
Volatility
ANNPX vs. VO - Volatility Comparison
Virtus Convertible Fund (ANNPX) has a higher volatility of 6.71% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that ANNPX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANNPX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.83% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 9.73% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 17.57% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 17.61% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 18.94% | -5.47% |