ANNPX vs. VOO
Compare and contrast key facts about Virtus Convertible Fund (ANNPX) and Vanguard S&P 500 ETF (VOO).
ANNPX is managed by Allianz. It was launched on Apr 18, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
ANNPX vs. VOO - Performance Comparison
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ANNPX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ANNPX achieves a 2.37% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, ANNPX has underperformed VOO with an annualized return of 12.90%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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ANNPX vs. VOO - Expense Ratio Comparison
ANNPX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ANNPX vs. VOO — Risk / Return Rank
ANNPX
VOO
ANNPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.01 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.53 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 4.11 | 1.55 | +2.56 |
Martin ratioReturn relative to average drawdown | 16.22 | 7.31 | +8.92 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.01 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.71 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.79 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.83 | -0.32 |
Correlation
The correlation between ANNPX and VOO is 0.85, 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. VOO - Dividend Comparison
ANNPX's dividend yield for the trailing twelve months is around 11.00%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ANNPX vs. VOO - Drawdown Comparison
The maximum ANNPX drawdown since its inception was -55.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ANNPX and VOO.
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Drawdown Indicators
| ANNPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -33.99% | -21.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -11.98% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -24.52% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -33.99% | +6.63% |
Current DrawdownCurrent decline from peak | -4.76% | -5.55% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -3.72% | -13.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.55% | -0.74% |
Volatility
ANNPX vs. VOO - Volatility Comparison
Virtus Convertible Fund (ANNPX) has a higher volatility of 6.71% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that ANNPX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANNPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.34% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 9.47% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 18.11% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 16.82% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 17.99% | -4.52% |