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ANVIX vs. DRGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANVIX vs. DRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ Large-Cap Value Fund (ANVIX) and Virtus Technology Fund (DRGTX). The values are adjusted to include any dividend payments, if applicable.

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ANVIX vs. DRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANVIX
Virtus NFJ Large-Cap Value Fund
-0.11%6.78%6.28%17.92%-14.81%26.52%2.29%25.03%-9.38%21.36%
DRGTX
Virtus Technology Fund
-10.77%25.10%35.67%65.59%-42.58%12.14%70.02%29.46%5.06%47.17%

Returns By Period

In the year-to-date period, ANVIX achieves a -0.11% return, which is significantly higher than DRGTX's -10.77% return. Over the past 10 years, ANVIX has underperformed DRGTX with an annualized return of 8.79%, while DRGTX has yielded a comparatively higher 19.41% annualized return.


ANVIX

1D
2.41%
1M
-1.75%
YTD
-0.11%
6M
-0.65%
1Y
7.52%
3Y*
8.86%
5Y*
5.89%
10Y*
8.79%

DRGTX

1D
4.59%
1M
-6.34%
YTD
-10.77%
6M
-9.41%
1Y
29.10%
3Y*
26.09%
5Y*
9.88%
10Y*
19.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANVIX vs. DRGTX - Expense Ratio Comparison

ANVIX has a 0.74% expense ratio, which is lower than DRGTX's 1.16% expense ratio.


Return for Risk

ANVIX vs. DRGTX — Risk / Return Rank

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

ANVIX
ANVIX Risk / Return Rank: 1515
Overall Rank
ANVIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ANVIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
ANVIX Omega Ratio Rank: 1313
Omega Ratio Rank
ANVIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
ANVIX Martin Ratio Rank: 2020
Martin Ratio Rank

DRGTX
DRGTX Risk / Return Rank: 5555
Overall Rank
DRGTX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DRGTX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DRGTX Omega Ratio Rank: 5555
Omega Ratio Rank
DRGTX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DRGTX Martin Ratio Rank: 4343
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.

ANVIX vs. DRGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Large-Cap Value Fund (ANVIX) and Virtus Technology Fund (DRGTX). 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.


ANVIXDRGTXDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.06

-0.65

Sortino ratio

Return per unit of downside risk

0.69

1.65

-0.96

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.62

1.44

-0.83

Martin ratio

Return relative to average drawdown

2.40

4.61

-2.21

ANVIX vs. DRGTX - Sharpe Ratio Comparison

The current ANVIX Sharpe Ratio is 0.41, which is lower than the DRGTX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of ANVIX and DRGTX, 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


ANVIXDRGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.06

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.35

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.73

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.51

-0.11

Correlation

The correlation between ANVIX and DRGTX is 0.67, 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

ANVIX vs. DRGTX - Dividend Comparison

ANVIX's dividend yield for the trailing twelve months is around 10.44%, more than DRGTX's 2.81% yield.


TTM20252024202320222021202020192018201720162015
ANVIX
Virtus NFJ Large-Cap Value Fund
10.44%10.78%2.80%7.28%20.66%6.43%1.43%3.54%2.02%1.89%2.13%2.26%
DRGTX
Virtus Technology Fund
2.81%2.51%0.00%0.00%18.86%28.27%16.84%17.12%21.77%16.26%5.15%15.96%

Drawdowns

ANVIX vs. DRGTX - Drawdown Comparison

The maximum ANVIX drawdown since its inception was -62.48%, smaller than the maximum DRGTX drawdown of -83.33%. Use the drawdown chart below to compare losses from any high point for ANVIX and DRGTX.


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Drawdown Indicators


ANVIXDRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-62.48%

-83.33%

+20.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-20.78%

+7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-49.05%

+25.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-49.05%

+10.64%

Current Drawdown

Current decline from peak

-4.67%

-17.15%

+12.48%

Average Drawdown

Average peak-to-trough decline

-9.69%

-30.10%

+20.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

6.51%

-3.11%

Volatility

ANVIX vs. DRGTX - Volatility Comparison

The current volatility for Virtus NFJ Large-Cap Value Fund (ANVIX) is 4.51%, while Virtus Technology Fund (DRGTX) has a volatility of 8.86%. This indicates that ANVIX experiences smaller price fluctuations and is considered to be less risky than DRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANVIXDRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

8.86%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

17.52%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

29.29%

-11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

28.45%

-11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

26.74%

-8.46%