ANVIX vs. IWX
Compare and contrast key facts about Virtus NFJ Large-Cap Value Fund (ANVIX) and iShares Russell Top 200 Value ETF (IWX).
ANVIX is managed by Allianz Global Investors. It was launched on May 8, 2000. IWX is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Value Index. It was launched on Sep 22, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANVIX or IWX.
Key characteristics
| ANVIX | IWX | |
|---|---|---|
| YTD Return | 7.86% | 13.82% |
| 1Y Return | 15.05% | 19.89% |
| 3Y Return (Ann) | 4.34% | 7.19% |
| 5Y Return (Ann) | 8.96% | 10.24% |
| 10Y Return (Ann) | 7.91% | 8.70% |
| Sharpe Ratio | 1.11 | 1.91 |
| Daily Std Dev | 13.16% | 10.20% |
| Max Drawdown | -62.48% | -35.76% |
| Current Drawdown | -1.46% | -1.93% |
Correlation
The correlation between ANVIX and IWX is 0.92, 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.
Performance
ANVIX vs. IWX - Performance Comparison
In the year-to-date period, ANVIX achieves a 7.86% return, which is significantly lower than IWX's 13.82% return. Over the past 10 years, ANVIX has underperformed IWX with an annualized return of 7.91%, while IWX has yielded a comparatively higher 8.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANVIX vs. IWX - Expense Ratio Comparison
ANVIX has a 0.74% expense ratio, which is higher than IWX's 0.20% expense ratio.
Risk-Adjusted Performance
ANVIX vs. IWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Large-Cap Value Fund (ANVIX) and iShares Russell Top 200 Value ETF (IWX). 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.
Dividends
ANVIX vs. IWX - Dividend Comparison
ANVIX's dividend yield for the trailing twelve months is around 6.85%, more than IWX's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 6.85% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% | 2.03% | 1.96% |
IWX iShares Russell Top 200 Value ETF | 1.99% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.22% | 2.77% | 2.19% | 1.89% |
Drawdowns
ANVIX vs. IWX - Drawdown Comparison
The maximum ANVIX drawdown since its inception was -62.48%, which is greater than IWX's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for ANVIX and IWX. For additional features, visit the drawdowns tool.
Volatility
ANVIX vs. IWX - Volatility Comparison
Virtus NFJ Large-Cap Value Fund (ANVIX) and iShares Russell Top 200 Value ETF (IWX) have volatilities of 2.96% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.