ANVIX vs. IWX
ANVIX (Virtus NFJ Large-Cap Value Fund) and IWX (iShares Russell Top 200 Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, ANVIX returned 10.26%/yr vs 12.13%/yr for IWX. Their correlation of 0.92 means they have usually moved in the same direction. ANVIX charges 0.74%/yr vs 0.20%/yr for IWX.
Performance
ANVIX vs. IWX - Performance Comparison
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Returns By Period
In the year-to-date period, ANVIX achieves a 18.53% return, which is significantly lower than IWX's 20.90% return. Over the past 10 years, ANVIX has underperformed IWX with an annualized return of 10.26%, while IWX has yielded a comparatively higher 12.13% annualized return.
ANVIX
- 1D
- 1.83%
- 1M
- 3.01%
- 6M
- 15.21%
- YTD
- 18.53%
- 1Y
- 23.80%
- 3Y*
- 11.15%
- 5Y*
- 7.72%
- 10Y*
- 10.26%
- ALL TIME*
- 8.10%
IWX
- 1D
- 0.74%
- 1M
- 2.59%
- 6M
- 15.57%
- YTD
- 20.90%
- 1Y
- 34.92%
- 3Y*
- 18.98%
- 5Y*
- 12.65%
- 10Y*
- 12.13%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $55.11M | $49.72M | $33.93M |
ANVIX vs. IWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 18.53% | 6.78% | 6.28% | 17.92% | -14.81% | 26.52% | 2.29% | 25.03% | -9.38% | 21.36% |
IWX iShares Russell Top 200 Value ETF | 20.90% | 18.23% | 14.89% | 10.45% | -5.33% | 23.33% | 1.46% | 25.82% | -6.53% | 14.05% |
Correlation
The correlation between ANVIX and IWX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2009 | 0.92 |
The correlation between ANVIX and IWX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
ANVIX vs. IWX — Risk / Return Rank
ANVIX
IWX
ANVIX vs. IWX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ANVIX | IWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.55 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 5.05 | -2.10 |
| Martin ratioReturn relative to average drawdown | 9.46 | 22.22 | -12.76 |
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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.
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Drawdown Indicators
| ANVIX | IWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.48% | -35.76% | -26.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -6.59% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.65% | -13.37% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.67% | -18.13% | -5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -35.76% | -2.65% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -3.79% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.50% | +0.76% |
Volatility
ANVIX vs. IWX - Volatility Comparison
Virtus NFJ Large-Cap Value Fund (ANVIX) and iShares Russell Top 200 Value ETF (IWX) have volatilities of 2.95% and 3.10%, 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.
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Volatility by Period
| ANVIX | IWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.10% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.46% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 10.81% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 13.89% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 16.48% | +1.73% |
ANVIX vs. IWX - Expense Ratio Comparison
ANVIX has a 0.74% expense ratio, which is higher than IWX's 0.20% expense ratio.
Dividends
ANVIX vs. IWX - Dividend Comparison
ANVIX's dividend yield for the trailing twelve months is around 8.65%, more than IWX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 8.65% | 10.78% | 2.80% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% |
IWX iShares Russell Top 200 Value ETF | 1.39% | 1.59% | 1.97% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.22% | 2.77% |
Frequently Asked Questions
ANVIX and IWX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWX has higher volatility (3.10%) compared to ANVIX (2.95%). In terms of maximum drawdown, ANVIX dropped -62.48% vs IWX's -35.76%.
IWX currently has the higher Sharpe Ratio (3.10 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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