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ANVIX vs. IWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANVIX vs. IWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ Large-Cap Value Fund (ANVIX) and iShares Russell Top 200 Value ETF (IWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANVIX achieves a 13.05% return, which is significantly lower than IWX's 13.79% return. Over the past 10 years, ANVIX has underperformed IWX with an annualized return of 9.85%, while IWX has yielded a comparatively higher 11.66% annualized return.


ANVIX

1D
1.22%
1M
4.09%
YTD
13.05%
6M
12.37%
1Y
22.55%
3Y*
13.08%
5Y*
7.42%
10Y*
9.85%

IWX

1D
0.01%
1M
4.49%
YTD
13.79%
6M
14.63%
1Y
28.65%
3Y*
18.86%
5Y*
11.06%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANVIX vs. IWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANVIX
Virtus NFJ Large-Cap Value Fund
13.05%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
13.79%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 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2009

0.92

The correlation between ANVIX and IWX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

ANVIX vs. IWX — Risk / Return Rank

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

ANVIX
ANVIX Risk / Return Rank: 4848
Overall Rank
ANVIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ANVIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
ANVIX Omega Ratio Rank: 3838
Omega Ratio Rank
ANVIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
ANVIX Martin Ratio Rank: 5050
Martin Ratio Rank

IWX
IWX Risk / Return Rank: 8585
Overall Rank
IWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWX Omega Ratio Rank: 8585
Omega Ratio Rank
IWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
IWX Martin Ratio Rank: 8787
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. 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.


ANVIXIWXDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.33

1.52

-0.19

Calmar ratioReturn relative to maximum drawdown

3.27

4.37

-1.09

Martin ratioReturn relative to average drawdown

10.32

18.76

-8.44

ANVIX vs. IWX - Sharpe Ratio Comparison

The current ANVIX Sharpe Ratio is 1.86, which is lower than the IWX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of ANVIX and IWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ANVIXIWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.87

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.80

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.71

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.70

-0.28

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


ANVIXIWXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.64%

-3.82%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.53%

+0.75%

Volatility

ANVIX vs. IWX - Volatility Comparison

Virtus NFJ Large-Cap Value Fund (ANVIX) has a higher volatility of 3.61% compared to iShares Russell Top 200 Value ETF (IWX) at 2.83%. This indicates that ANVIX's price experiences larger fluctuations and is considered to be riskier than IWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANVIXIWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

2.83%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.66%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

10.02%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

13.85%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

16.51%

+1.78%

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 9.22%, more than IWX's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ANVIX
Virtus NFJ Large-Cap Value Fund
9.22%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
1.48%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 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANVIX has higher volatility (3.61%) compared to IWX (2.83%). In terms of maximum drawdown, ANVIX dropped -62.48% vs IWX's -35.76%.

IWX currently has the higher Sharpe Ratio (2.87 vs 1.86), 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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