ANVIX vs. SPLG
Compare and contrast key facts about Virtus NFJ Large-Cap Value Fund (ANVIX) and SPDR Portfolio S&P 500 ETF (SPLG).
ANVIX is managed by Allianz Global Investors. It was launched on May 8, 2000. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANVIX or SPLG.
Key characteristics
| ANVIX | SPLG | |
|---|---|---|
| YTD Return | -0.68% | 5.61% |
| 1Y Return | 13.48% | 23.65% |
| 3Y Return (Ann) | 4.07% | 7.90% |
| 5Y Return (Ann) | 7.03% | 13.10% |
| 10Y Return (Ann) | 7.65% | 12.50% |
| Sharpe Ratio | 0.82 | 1.91 |
| Daily Std Dev | 13.98% | 11.63% |
| Max Drawdown | -62.48% | -54.50% |
| Current Drawdown | -5.14% | -4.37% |
Correlation
The correlation between ANVIX and SPLG is 0.81, 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. SPLG - Performance Comparison
In the year-to-date period, ANVIX achieves a -0.68% return, which is significantly lower than SPLG's 5.61% return. Over the past 10 years, ANVIX has underperformed SPLG with an annualized return of 7.65%, while SPLG has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ANVIX vs. SPLG - Expense Ratio Comparison
ANVIX has a 0.74% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
ANVIX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Large-Cap Value Fund (ANVIX) and SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
ANVIX's dividend yield for the trailing twelve months is around 7.36%, more than SPLG's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 7.36% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% | 2.03% | 1.96% |
SPLG SPDR Portfolio S&P 500 ETF | 1.40% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
ANVIX vs. SPLG - Drawdown Comparison
The maximum ANVIX drawdown since its inception was -62.48%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for ANVIX and SPLG. For additional features, visit the drawdowns tool.
Volatility
ANVIX vs. SPLG - Volatility Comparison
Virtus NFJ Large-Cap Value Fund (ANVIX) has a higher volatility of 4.33% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.88%. This indicates that ANVIX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.