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ANVIX vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANVIXSPLG
YTD Return0.19%15.79%
1Y Return10.30%26.89%
3Y Return (Ann)4.51%11.34%
5Y Return (Ann)7.49%15.07%
10Y Return (Ann)7.23%13.02%
Sharpe Ratio0.692.33
Daily Std Dev13.15%11.25%
Max Drawdown-62.48%-54.50%
Current Drawdown-4.31%0.00%

Correlation

-0.50.00.51.00.8

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 0.19% return, which is significantly lower than SPLG's 15.79% return. Over the past 10 years, ANVIX has underperformed SPLG with an annualized return of 7.23%, while SPLG has yielded a comparatively higher 13.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
2.20%
17.64%
ANVIX
SPLG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Virtus NFJ Large-Cap Value Fund

SPDR Portfolio S&P 500 ETF

ANVIX vs. SPLG - Expense Ratio Comparison

ANVIX has a 0.74% expense ratio, which is higher than SPLG's 0.03% expense ratio.


ANVIX
Virtus NFJ Large-Cap Value Fund
Expense ratio chart for ANVIX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


ANVIX
Sharpe ratio
The chart of Sharpe ratio for ANVIX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.69
Sortino ratio
The chart of Sortino ratio for ANVIX, currently valued at 1.09, compared to the broader market0.005.0010.001.09
Omega ratio
The chart of Omega ratio for ANVIX, currently valued at 1.13, compared to the broader market1.002.003.004.001.13
Calmar ratio
The chart of Calmar ratio for ANVIX, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.55
Martin ratio
The chart of Martin ratio for ANVIX, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.001.78
SPLG
Sharpe ratio
The chart of Sharpe ratio for SPLG, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for SPLG, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for SPLG, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for SPLG, currently valued at 2.26, compared to the broader market0.005.0010.0015.002.26
Martin ratio
The chart of Martin ratio for SPLG, currently valued at 9.18, compared to the broader market0.0020.0040.0060.0080.009.18

ANVIX vs. SPLG - Sharpe Ratio Comparison

The current ANVIX Sharpe Ratio is 0.69, which is lower than the SPLG Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of ANVIX and SPLG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.502024FebruaryMarchAprilMayJune
0.69
2.33
ANVIX
SPLG

Dividends

ANVIX vs. SPLG - Dividend Comparison

ANVIX's dividend yield for the trailing twelve months is around 7.30%, more than SPLG's 0.96% yield.


TTM20232022202120202019201820172016201520142013
ANVIX
Virtus NFJ Large-Cap Value Fund
7.30%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
0.96%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-4.31%
0
ANVIX
SPLG

Volatility

ANVIX vs. SPLG - Volatility Comparison

Virtus NFJ Large-Cap Value Fund (ANVIX) has a higher volatility of 2.75% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 2.38%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
2.75%
2.38%
ANVIX
SPLG