ANVIX vs. SWLVX
Compare and contrast key facts about Virtus NFJ Large-Cap Value Fund (ANVIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
ANVIX is managed by Allianz. It was launched on May 8, 2000. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
ANVIX vs. SWLVX - Performance Comparison
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ANVIX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | -2.47% | 6.78% | 6.28% | 17.92% | -14.81% | 26.52% | 2.29% | 25.03% | -9.38% | 0.26% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | -0.06% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, ANVIX achieves a -2.47% return, which is significantly lower than SWLVX's -0.06% return.
ANVIX
- 1D
- -0.54%
- 1M
- -3.38%
- YTD
- -2.47%
- 6M
- -2.52%
- 1Y
- 4.71%
- 3Y*
- 8.00%
- 5Y*
- 5.65%
- 10Y*
- 8.53%
SWLVX
- 1D
- -0.37%
- 1M
- -6.82%
- YTD
- -0.06%
- 6M
- 3.73%
- 1Y
- 13.42%
- 3Y*
- 13.48%
- 5Y*
- 8.93%
- 10Y*
- —
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ANVIX vs. SWLVX - Expense Ratio Comparison
ANVIX has a 0.74% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
ANVIX vs. SWLVX — Risk / Return Rank
ANVIX
SWLVX
ANVIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Large-Cap Value Fund (ANVIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.93 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.36 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.10 | -0.77 |
Martin ratioReturn relative to average drawdown | 1.28 | 5.22 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANVIX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.93 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.61 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Correlation
The correlation between ANVIX and SWLVX is 0.95, 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.
Dividends
ANVIX vs. SWLVX - Dividend Comparison
ANVIX's dividend yield for the trailing twelve months is around 10.69%, more than SWLVX's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 10.69% | 10.78% | 2.80% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.02% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
ANVIX vs. SWLVX - Drawdown Comparison
The maximum ANVIX drawdown since its inception was -62.48%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for ANVIX and SWLVX.
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Drawdown Indicators
| ANVIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.48% | -38.34% | -24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.19% | -11.82% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.67% | -19.05% | -4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | — | — |
Current DrawdownCurrent decline from peak | -6.92% | -6.82% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -4.93% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.49% | +0.90% |
Volatility
ANVIX vs. SWLVX - Volatility Comparison
Virtus NFJ Large-Cap Value Fund (ANVIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.81% and 3.72%, 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 | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.72% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 8.03% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 15.63% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 14.82% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.66% | -0.39% |