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AZNIX vs. AWTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AZNIX vs. AWTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Income & Growth Fund (AZNIX) and Virtus Water Fund (AWTAX). The values are adjusted to include any dividend payments, if applicable.

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AZNIX vs. AWTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZNIX
Virtus Income & Growth Fund
-3.69%11.97%11.24%18.99%-19.58%11.81%23.37%20.81%-5.56%13.05%
AWTAX
Virtus Water Fund
-2.95%11.87%5.25%11.99%-21.01%25.39%16.68%32.78%-12.50%21.99%

Returns By Period

In the year-to-date period, AZNIX achieves a -3.69% return, which is significantly lower than AWTAX's -2.95% return. Over the past 10 years, AZNIX has outperformed AWTAX with an annualized return of 8.36%, while AWTAX has yielded a comparatively lower 7.71% annualized return.


AZNIX

1D
-0.68%
1M
-5.17%
YTD
-3.69%
6M
-1.98%
1Y
10.08%
3Y*
10.59%
5Y*
4.85%
10Y*
8.36%

AWTAX

1D
0.77%
1M
-10.19%
YTD
-2.95%
6M
-4.73%
1Y
7.28%
3Y*
6.88%
5Y*
3.78%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AZNIX vs. AWTAX - Expense Ratio Comparison

AZNIX has a 0.92% expense ratio, which is lower than AWTAX's 1.22% expense ratio.


Return for Risk

AZNIX vs. AWTAX — Risk / Return Rank

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

AZNIX
AZNIX Risk / Return Rank: 5757
Overall Rank
AZNIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AZNIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
AZNIX Omega Ratio Rank: 5151
Omega Ratio Rank
AZNIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
AZNIX Martin Ratio Rank: 6363
Martin Ratio Rank

AWTAX
AWTAX Risk / Return Rank: 1919
Overall Rank
AWTAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AWTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AWTAX Omega Ratio Rank: 1616
Omega Ratio Rank
AWTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AWTAX Martin Ratio Rank: 2020
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.

AZNIX vs. AWTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Income & Growth Fund (AZNIX) and Virtus Water Fund (AWTAX). 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.


AZNIXAWTAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.51

+0.52

Sortino ratio

Return per unit of downside risk

1.45

0.81

+0.64

Omega ratio

Gain probability vs. loss probability

1.21

1.10

+0.10

Calmar ratio

Return relative to maximum drawdown

1.42

0.62

+0.80

Martin ratio

Return relative to average drawdown

6.03

2.11

+3.92

AZNIX vs. AWTAX - Sharpe Ratio Comparison

The current AZNIX Sharpe Ratio is 1.03, which is higher than the AWTAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AZNIX and AWTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AZNIXAWTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.51

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.22

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.45

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.31

+0.26

Correlation

The correlation between AZNIX and AWTAX is 0.79, 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

AZNIX vs. AWTAX - Dividend Comparison

AZNIX's dividend yield for the trailing twelve months is around 7.40%, less than AWTAX's 12.29% yield.


TTM20252024202320222021202020192018201720162015
AZNIX
Virtus Income & Growth Fund
7.40%7.00%7.29%7.49%8.26%6.21%6.59%8.18%7.22%7.82%8.94%9.33%
AWTAX
Virtus Water Fund
12.29%11.93%7.78%3.30%0.42%7.72%1.61%2.98%3.71%2.43%0.99%0.38%

Drawdowns

AZNIX vs. AWTAX - Drawdown Comparison

The maximum AZNIX drawdown since its inception was -45.11%, smaller than the maximum AWTAX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for AZNIX and AWTAX.


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Drawdown Indicators


AZNIXAWTAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.11%

-54.12%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-10.95%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-30.85%

+6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-26.24%

-32.78%

+6.54%

Current Drawdown

Current decline from peak

-6.16%

-10.27%

+4.11%

Average Drawdown

Average peak-to-trough decline

-5.95%

-9.92%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

3.23%

-1.73%

Volatility

AZNIX vs. AWTAX - Volatility Comparison

The current volatility for Virtus Income & Growth Fund (AZNIX) is 3.79%, while Virtus Water Fund (AWTAX) has a volatility of 4.84%. This indicates that AZNIX experiences smaller price fluctuations and is considered to be less risky than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZNIXAWTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.84%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

8.94%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

14.71%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

17.10%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.33%

17.26%

-5.93%