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AZNIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AZNIX and VOO is 0.93, 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

AZNIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Income & Growth Fund (AZNIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AZNIX:

0.89

VOO:

0.58

Sortino Ratio

AZNIX:

1.29

VOO:

0.96

Omega Ratio

AZNIX:

1.19

VOO:

1.14

Calmar Ratio

AZNIX:

0.85

VOO:

0.62

Martin Ratio

AZNIX:

3.18

VOO:

2.36

Ulcer Index

AZNIX:

2.83%

VOO:

4.90%

Daily Std Dev

AZNIX:

9.99%

VOO:

19.45%

Max Drawdown

AZNIX:

-44.06%

VOO:

-33.99%

Current Drawdown

AZNIX:

-1.46%

VOO:

-4.62%

Returns By Period

In the year-to-date period, AZNIX achieves a 1.89% return, which is significantly higher than VOO's -0.22% return. Over the past 10 years, AZNIX has underperformed VOO with an annualized return of 7.37%, while VOO has yielded a comparatively higher 12.59% annualized return.


AZNIX

YTD

1.89%

1M

8.28%

6M

1.67%

1Y

8.81%

3Y*

10.11%

5Y*

9.19%

10Y*

7.37%

VOO

YTD

-0.22%

1M

13.42%

6M

-0.65%

1Y

11.15%

3Y*

16.14%

5Y*

16.32%

10Y*

12.59%

*Annualized

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Virtus Income & Growth Fund

Vanguard S&P 500 ETF

AZNIX vs. VOO - Expense Ratio Comparison

AZNIX has a 0.92% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

AZNIX vs. VOO — Risk-Adjusted Performance Rank

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

AZNIX
The Risk-Adjusted Performance Rank of AZNIX is 7979
Overall Rank
The Sharpe Ratio Rank of AZNIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AZNIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AZNIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AZNIX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AZNIX is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5959
Overall Rank
The Sharpe Ratio Rank of VOO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZNIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Income & Growth Fund (AZNIX) and Vanguard S&P 500 ETF (VOO). 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.


The current AZNIX Sharpe Ratio is 0.89, which is higher than the VOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AZNIX and VOO, 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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Dividends

AZNIX vs. VOO - Dividend Comparison

AZNIX's dividend yield for the trailing twelve months is around 2.05%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AZNIX
Virtus Income & Growth Fund
2.05%2.26%2.13%2.77%1.50%1.70%2.23%2.85%2.55%4.59%2.40%2.16%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AZNIX vs. VOO - Drawdown Comparison

The maximum AZNIX drawdown since its inception was -44.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AZNIX and VOO. For additional features, visit the drawdowns tool.


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Volatility

AZNIX vs. VOO - Volatility Comparison

The current volatility for Virtus Income & Growth Fund (AZNIX) is 2.17%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.80%. This indicates that AZNIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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