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CVMIX vs. ANNPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CVMIX and ANNPX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CVMIX vs. ANNPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Emerging Markets Equity Fund (CVMIX) and Virtus Convertible Fund (ANNPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.52%
10.86%
CVMIX
ANNPX

Key characteristics

Sharpe Ratio

CVMIX:

0.94

ANNPX:

1.65

Sortino Ratio

CVMIX:

1.39

ANNPX:

2.27

Omega Ratio

CVMIX:

1.17

ANNPX:

1.29

Calmar Ratio

CVMIX:

0.41

ANNPX:

0.50

Martin Ratio

CVMIX:

2.66

ANNPX:

7.99

Ulcer Index

CVMIX:

5.32%

ANNPX:

2.06%

Daily Std Dev

CVMIX:

15.11%

ANNPX:

9.93%

Max Drawdown

CVMIX:

-43.96%

ANNPX:

-39.62%

Current Drawdown

CVMIX:

-24.18%

ANNPX:

-19.66%

Returns By Period

In the year-to-date period, CVMIX achieves a 6.38% return, which is significantly higher than ANNPX's 2.72% return. Over the past 10 years, CVMIX has outperformed ANNPX with an annualized return of 4.30%, while ANNPX has yielded a comparatively lower 2.82% annualized return.


CVMIX

YTD

6.38%

1M

5.28%

6M

5.52%

1Y

14.07%

5Y*

1.89%

10Y*

4.30%

ANNPX

YTD

2.72%

1M

-1.06%

6M

10.86%

1Y

18.81%

5Y*

4.31%

10Y*

2.82%

*Annualized

Compare stocks, funds, or ETFs

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


CVMIX vs. ANNPX - Expense Ratio Comparison

CVMIX has a 0.99% expense ratio, which is higher than ANNPX's 0.71% expense ratio.


CVMIX
Calvert Emerging Markets Equity Fund
Expense ratio chart for CVMIX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for ANNPX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

CVMIX vs. ANNPX — Risk-Adjusted Performance Rank

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

CVMIX
The Risk-Adjusted Performance Rank of CVMIX is 4444
Overall Rank
The Sharpe Ratio Rank of CVMIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of CVMIX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of CVMIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CVMIX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CVMIX is 4141
Martin Ratio Rank

ANNPX
The Risk-Adjusted Performance Rank of ANNPX is 7272
Overall Rank
The Sharpe Ratio Rank of ANNPX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ANNPX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ANNPX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ANNPX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ANNPX is 8181
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.

CVMIX vs. ANNPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Equity Fund (CVMIX) and Virtus Convertible Fund (ANNPX). 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.


Sharpe ratio
The chart of Sharpe ratio for CVMIX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.000.941.65
The chart of Sortino ratio for CVMIX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.392.27
The chart of Omega ratio for CVMIX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.29
The chart of Calmar ratio for CVMIX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.410.50
The chart of Martin ratio for CVMIX, currently valued at 2.66, compared to the broader market0.0020.0040.0060.0080.002.667.99
CVMIX
ANNPX

The current CVMIX Sharpe Ratio is 0.94, which is lower than the ANNPX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of CVMIX and ANNPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.94
1.65
CVMIX
ANNPX

Dividends

CVMIX vs. ANNPX - Dividend Comparison

CVMIX's dividend yield for the trailing twelve months is around 0.59%, less than ANNPX's 2.25% yield.


TTM20242023202220212020201920182017201620152014
CVMIX
Calvert Emerging Markets Equity Fund
0.59%0.63%0.92%0.79%0.76%0.41%0.68%1.24%0.27%0.85%1.25%0.60%
ANNPX
Virtus Convertible Fund
2.25%2.31%2.56%1.54%0.72%0.76%2.04%4.42%5.65%2.86%2.23%1.99%

Drawdowns

CVMIX vs. ANNPX - Drawdown Comparison

The maximum CVMIX drawdown since its inception was -43.96%, which is greater than ANNPX's maximum drawdown of -39.62%. Use the drawdown chart below to compare losses from any high point for CVMIX and ANNPX. For additional features, visit the drawdowns tool.


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%SeptemberOctoberNovemberDecember2025February
-24.18%
-19.66%
CVMIX
ANNPX

Volatility

CVMIX vs. ANNPX - Volatility Comparison

Calvert Emerging Markets Equity Fund (CVMIX) has a higher volatility of 4.35% compared to Virtus Convertible Fund (ANNPX) at 2.52%. This indicates that CVMIX's price experiences larger fluctuations and is considered to be riskier than ANNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.35%
2.52%
CVMIX
ANNPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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