DRMCX vs. ANNPX
DRMCX (Virtus Mid-Cap Growth Fund) and ANNPX (Virtus Convertible Fund) are both mutual funds - DRMCX is a Mid Cap Growth Equities fund managed by Allianz, while ANNPX is a Convertible Bonds fund managed by Allianz. Over the past 10 years, DRMCX returned 14.11%/yr vs 13.45%/yr for ANNPX. Their correlation of 0.89 means they have usually moved in the same direction. DRMCX charges 0.83%/yr vs 0.71%/yr for ANNPX.
Performance
DRMCX vs. ANNPX - Performance Comparison
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Returns By Period
In the year-to-date period, DRMCX achieves a 9.88% return, which is significantly lower than ANNPX's 13.57% return. Both investments have delivered pretty close results over the past 10 years, with DRMCX having a 14.11% annualized return and ANNPX not far behind at 13.45%.
DRMCX
- 1D
- -0.15%
- 1M
- -4.09%
- 6M
- 8.07%
- YTD
- 9.88%
- 1Y
- 11.22%
- 3Y*
- 17.61%
- 5Y*
- 5.61%
- 10Y*
- 14.11%
- ALL TIME*
- 7.85%
ANNPX
- 1D
- -0.32%
- 1M
- -2.91%
- 6M
- 8.04%
- YTD
- 13.57%
- 1Y
- 28.67%
- 3Y*
- 16.98%
- 5Y*
- 7.07%
- 10Y*
- 13.45%
- ALL TIME*
- 7.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRMCX vs. ANNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 9.88% | 18.09% | 20.49% | 24.81% | -32.59% | 14.91% | 55.27% | 41.73% | -11.16% | 25.08% |
ANNPX Virtus Convertible Fund | 13.57% | 22.50% | 14.13% | 8.39% | -18.65% | 4.96% | 55.99% | 26.45% | 2.76% | 15.22% |
Correlation
The correlation between DRMCX and ANNPX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1996 | 0.89 |
The correlation between DRMCX and ANNPX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
DRMCX vs. ANNPX — Risk / Return Rank
DRMCX
ANNPX
DRMCX vs. ANNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRMCX | ANNPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 3.02 | -2.34 |
| Martin ratioReturn relative to average drawdown | 2.23 | 11.35 | -9.12 |
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Drawdowns
DRMCX vs. ANNPX - Drawdown Comparison
The maximum DRMCX drawdown since its inception was -67.97%, which is greater than ANNPX's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for DRMCX and ANNPX.
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Drawdown Indicators
| DRMCX | ANNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.97% | -55.61% | -12.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -9.06% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -26.83% | -13.67% | -13.16% |
Max Drawdown (5Y)Largest decline over 5 years | -43.47% | -26.85% | -16.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -27.36% | -16.11% |
Current DrawdownCurrent decline from peak | -6.42% | -7.00% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -21.99% | -17.38% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.41% | +1.77% |
Volatility
DRMCX vs. ANNPX - Volatility Comparison
Virtus Mid-Cap Growth Fund (DRMCX) and Virtus Convertible Fund (ANNPX) have volatilities of 5.33% and 5.22%, 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
| DRMCX | ANNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.22% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 12.95% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 15.76% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.23% | 13.19% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 13.73% | +9.90% |
DRMCX vs. ANNPX - Expense Ratio Comparison
DRMCX has a 0.83% expense ratio, which is higher than ANNPX's 0.71% expense ratio.
Dividends
DRMCX vs. ANNPX - Dividend Comparison
DRMCX's dividend yield for the trailing twelve months is around 15.05%, more than ANNPX's 9.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 9.71% | 11.32% | 2.31% | 2.56% | 1.55% | 20.74% | 6.94% | 5.12% | 18.79% | 23.47% | 2.88% | 10.63% |
DRMCX Virtus Mid-Cap Growth Fund | 15.05% | 16.53% | 0.00% | 0.00% | 0.00% | 27.44% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% |
Frequently Asked Questions
DRMCX and ANNPX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMCX has higher volatility (5.33%) compared to ANNPX (5.22%). In terms of maximum drawdown, DRMCX dropped -67.97% vs ANNPX's -55.61%.
ANNPX currently has the higher Sharpe Ratio (1.74 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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