PortfoliosLab logoPortfoliosLab logo
DRMCX vs. AZNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRMCX vs. AZNIX - Performance Comparison

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

Loading graphics...

DRMCX vs. AZNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRMCX
Virtus Mid-Cap Growth Fund
-8.21%18.09%20.49%24.81%-32.59%14.91%55.27%41.73%-11.16%25.08%
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%

Returns By Period

In the year-to-date period, DRMCX achieves a -8.21% return, which is significantly lower than AZNIX's -3.69% return. Over the past 10 years, DRMCX has outperformed AZNIX with an annualized return of 12.78%, while AZNIX has yielded a comparatively lower 8.36% annualized return.


DRMCX

1D
-1.97%
1M
-11.04%
YTD
-8.21%
6M
-11.23%
1Y
17.59%
3Y*
14.82%
5Y*
4.29%
10Y*
12.78%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DRMCX vs. AZNIX - Expense Ratio Comparison

DRMCX has a 0.83% expense ratio, which is lower than AZNIX's 0.92% expense ratio.


Return for Risk

DRMCX vs. AZNIX — Risk / Return Rank

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

DRMCX
DRMCX Risk / Return Rank: 3333
Overall Rank
DRMCX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DRMCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DRMCX Omega Ratio Rank: 2929
Omega Ratio Rank
DRMCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DRMCX Martin Ratio Rank: 3333
Martin Ratio Rank

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
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.

DRMCX vs. AZNIX - Risk-Adjusted Trends Comparison

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


DRMCXAZNIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.03

-0.34

Sortino ratio

Return per unit of downside risk

1.13

1.45

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.04

1.42

-0.38

Martin ratio

Return relative to average drawdown

3.54

6.03

-2.49

DRMCX vs. AZNIX - Sharpe Ratio Comparison

The current DRMCX Sharpe Ratio is 0.69, which is lower than the AZNIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DRMCX and AZNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRMCXAZNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.03

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.46

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.74

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.58

-0.42

Correlation

The correlation between DRMCX and AZNIX is 0.92, 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

DRMCX vs. AZNIX - Dividend Comparison

DRMCX's dividend yield for the trailing twelve months is around 18.01%, more than AZNIX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
DRMCX
Virtus Mid-Cap Growth Fund
18.01%16.53%0.00%0.00%0.00%27.44%9.02%4.12%14.34%8.78%7.35%5.65%
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%

Drawdowns

DRMCX vs. AZNIX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -86.34%, which is greater than AZNIX's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for DRMCX and AZNIX.


Loading graphics...

Drawdown Indicators


DRMCXAZNIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-45.11%

-41.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-6.36%

-7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-23.92%

-19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-26.24%

-17.23%

Current Drawdown

Current decline from peak

-13.75%

-6.16%

-7.59%

Average Drawdown

Average peak-to-trough decline

-45.07%

-5.95%

-39.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

1.50%

+2.57%

Volatility

DRMCX vs. AZNIX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 7.09% compared to Virtus Income & Growth Fund (AZNIX) at 3.79%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than AZNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRMCXAZNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

3.79%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

6.73%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.06%

10.08%

+14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

10.69%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

11.33%

+12.15%