NAINX vs. EDF
NAINX (Virtus Tactical Allocation Fund) and EDF (Virtus Stone Harbor Emerging Markets Income Fund) are both mutual funds - NAINX is a Diversified Portfolio fund managed by Virtus, while EDF is a Emerging Markets Bonds fund actively managed by Virtus. Over the past 10 years, NAINX returned 7.65%/yr vs 3.74%/yr for EDF. Their 0.35 correlation means their historical movements had little consistent relationship. NAINX charges 1.00%/yr vs 1.45%/yr for EDF.
Performance
NAINX vs. EDF - Performance Comparison
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Returns By Period
In the year-to-date period, NAINX achieves a -0.04% return, which is significantly lower than EDF's 13.38% return. Over the past 10 years, NAINX has outperformed EDF with an annualized return of 7.65%, while EDF has yielded a comparatively lower 3.74% annualized return.
NAINX
- 1D
- 0.73%
- 1M
- -1.84%
- 6M
- -0.45%
- YTD
- -0.04%
- 1Y
- 0.10%
- 3Y*
- 8.14%
- 5Y*
- 1.47%
- 10Y*
- 7.65%
- ALL TIME*
- 6.70%
EDF
- 1D
- 1.52%
- 1M
- -4.94%
- 6M
- 11.33%
- YTD
- 13.38%
- 1Y
- 17.74%
- 3Y*
- 17.51%
- 5Y*
- 4.96%
- 10Y*
- 3.74%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $420.04K | $687.29K | $820.26K | |
| $0.00 | $0.00 | $0.00 |
NAINX vs. EDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAINX Virtus Tactical Allocation Fund | -0.04% | 6.83% | 14.00% | 22.38% | -28.48% | 6.63% | 31.47% | 28.49% | -7.19% | 19.84% |
EDF Virtus Stone Harbor Emerging Markets Income Fund | 13.38% | 22.24% | 25.54% | 21.63% | -27.96% | -8.47% | -31.14% | 45.06% | -18.24% | 24.22% |
Correlation
The correlation between NAINX and EDF is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2010 | 0.35 |
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Return for Risk
NAINX vs. EDF — Risk / Return Rank
NAINX
EDF
NAINX vs. EDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Tactical Allocation Fund (NAINX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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.
| NAINX | EDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.91 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.28 | 5.92 | -6.20 |
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Drawdowns
NAINX vs. EDF - Drawdown Comparison
The maximum NAINX drawdown since its inception was -36.50%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for NAINX and EDF.
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Drawdown Indicators
| NAINX | EDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.50% | -64.23% | +27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -9.44% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -11.79% | -23.40% | +11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -36.50% | -52.47% | +15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.50% | -64.23% | +27.73% |
Current DrawdownCurrent decline from peak | -2.30% | -7.12% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -21.30% | +16.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.04% | +0.09% |
Volatility
NAINX vs. EDF - Volatility Comparison
The current volatility for Virtus Tactical Allocation Fund (NAINX) is 2.38%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 6.00%. This indicates that NAINX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAINX | EDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 6.00% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 13.27% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.65% | 15.63% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 25.76% | -11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 30.72% | -17.42% |
NAINX vs. EDF - Expense Ratio Comparison
NAINX has a 1.00% expense ratio, which is lower than EDF's 1.45% expense ratio.
Dividends
NAINX vs. EDF - Dividend Comparison
NAINX's dividend yield for the trailing twelve months is around 16.05%, more than EDF's 13.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDF Virtus Stone Harbor Emerging Markets Income Fund | 13.85% | 14.49% | 15.32% | 16.71% | 17.31% | 12.91% | 16.46% | 15.67% | 19.37% | 13.58% | 14.75% | 17.93% |
NAINX Virtus Tactical Allocation Fund | 16.05% | 15.87% | 13.38% | 1.94% | 7.34% | 7.54% | 2.06% | 2.24% | 4.41% | 2.61% | 10.78% | 7.34% |
Frequently Asked Questions
NAINX and EDF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDF has higher volatility (6.00%) compared to NAINX (2.38%). In terms of maximum drawdown, NAINX dropped -36.50% vs EDF's -64.23%.
EDF currently has the higher Sharpe Ratio (1.16 vs -0.09), 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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