NAINX vs. FSRRX
NAINX (Virtus Tactical Allocation Fund) and FSRRX (Fidelity Strategic Real Return Fund) are both Diversified Portfolio funds. Over the past 10 years, NAINX returned 7.65%/yr vs 5.49%/yr for FSRRX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. NAINX charges 1.00%/yr vs 0.70%/yr for FSRRX.
Performance
NAINX vs. FSRRX - 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 FSRRX's 8.37% return. Over the past 10 years, NAINX has outperformed FSRRX with an annualized return of 7.65%, while FSRRX has yielded a comparatively lower 5.49% 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%
FSRRX
- 1D
- 0.00%
- 1M
- 2.05%
- 6M
- 4.71%
- YTD
- 8.37%
- 1Y
- 14.75%
- 3Y*
- 8.64%
- 5Y*
- 5.82%
- 10Y*
- 5.49%
- ALL TIME*
- 4.03%
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 |
NAINX vs. FSRRX - 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% |
FSRRX Fidelity Strategic Real Return Fund | 8.37% | 10.45% | 5.84% | 4.59% | -3.34% | 15.84% | 3.74% | 10.48% | -3.99% | 3.00% |
Correlation
The correlation between NAINX and FSRRX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2005 | 0.52 |
Over the past year, the correlation between NAINX and FSRRX has dropped to 0.27 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
NAINX vs. FSRRX — Risk / Return Rank
NAINX
FSRRX
NAINX vs. FSRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Tactical Allocation Fund (NAINX) and Fidelity Strategic Real Return Fund (FSRRX). 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 | FSRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.57 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 4.14 | -4.23 |
| Martin ratioReturn relative to average drawdown | -0.28 | 14.82 | -15.10 |
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Drawdowns
NAINX vs. FSRRX - Drawdown Comparison
The maximum NAINX drawdown since its inception was -36.50%, which is greater than FSRRX's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for NAINX and FSRRX.
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Drawdown Indicators
| NAINX | FSRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.50% | -33.42% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -3.42% | -6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -11.79% | -5.80% | -5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.50% | -12.78% | -23.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.50% | -19.93% | -16.57% |
Current DrawdownCurrent decline from peak | -2.30% | -1.01% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -4.20% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 0.95% | +2.18% |
Volatility
NAINX vs. FSRRX - Volatility Comparison
Virtus Tactical Allocation Fund (NAINX) has a higher volatility of 2.38% compared to Fidelity Strategic Real Return Fund (FSRRX) at 1.25%. This indicates that NAINX's price experiences larger fluctuations and is considered to be riskier than FSRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAINX | FSRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 1.25% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 3.77% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.65% | 4.90% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 6.87% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 6.72% | +6.58% |
NAINX vs. FSRRX - Expense Ratio Comparison
NAINX has a 1.00% expense ratio, which is higher than FSRRX's 0.70% expense ratio.
Dividends
NAINX vs. FSRRX - Dividend Comparison
NAINX's dividend yield for the trailing twelve months is around 16.05%, more than FSRRX's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRRX Fidelity Strategic Real Return Fund | 4.58% | 4.68% | 4.82% | 5.29% | 7.31% | 5.35% | 2.25% | 3.05% | 9.39% | 1.57% | 2.34% | 1.75% |
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 FSRRX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAINX has higher volatility (2.38%) compared to FSRRX (1.25%). In terms of maximum drawdown, NAINX dropped -36.50% vs FSRRX's -33.42%.
FSRRX currently has the higher Sharpe Ratio (2.92 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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