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NAINX vs. IOEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAINX vs. IOEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Tactical Allocation Fund (NAINX) and ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

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NAINX vs. IOEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAINX
Virtus Tactical Allocation Fund
-6.27%6.83%14.00%22.38%-28.48%6.63%31.47%28.49%-7.19%19.84%
IOEZX
ICON Equity Income Fund
9.60%14.29%6.12%3.82%-13.56%24.15%3.16%27.70%-10.11%13.59%

Returns By Period

In the year-to-date period, NAINX achieves a -6.27% return, which is significantly lower than IOEZX's 9.60% return. Over the past 10 years, NAINX has underperformed IOEZX with an annualized return of 7.45%, while IOEZX has yielded a comparatively higher 8.36% annualized return.


NAINX

1D
2.03%
1M
-5.00%
YTD
-6.27%
6M
-7.07%
1Y
0.35%
3Y*
9.09%
5Y*
1.40%
10Y*
7.45%

IOEZX

1D
0.88%
1M
-3.67%
YTD
9.60%
6M
12.40%
1Y
20.76%
3Y*
11.46%
5Y*
4.80%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NAINX vs. IOEZX - Expense Ratio Comparison

Both NAINX and IOEZX have an expense ratio of 1.00%.


Return for Risk

NAINX vs. IOEZX — Risk / Return Rank

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

NAINX
NAINX Risk / Return Rank: 55
Overall Rank
NAINX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NAINX Sortino Ratio Rank: 44
Sortino Ratio Rank
NAINX Omega Ratio Rank: 55
Omega Ratio Rank
NAINX Calmar Ratio Rank: 66
Calmar Ratio Rank
NAINX Martin Ratio Rank: 66
Martin Ratio Rank

IOEZX
IOEZX Risk / Return Rank: 6767
Overall Rank
IOEZX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IOEZX Sortino Ratio Rank: 7070
Sortino Ratio Rank
IOEZX Omega Ratio Rank: 6161
Omega Ratio Rank
IOEZX Calmar Ratio Rank: 6868
Calmar Ratio Rank
IOEZX Martin Ratio Rank: 6969
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.

NAINX vs. IOEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Tactical Allocation Fund (NAINX) and ICON Equity Income Fund (IOEZX). 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.


NAINXIOEZXDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.32

-1.26

Sortino ratio

Return per unit of downside risk

0.16

1.89

-1.73

Omega ratio

Gain probability vs. loss probability

1.02

1.25

-0.23

Calmar ratio

Return relative to maximum drawdown

0.05

1.78

-1.73

Martin ratio

Return relative to average drawdown

0.20

7.34

-7.14

NAINX vs. IOEZX - Sharpe Ratio Comparison

The current NAINX Sharpe Ratio is 0.06, which is lower than the IOEZX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of NAINX and IOEZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NAINXIOEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.32

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.35

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.51

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.19

Correlation

The correlation between NAINX and IOEZX is 0.76, 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

NAINX vs. IOEZX - Dividend Comparison

NAINX's dividend yield for the trailing twelve months is around 17.17%, more than IOEZX's 2.48% yield.


TTM20252024202320222021202020192018201720162015
NAINX
Virtus Tactical Allocation Fund
17.17%15.87%13.38%1.94%7.34%7.54%2.06%2.24%4.41%2.61%10.78%7.34%
IOEZX
ICON Equity Income Fund
2.48%3.56%4.32%3.75%13.63%12.92%3.68%4.74%3.80%3.13%3.32%4.24%

Drawdowns

NAINX vs. IOEZX - Drawdown Comparison

The maximum NAINX drawdown since its inception was -36.50%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for NAINX and IOEZX.


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Drawdown Indicators


NAINXIOEZXDifference

Max Drawdown

Largest peak-to-trough decline

-36.50%

-56.15%

+19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-11.71%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.50%

-21.47%

-15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.50%

-38.12%

+1.62%

Current Drawdown

Current decline from peak

-8.37%

-4.15%

-4.22%

Average Drawdown

Average peak-to-trough decline

-5.28%

-8.64%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.85%

-0.15%

Volatility

NAINX vs. IOEZX - Volatility Comparison

The current volatility for Virtus Tactical Allocation Fund (NAINX) is 4.03%, while ICON Equity Income Fund (IOEZX) has a volatility of 4.38%. This indicates that NAINX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAINXIOEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

4.38%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

8.72%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

15.55%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

13.90%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

16.44%

-3.17%