PortfoliosLab logoPortfoliosLab logo
NCZ vs. PBXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCZ vs. PBXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Convertible and Income Fund II (NCZ) and Rational/Pier 88 Convertible Securities Fund (PBXIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NCZ vs. PBXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NCZ
Virtus Convertible and Income Fund II
-0.21%23.23%18.40%17.75%-35.93%9.24%11.04%3.12%
PBXIX
Rational/Pier 88 Convertible Securities Fund
-2.92%2.12%8.23%3.28%-10.82%10.23%17.09%1.70%

Returns By Period

In the year-to-date period, NCZ achieves a -0.21% return, which is significantly higher than PBXIX's -2.92% return.


NCZ

1D
3.15%
1M
-8.11%
YTD
-0.21%
6M
3.11%
1Y
29.32%
3Y*
16.67%
5Y*
3.59%
10Y*
8.23%

PBXIX

1D
-0.29%
1M
-4.31%
YTD
-2.92%
6M
-2.93%
1Y
1.01%
3Y*
3.97%
5Y*
1.30%
10Y*
*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.


NCZ vs. PBXIX - Expense Ratio Comparison

NCZ has a 0.03% expense ratio, which is lower than PBXIX's 0.99% expense ratio.


Return for Risk

NCZ vs. PBXIX — Risk / Return Rank

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

NCZ
NCZ Risk / Return Rank: 8484
Overall Rank
NCZ Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NCZ Sortino Ratio Rank: 8282
Sortino Ratio Rank
NCZ Omega Ratio Rank: 7878
Omega Ratio Rank
NCZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
NCZ Martin Ratio Rank: 8989
Martin Ratio Rank

PBXIX
PBXIX Risk / Return Rank: 77
Overall Rank
PBXIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PBXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
PBXIX Omega Ratio Rank: 66
Omega Ratio Rank
PBXIX Calmar Ratio Rank: 88
Calmar Ratio Rank
PBXIX Martin Ratio Rank: 88
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.

NCZ vs. PBXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible and Income Fund II (NCZ) and Rational/Pier 88 Convertible Securities Fund (PBXIX). 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.


NCZPBXIXDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.12

+1.44

Sortino ratio

Return per unit of downside risk

2.12

0.22

+1.90

Omega ratio

Gain probability vs. loss probability

1.31

1.03

+0.28

Calmar ratio

Return relative to maximum drawdown

2.43

0.09

+2.34

Martin ratio

Return relative to average drawdown

10.00

0.32

+9.68

NCZ vs. PBXIX - Sharpe Ratio Comparison

The current NCZ Sharpe Ratio is 1.56, which is higher than the PBXIX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of NCZ and PBXIX, 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


NCZPBXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.12

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.15

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.37

-0.17

Correlation

The correlation between NCZ and PBXIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NCZ vs. PBXIX - Dividend Comparison

NCZ's dividend yield for the trailing twelve months is around 10.74%, more than PBXIX's 6.05% yield.


TTM20252024202320222021202020192018201720162015
NCZ
Virtus Convertible and Income Fund II
10.74%10.45%11.50%12.84%15.62%8.82%9.28%11.28%15.33%13.80%12.08%18.02%
PBXIX
Rational/Pier 88 Convertible Securities Fund
6.05%3.48%2.14%2.22%2.25%7.56%1.77%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NCZ vs. PBXIX - Drawdown Comparison

The maximum NCZ drawdown since its inception was -79.48%, which is greater than PBXIX's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for NCZ and PBXIX.


Loading graphics...

Drawdown Indicators


NCZPBXIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.48%

-24.03%

-55.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-5.74%

-6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-15.57%

-28.36%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

Current Drawdown

Current decline from peak

-9.16%

-5.16%

-4.00%

Average Drawdown

Average peak-to-trough decline

-14.45%

-5.65%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

1.54%

+1.36%

Volatility

NCZ vs. PBXIX - Volatility Comparison

Virtus Convertible and Income Fund II (NCZ) has a higher volatility of 7.73% compared to Rational/Pier 88 Convertible Securities Fund (PBXIX) at 2.16%. This indicates that NCZ's price experiences larger fluctuations and is considered to be riskier than PBXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NCZPBXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

2.16%

+5.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

4.96%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

8.50%

+10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

8.63%

+12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

11.57%

+12.63%