NFJ vs. VIHAX
NFJ (Virtus Dividend, Interest and Premium Strategy Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - NFJ is a Dividend fund managed by Virtus, while VIHAX is a Large Cap Value Equities fund managed by Vanguard. Over the past 10 years, NFJ returned 10.39%/yr vs 10.82%/yr for VIHAX. A 0.63 correlation means they provide meaningful diversification when combined. NFJ charges 0.02%/yr vs 0.22%/yr for VIHAX.
Performance
NFJ vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, NFJ achieves a 19.07% return, which is significantly higher than VIHAX's 12.57% return. Both investments have delivered pretty close results over the past 10 years, with NFJ having a 10.39% annualized return and VIHAX not far ahead at 10.82%.
NFJ
- 1D
- -0.53%
- 1M
- 5.12%
- YTD
- 19.07%
- 6M
- 20.29%
- 1Y
- 35.91%
- 3Y*
- 18.50%
- 5Y*
- 9.17%
- 10Y*
- 10.39%
VIHAX
- 1D
- 0.64%
- 1M
- 2.92%
- YTD
- 12.57%
- 6M
- 16.00%
- 1Y
- 31.59%
- 3Y*
- 22.45%
- 5Y*
- 12.36%
- 10Y*
- 10.82%
NFJ vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFJ Virtus Dividend, Interest and Premium Strategy Fund | 19.07% | 12.40% | 9.96% | 21.30% | -23.90% | 26.75% | 12.42% | 30.88% | -11.97% | 12.74% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 12.57% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between NFJ and VIHAX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2016 | 0.63 |
The correlation between NFJ and VIHAX shifts across timeframes, from 0.48 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NFJ vs. VIHAX — Risk / Return Rank
NFJ
VIHAX
NFJ vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Dividend, Interest and Premium Strategy Fund (NFJ) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
| NFJ | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.48 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 3.27 | +0.94 |
| Martin ratioReturn relative to average drawdown | 14.38 | 12.49 | +1.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFJ | VIHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 2.63 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.90 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.69 | -0.38 |
Drawdowns
NFJ vs. VIHAX - Drawdown Comparison
The maximum NFJ drawdown since its inception was -57.92%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for NFJ and VIHAX.
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Drawdown Indicators
| NFJ | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -38.80% | -19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -9.53% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -12.29% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.57% | -23.92% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.96% | -38.80% | -2.16% |
Current DrawdownCurrent decline from peak | -0.53% | -0.33% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -6.02% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.49% | +0.01% |
Volatility
NFJ vs. VIHAX - Volatility Comparison
Virtus Dividend, Interest and Premium Strategy Fund (NFJ) has a higher volatility of 3.96% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.46%. This indicates that NFJ's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFJ | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.46% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 9.63% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.89% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 13.75% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 15.90% | +2.75% |
NFJ vs. VIHAX - Expense Ratio Comparison
NFJ has a 0.02% expense ratio, which is lower than VIHAX's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NFJ vs. VIHAX - Dividend Comparison
NFJ's dividend yield for the trailing twelve months is around 8.14%, more than VIHAX's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFJ Virtus Dividend, Interest and Premium Strategy Fund | 8.14% | 9.46% | 9.26% | 7.78% | 8.83% | 5.60% | 6.69% | 6.92% | 8.43% | 8.62% | 9.52% | 13.32% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.39% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
NFJ and VIHAX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFJ has higher volatility (3.96%) compared to VIHAX (3.46%). In terms of maximum drawdown, NFJ dropped -57.92% vs VIHAX's -38.80%.
NFJ currently has the higher Sharpe Ratio (2.78 vs 2.63), 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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