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NFJEX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFJEX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ Dividend Value Fund (NFJEX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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NFJEX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NFJEX
Virtus NFJ Dividend Value Fund
1.08%8.46%5.29%19.79%-13.63%20.97%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, NFJEX achieves a 1.08% return, which is significantly higher than ACTIX's -1.36% return.


NFJEX

1D
-0.59%
1M
-4.59%
YTD
1.08%
6M
3.47%
1Y
9.90%
3Y*
10.37%
5Y*
7.35%
10Y*
8.23%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFJEX vs. ACTIX - Expense Ratio Comparison

NFJEX has a 0.70% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

NFJEX vs. ACTIX — Risk / Return Rank

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

NFJEX
NFJEX Risk / Return Rank: 2626
Overall Rank
NFJEX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NFJEX Sortino Ratio Rank: 2626
Sortino Ratio Rank
NFJEX Omega Ratio Rank: 2525
Omega Ratio Rank
NFJEX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NFJEX Martin Ratio Rank: 2727
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

NFJEX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


NFJEXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.69

-0.03

Sortino ratio

Return per unit of downside risk

1.00

0.97

+0.03

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.75

1.11

-0.36

Martin ratio

Return relative to average drawdown

2.90

4.03

-1.13

NFJEX vs. ACTIX - Sharpe Ratio Comparison

The current NFJEX Sharpe Ratio is 0.65, which is comparable to the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of NFJEX and ACTIX, 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


NFJEXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.69

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.00

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.00

+0.40

Correlation

The correlation between NFJEX and ACTIX is 0.43, 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

NFJEX vs. ACTIX - Dividend Comparison

NFJEX's dividend yield for the trailing twelve months is around 12.37%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
NFJEX
Virtus NFJ Dividend Value Fund
12.37%12.61%3.51%14.16%19.01%6.43%1.96%14.20%27.33%27.35%6.05%2.77%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NFJEX vs. ACTIX - Drawdown Comparison

The maximum NFJEX drawdown since its inception was -61.94%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for NFJEX and ACTIX.


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Drawdown Indicators


NFJEXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-96.41%

+34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-3.07%

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-96.41%

+73.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

Current Drawdown

Current decline from peak

-7.11%

-96.20%

+89.09%

Average Drawdown

Average peak-to-trough decline

-9.67%

-27.55%

+17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

0.85%

+2.53%

Volatility

NFJEX vs. ACTIX - Volatility Comparison

Virtus NFJ Dividend Value Fund (NFJEX) has a higher volatility of 3.67% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that NFJEX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFJEXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

1.82%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

2.51%

+7.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

4.68%

+12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

1,202.55%

-1,186.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

1,201.12%

-1,183.01%