PortfoliosLab logoPortfoliosLab logo
NFJEX vs. ANVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFJEX vs. ANVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ Dividend Value Fund (NFJEX) and Virtus NFJ Large-Cap Value Fund (ANVIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NFJEX vs. ANVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFJEX
Virtus NFJ Dividend Value Fund
1.08%8.46%5.29%19.79%-13.63%28.90%-2.13%25.12%-10.15%15.49%
ANVIX
Virtus NFJ Large-Cap Value Fund
-2.47%6.78%6.28%17.92%-14.81%26.52%2.29%25.03%-9.38%21.36%

Returns By Period

In the year-to-date period, NFJEX achieves a 1.08% return, which is significantly higher than ANVIX's -2.47% return. Both investments have delivered pretty close results over the past 10 years, with NFJEX having a 8.23% annualized return and ANVIX not far ahead at 8.53%.


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%

ANVIX

1D
-0.54%
1M
-3.38%
YTD
-2.47%
6M
-2.52%
1Y
4.71%
3Y*
8.00%
5Y*
5.65%
10Y*
8.53%
*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.


NFJEX vs. ANVIX - Expense Ratio Comparison

NFJEX has a 0.70% expense ratio, which is lower than ANVIX's 0.74% expense ratio.


Return for Risk

NFJEX vs. ANVIX — 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

ANVIX
ANVIX Risk / Return Rank: 1313
Overall Rank
ANVIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ANVIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
ANVIX Omega Ratio Rank: 1313
Omega Ratio Rank
ANVIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
ANVIX Martin Ratio Rank: 1414
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. ANVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) and Virtus NFJ Large-Cap Value Fund (ANVIX). 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.


NFJEXANVIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.32

+0.33

Sortino ratio

Return per unit of downside risk

1.00

0.56

+0.44

Omega ratio

Gain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratio

Return relative to maximum drawdown

0.75

0.33

+0.42

Martin ratio

Return relative to average drawdown

2.90

1.28

+1.62

NFJEX vs. ANVIX - Sharpe Ratio Comparison

The current NFJEX Sharpe Ratio is 0.65, which is higher than the ANVIX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NFJEX and ANVIX, 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


NFJEXANVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.32

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.34

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.47

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Correlation

The correlation between NFJEX and ANVIX is 0.97, 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

NFJEX vs. ANVIX - Dividend Comparison

NFJEX's dividend yield for the trailing twelve months is around 12.37%, more than ANVIX's 10.69% 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%
ANVIX
Virtus NFJ Large-Cap Value Fund
10.69%10.78%2.80%7.28%20.66%6.43%1.43%3.54%2.02%1.89%2.13%2.26%

Drawdowns

NFJEX vs. ANVIX - Drawdown Comparison

The maximum NFJEX drawdown since its inception was -61.94%, roughly equal to the maximum ANVIX drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for NFJEX and ANVIX.


Loading graphics...

Drawdown Indicators


NFJEXANVIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-62.48%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.19%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-23.67%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

-38.41%

-0.84%

Current Drawdown

Current decline from peak

-7.11%

-6.92%

-0.19%

Average Drawdown

Average peak-to-trough decline

-9.67%

-9.69%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.39%

-0.01%

Volatility

NFJEX vs. ANVIX - Volatility Comparison

Virtus NFJ Dividend Value Fund (NFJEX) and Virtus NFJ Large-Cap Value Fund (ANVIX) have volatilities of 3.67% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NFJEXANVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.81%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

9.86%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

17.49%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

16.55%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

18.27%

-0.16%