NFJEX vs. ASHIX
Compare and contrast key facts about Virtus NFJ Dividend Value Fund (NFJEX) and Virtus Short Duration High Income Fund (ASHIX).
NFJEX is managed by Allianz. It was launched on May 8, 2000. ASHIX is managed by Allianz. It was launched on Oct 3, 2011.
Performance
NFJEX vs. ASHIX - Performance Comparison
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NFJEX vs. ASHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ASHIX Virtus Short Duration High Income Fund | -0.96% | 6.61% | 7.61% | 12.55% | -5.21% | 5.35% | 6.00% | 7.97% | -0.03% | 4.27% |
Returns By Period
In the year-to-date period, NFJEX achieves a 1.08% return, which is significantly higher than ASHIX's -0.96% return. Over the past 10 years, NFJEX has outperformed ASHIX with an annualized return of 8.23%, while ASHIX has yielded a comparatively lower 5.13% annualized 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%
ASHIX
- 1D
- 0.15%
- 1M
- -1.62%
- YTD
- -0.96%
- 6M
- 0.17%
- 1Y
- 4.90%
- 3Y*
- 7.57%
- 5Y*
- 4.53%
- 10Y*
- 5.13%
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NFJEX vs. ASHIX - Expense Ratio Comparison
NFJEX has a 0.70% expense ratio, which is higher than ASHIX's 0.60% expense ratio.
Return for Risk
NFJEX vs. ASHIX — Risk / Return Rank
NFJEX
ASHIX
NFJEX vs. ASHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) and Virtus Short Duration High Income Fund (ASHIX). 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.
| NFJEX | ASHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.70 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.00 | 2.42 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.40 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.80 | -1.06 |
Martin ratioReturn relative to average drawdown | 2.90 | 8.22 | -5.32 |
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
| NFJEX | ASHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.70 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.34 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 1.24 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.35 | -0.95 |
Correlation
The correlation between NFJEX and ASHIX is 0.40, 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. ASHIX - Dividend Comparison
NFJEX's dividend yield for the trailing twelve months is around 12.37%, more than ASHIX's 6.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ASHIX Virtus Short Duration High Income Fund | 6.15% | 6.68% | 7.01% | 6.45% | 6.22% | 5.53% | 5.95% | 5.41% | 5.64% | 5.02% | 5.36% | 6.44% |
Drawdowns
NFJEX vs. ASHIX - Drawdown Comparison
The maximum NFJEX drawdown since its inception was -61.94%, which is greater than ASHIX's maximum drawdown of -19.54%. Use the drawdown chart below to compare losses from any high point for NFJEX and ASHIX.
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Drawdown Indicators
| NFJEX | ASHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -19.54% | -42.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -2.59% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -9.33% | -13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -19.54% | -19.71% |
Current DrawdownCurrent decline from peak | -7.11% | -1.62% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -0.99% | -8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 0.57% | +2.81% |
Volatility
NFJEX vs. ASHIX - Volatility Comparison
Virtus NFJ Dividend Value Fund (NFJEX) has a higher volatility of 3.67% compared to Virtus Short Duration High Income Fund (ASHIX) at 0.90%. This indicates that NFJEX's price experiences larger fluctuations and is considered to be riskier than ASHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFJEX | ASHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 0.90% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 1.81% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 2.85% | +14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 3.39% | +12.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 4.14% | +13.97% |