NFJEX vs. AWTAX
Compare and contrast key facts about Virtus NFJ Dividend Value Fund (NFJEX) and Virtus Water Fund (AWTAX).
NFJEX is managed by Allianz. It was launched on May 8, 2000. AWTAX is managed by Allianz. It was launched on Mar 30, 2008.
Performance
NFJEX vs. AWTAX - Performance Comparison
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NFJEX vs. AWTAX - 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% |
AWTAX Virtus Water Fund | -2.95% | 11.87% | 5.25% | 11.99% | -21.01% | 25.39% | 16.68% | 32.78% | -12.50% | 21.99% |
Returns By Period
In the year-to-date period, NFJEX achieves a 1.08% return, which is significantly higher than AWTAX's -2.95% return. Over the past 10 years, NFJEX has outperformed AWTAX with an annualized return of 8.23%, while AWTAX has yielded a comparatively lower 7.71% 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%
AWTAX
- 1D
- 0.77%
- 1M
- -10.19%
- YTD
- -2.95%
- 6M
- -4.73%
- 1Y
- 7.28%
- 3Y*
- 6.88%
- 5Y*
- 3.78%
- 10Y*
- 7.71%
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NFJEX vs. AWTAX - Expense Ratio Comparison
NFJEX has a 0.70% expense ratio, which is lower than AWTAX's 1.22% expense ratio.
Return for Risk
NFJEX vs. AWTAX — Risk / Return Rank
NFJEX
AWTAX
NFJEX vs. AWTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) and Virtus Water Fund (AWTAX). 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 | AWTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.51 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.81 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.62 | +0.12 |
Martin ratioReturn relative to average drawdown | 2.90 | 2.11 | +0.78 |
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 | AWTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.51 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.22 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.08 |
Correlation
The correlation between NFJEX and AWTAX is 0.82, 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. AWTAX - Dividend Comparison
NFJEX's dividend yield for the trailing twelve months is around 12.37%, which matches AWTAX's 12.29% 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% |
AWTAX Virtus Water Fund | 12.29% | 11.93% | 7.78% | 3.30% | 0.42% | 7.72% | 1.61% | 2.98% | 3.71% | 2.43% | 0.99% | 0.38% |
Drawdowns
NFJEX vs. AWTAX - Drawdown Comparison
The maximum NFJEX drawdown since its inception was -61.94%, which is greater than AWTAX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for NFJEX and AWTAX.
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Drawdown Indicators
| NFJEX | AWTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -54.12% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.95% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -30.85% | +7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -32.78% | -6.47% |
Current DrawdownCurrent decline from peak | -7.11% | -10.27% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -9.92% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.23% | +0.15% |
Volatility
NFJEX vs. AWTAX - Volatility Comparison
The current volatility for Virtus NFJ Dividend Value Fund (NFJEX) is 3.67%, while Virtus Water Fund (AWTAX) has a volatility of 4.84%. This indicates that NFJEX experiences smaller price fluctuations and is considered to be less risky than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFJEX | AWTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.84% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 8.94% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 14.71% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 17.10% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 17.26% | +0.85% |