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NIE vs. SCAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIE vs. SCAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Equity & Convertible Income Fund (NIE) and Invesco Income Advantage U.S. Fund (SCAUX). The values are adjusted to include any dividend payments, if applicable.

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NIE vs. SCAUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NIE
Virtus Equity & Convertible Income Fund
-4.30%12.15%28.64%26.71%-26.73%18.89%33.78%31.09%-5.69%23.68%
SCAUX
Invesco Income Advantage U.S. Fund
-5.39%16.51%17.88%17.29%-13.43%22.41%-3.24%12.27%-9.31%15.85%

Returns By Period

In the year-to-date period, NIE achieves a -4.30% return, which is significantly higher than SCAUX's -5.39% return. Over the past 10 years, NIE has outperformed SCAUX with an annualized return of 12.87%, while SCAUX has yielded a comparatively lower 6.61% annualized return.


NIE

1D
1.88%
1M
-6.11%
YTD
-4.30%
6M
-1.10%
1Y
16.95%
3Y*
16.50%
5Y*
8.54%
10Y*
12.87%

SCAUX

1D
-0.26%
1M
-6.36%
YTD
-5.39%
6M
-2.72%
1Y
11.68%
3Y*
13.31%
5Y*
8.07%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIE vs. SCAUX - Expense Ratio Comparison

NIE has a 1.12% expense ratio, which is higher than SCAUX's 1.05% expense ratio.


Return for Risk

NIE vs. SCAUX — Risk / Return Rank

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

NIE
NIE Risk / Return Rank: 5757
Overall Rank
NIE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NIE Sortino Ratio Rank: 5353
Sortino Ratio Rank
NIE Omega Ratio Rank: 6060
Omega Ratio Rank
NIE Calmar Ratio Rank: 5656
Calmar Ratio Rank
NIE Martin Ratio Rank: 6464
Martin Ratio Rank

SCAUX
SCAUX Risk / Return Rank: 4242
Overall Rank
SCAUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCAUX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCAUX Omega Ratio Rank: 5050
Omega Ratio Rank
SCAUX Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCAUX Martin Ratio Rank: 5252
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.

NIE vs. SCAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Equity & Convertible Income Fund (NIE) and Invesco Income Advantage U.S. Fund (SCAUX). 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.


NIESCAUXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.81

+0.16

Sortino ratio

Return per unit of downside risk

1.45

1.24

+0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.33

0.94

+0.39

Martin ratio

Return relative to average drawdown

6.09

5.09

+1.00

NIE vs. SCAUX - Sharpe Ratio Comparison

The current NIE Sharpe Ratio is 0.97, which is comparable to the SCAUX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NIE and SCAUX, 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


NIESCAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.81

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.62

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.43

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.28

+0.12

Correlation

The correlation between NIE and SCAUX is 0.71, 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

NIE vs. SCAUX - Dividend Comparison

NIE's dividend yield for the trailing twelve months is around 10.81%, more than SCAUX's 6.54% yield.


TTM20252024202320222021202020192018201720162015
NIE
Virtus Equity & Convertible Income Fund
10.81%10.14%8.11%9.56%21.81%10.86%5.37%6.71%8.20%7.19%8.25%8.46%
SCAUX
Invesco Income Advantage U.S. Fund
6.54%5.81%6.34%6.59%6.66%12.79%1.57%1.39%3.17%2.25%2.69%3.33%

Drawdowns

NIE vs. SCAUX - Drawdown Comparison

The maximum NIE drawdown since its inception was -57.90%, which is greater than SCAUX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for NIE and SCAUX.


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Drawdown Indicators


NIESCAUXDifference

Max Drawdown

Largest peak-to-trough decline

-57.90%

-54.56%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-10.84%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.04%

-19.92%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-37.81%

-1.18%

Current Drawdown

Current decline from peak

-7.16%

-7.05%

-0.11%

Average Drawdown

Average peak-to-trough decline

-8.07%

-9.55%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.03%

+0.70%

Volatility

NIE vs. SCAUX - Volatility Comparison

Virtus Equity & Convertible Income Fund (NIE) has a higher volatility of 5.04% compared to Invesco Income Advantage U.S. Fund (SCAUX) at 3.60%. This indicates that NIE's price experiences larger fluctuations and is considered to be riskier than SCAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIESCAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

3.60%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

7.42%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

15.31%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

13.07%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

15.34%

+4.37%