PHRAX vs. NAINX
Compare and contrast key facts about Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Virtus Tactical Allocation Fund (NAINX).
PHRAX is managed by Virtus. It was launched on Mar 1, 1995. NAINX is managed by Virtus. It was launched on Sep 5, 1940.
Performance
PHRAX vs. NAINX - Performance Comparison
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PHRAX vs. NAINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 2.88% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
NAINX Virtus Tactical Allocation Fund | -8.13% | 6.83% | 14.00% | 22.38% | -28.48% | 6.63% | 31.47% | 28.49% | -7.19% | 19.84% |
Returns By Period
In the year-to-date period, PHRAX achieves a 2.88% return, which is significantly higher than NAINX's -8.13% return. Over the past 10 years, PHRAX has underperformed NAINX with an annualized return of 5.34%, while NAINX has yielded a comparatively higher 7.23% annualized return.
PHRAX
- 1D
- 0.28%
- 1M
- -7.06%
- YTD
- 2.88%
- 6M
- 0.85%
- 1Y
- 2.95%
- 3Y*
- 6.97%
- 5Y*
- 4.76%
- 10Y*
- 5.34%
NAINX
- 1D
- 0.00%
- 1M
- -7.56%
- YTD
- -8.13%
- 6M
- -9.00%
- 1Y
- -1.36%
- 3Y*
- 8.36%
- 5Y*
- 1.26%
- 10Y*
- 7.23%
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PHRAX vs. NAINX - Expense Ratio Comparison
PHRAX has a 1.36% expense ratio, which is higher than NAINX's 1.00% expense ratio.
Return for Risk
PHRAX vs. NAINX — Risk / Return Rank
PHRAX
NAINX
PHRAX vs. NAINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) and Virtus Tactical Allocation Fund (NAINX). 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.
| PHRAX | NAINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | -0.13 | +0.38 |
Sortino ratioReturn per unit of downside risk | 0.44 | -0.12 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.99 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | -0.23 | +0.54 |
Martin ratioReturn relative to average drawdown | 1.23 | -0.90 | +2.14 |
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
| PHRAX | NAINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.13 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.09 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.55 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.20 |
Correlation
The correlation between PHRAX and NAINX is 0.54, 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
PHRAX vs. NAINX - Dividend Comparison
PHRAX's dividend yield for the trailing twelve months is around 5.75%, less than NAINX's 17.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.75% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
NAINX Virtus Tactical Allocation Fund | 17.52% | 15.87% | 13.38% | 1.94% | 7.34% | 7.54% | 2.06% | 2.24% | 4.41% | 2.61% | 10.78% | 7.34% |
Drawdowns
PHRAX vs. NAINX - Drawdown Comparison
The maximum PHRAX drawdown since its inception was -72.56%, which is greater than NAINX's maximum drawdown of -36.50%. Use the drawdown chart below to compare losses from any high point for PHRAX and NAINX.
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Drawdown Indicators
| PHRAX | NAINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.56% | -36.50% | -36.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -10.19% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -33.51% | -36.50% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -36.50% | -5.50% |
Current DrawdownCurrent decline from peak | -7.57% | -10.19% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -5.27% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.64% | +0.47% |
Volatility
PHRAX vs. NAINX - Volatility Comparison
Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) has a higher volatility of 4.20% compared to Virtus Tactical Allocation Fund (NAINX) at 3.29%. This indicates that PHRAX's price experiences larger fluctuations and is considered to be riskier than NAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHRAX | NAINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.29% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 6.22% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 10.88% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 13.70% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 13.25% | +7.72% |