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SAVYX vs. MERFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAVYX vs. MERFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Core Plus Bond Fund (SAVYX) and The Merger Fund (MERFX). The values are adjusted to include any dividend payments, if applicable.

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SAVYX vs. MERFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAVYX
Virtus Newfleet Core Plus Bond Fund
-0.49%7.28%2.55%6.65%-11.94%-0.60%7.58%10.86%-1.48%5.76%
MERFX
The Merger Fund
0.70%8.11%3.27%4.17%0.71%-0.19%4.87%5.96%7.68%2.39%

Returns By Period

In the year-to-date period, SAVYX achieves a -0.49% return, which is significantly lower than MERFX's 0.70% return. Over the past 10 years, SAVYX has underperformed MERFX with an annualized return of 2.69%, while MERFX has yielded a comparatively higher 3.90% annualized return.


SAVYX

1D
0.20%
1M
-1.83%
YTD
-0.49%
6M
0.37%
1Y
4.06%
3Y*
4.18%
5Y*
0.95%
10Y*
2.69%

MERFX

1D
0.23%
1M
0.06%
YTD
0.70%
6M
1.91%
1Y
6.44%
3Y*
5.38%
5Y*
3.06%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAVYX vs. MERFX - Expense Ratio Comparison

SAVYX has a 0.55% expense ratio, which is lower than MERFX's 1.50% expense ratio.


Return for Risk

SAVYX vs. MERFX — Risk / Return Rank

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

SAVYX
SAVYX Risk / Return Rank: 5353
Overall Rank
SAVYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SAVYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SAVYX Omega Ratio Rank: 3838
Omega Ratio Rank
SAVYX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SAVYX Martin Ratio Rank: 5353
Martin Ratio Rank

MERFX
MERFX Risk / Return Rank: 9999
Overall Rank
MERFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MERFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MERFX Omega Ratio Rank: 9898
Omega Ratio Rank
MERFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MERFX Martin Ratio Rank: 100100
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.

SAVYX vs. MERFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Core Plus Bond Fund (SAVYX) and The Merger Fund (MERFX). 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.


SAVYXMERFXDifference

Sharpe ratio

Return per unit of total volatility

1.10

4.26

-3.16

Sortino ratio

Return per unit of downside risk

1.58

8.13

-6.55

Omega ratio

Gain probability vs. loss probability

1.19

2.10

-0.90

Calmar ratio

Return relative to maximum drawdown

1.77

12.89

-11.13

Martin ratio

Return relative to average drawdown

5.82

61.05

-55.23

SAVYX vs. MERFX - Sharpe Ratio Comparison

The current SAVYX Sharpe Ratio is 1.10, which is lower than the MERFX Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of SAVYX and MERFX, 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


SAVYXMERFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

4.26

-3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.89

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.04

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.68

+0.58

Correlation

The correlation between SAVYX and MERFX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SAVYX vs. MERFX - Dividend Comparison

SAVYX's dividend yield for the trailing twelve months is around 4.60%, less than MERFX's 7.37% yield.


TTM20252024202320222021202020192018201720162015
SAVYX
Virtus Newfleet Core Plus Bond Fund
4.60%5.03%4.42%4.00%3.10%3.11%2.62%3.23%3.67%3.47%3.19%3.50%
MERFX
The Merger Fund
7.37%7.42%3.24%2.59%3.50%0.27%3.31%1.34%4.52%0.59%0.32%1.25%

Drawdowns

SAVYX vs. MERFX - Drawdown Comparison

The maximum SAVYX drawdown since its inception was -16.46%, smaller than the maximum MERFX drawdown of -20.82%. Use the drawdown chart below to compare losses from any high point for SAVYX and MERFX.


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Drawdown Indicators


SAVYXMERFXDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-20.82%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-0.52%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-5.95%

-10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-9.35%

-7.11%

Current Drawdown

Current decline from peak

-2.21%

0.00%

-2.21%

Average Drawdown

Average peak-to-trough decline

-1.75%

-2.68%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.11%

+0.73%

Volatility

SAVYX vs. MERFX - Volatility Comparison

Virtus Newfleet Core Plus Bond Fund (SAVYX) has a higher volatility of 1.42% compared to The Merger Fund (MERFX) at 0.49%. This indicates that SAVYX's price experiences larger fluctuations and is considered to be riskier than MERFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAVYXMERFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.49%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

0.97%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

1.54%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

3.45%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.28%

3.76%

+0.52%