VGI vs. JMM
Compare and contrast key facts about Virtus Global Multi-Sector Income Fund (VGI) and Nuveen Multi-Market Income Fund (JMM).
VGI is managed by Virtus. JMM is managed by Nuveen. It was launched on Dec 30, 1988.
Performance
VGI vs. JMM - Performance Comparison
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VGI vs. JMM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -2.92% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
JMM Nuveen Multi-Market Income Fund | -1.07% | 5.61% | 8.15% | 6.57% | -17.95% | 10.53% | 1.77% | 13.56% | -5.37% | 10.58% |
Returns By Period
In the year-to-date period, VGI achieves a -2.92% return, which is significantly lower than JMM's -1.07% return. Over the past 10 years, VGI has outperformed JMM with an annualized return of 5.57%, while JMM has yielded a comparatively lower 3.37% annualized return.
VGI
- 1D
- 2.22%
- 1M
- -5.23%
- YTD
- -2.92%
- 6M
- -1.22%
- 1Y
- 7.92%
- 3Y*
- 11.46%
- 5Y*
- 2.18%
- 10Y*
- 5.57%
JMM
- 1D
- 2.43%
- 1M
- -6.05%
- YTD
- -1.07%
- 6M
- -3.66%
- 1Y
- 0.20%
- 3Y*
- 6.30%
- 5Y*
- 1.27%
- 10Y*
- 3.37%
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VGI vs. JMM - Expense Ratio Comparison
Return for Risk
VGI vs. JMM — Risk / Return Rank
VGI
JMM
VGI vs. JMM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) and Nuveen Multi-Market Income Fund (JMM). 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.
| VGI | JMM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.01 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.12 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.01 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.06 | +0.92 |
Martin ratioReturn relative to average drawdown | 3.71 | 0.17 | +3.54 |
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
| VGI | JMM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.01 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.10 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.24 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.18 | +0.12 |
Correlation
The correlation between VGI and JMM is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VGI vs. JMM - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.01%, more than JMM's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | 13.01% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
JMM Nuveen Multi-Market Income Fund | 5.91% | 5.76% | 5.48% | 5.58% | 6.13% | 4.60% | 4.49% | 4.86% | 5.34% | 5.63% | 6.19% | 6.76% |
Drawdowns
VGI vs. JMM - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, roughly equal to the maximum JMM drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for VGI and JMM.
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Drawdown Indicators
| VGI | JMM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -48.15% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -8.28% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -24.19% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -26.48% | -21.60% |
Current DrawdownCurrent decline from peak | -6.18% | -6.05% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -14.14% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.12% | -0.95% |
Volatility
VGI vs. JMM - Volatility Comparison
The current volatility for Virtus Global Multi-Sector Income Fund (VGI) is 4.25%, while Nuveen Multi-Market Income Fund (JMM) has a volatility of 5.39%. This indicates that VGI experiences smaller price fluctuations and is considered to be less risky than JMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGI | JMM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 5.39% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 8.11% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 13.93% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.98% | 13.30% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 13.90% | +2.82% |