VGISX vs. AIO
Compare and contrast key facts about Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus Artificial Intelligence & Technology Opportunities Fund (AIO).
VGISX is managed by Virtus. It was launched on Mar 1, 2009. AIO is managed by Virtus. It was launched on Oct 29, 2019.
Performance
VGISX vs. AIO - Performance Comparison
Loading graphics...
VGISX vs. AIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | -0.37% | 9.48% | 3.58% | 10.19% | -26.86% | 31.60% | -0.97% | 1.39% |
AIO Virtus Artificial Intelligence & Technology Opportunities Fund | 0.42% | 0.48% | 54.48% | 19.27% | -28.06% | 13.51% | 46.27% | 1.05% |
Returns By Period
In the year-to-date period, VGISX achieves a -0.37% return, which is significantly lower than AIO's 0.42% return.
VGISX
- 1D
- 0.23%
- 1M
- -9.95%
- YTD
- -0.37%
- 6M
- -1.43%
- 1Y
- 7.27%
- 3Y*
- 7.08%
- 5Y*
- 2.60%
- 10Y*
- 5.10%
AIO
- 1D
- 1.47%
- 1M
- -6.35%
- YTD
- 0.42%
- 6M
- -2.34%
- 1Y
- 18.31%
- 3Y*
- 19.00%
- 5Y*
- 7.62%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGISX vs. AIO - Expense Ratio Comparison
VGISX has a 1.16% expense ratio, which is lower than AIO's 1.41% expense ratio.
Return for Risk
VGISX vs. AIO — Risk / Return Rank
VGISX
AIO
VGISX vs. AIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Virtus Artificial Intelligence & Technology Opportunities Fund (AIO). 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.
| VGISX | AIO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.80 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.25 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.02 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.80 | 3.74 | -0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VGISX | AIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.80 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.35 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.50 | +0.11 |
Correlation
The correlation between VGISX and AIO is 0.51, 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
VGISX vs. AIO - Dividend Comparison
VGISX's dividend yield for the trailing twelve months is around 2.71%, less than AIO's 13.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 2.71% | 2.70% | 2.44% | 1.96% | 0.82% | 3.17% | 0.54% | 7.66% | 3.45% | 2.97% | 2.58% | 3.01% |
AIO Virtus Artificial Intelligence & Technology Opportunities Fund | 13.97% | 13.75% | 7.30% | 10.34% | 11.12% | 19.97% | 9.31% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGISX vs. AIO - Drawdown Comparison
The maximum VGISX drawdown since its inception was -41.61%, smaller than the maximum AIO drawdown of -44.88%. Use the drawdown chart below to compare losses from any high point for VGISX and AIO.
Loading graphics...
Drawdown Indicators
| VGISX | AIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.61% | -44.88% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -15.46% | +5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.67% | -37.39% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | — | — |
Current DrawdownCurrent decline from peak | -9.95% | -8.10% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -11.22% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 4.21% | -1.47% |
Volatility
VGISX vs. AIO - Volatility Comparison
The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) is 4.12%, while Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) has a volatility of 6.44%. This indicates that VGISX experiences smaller price fluctuations and is considered to be less risky than AIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VGISX | AIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 6.44% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 13.65% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 23.22% | -9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 22.03% | -5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 27.03% | -9.30% |