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WCFRX vs. AIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCFRX vs. AIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Westchester Credit Event Fund (WCFRX) and Virtus Artificial Intelligence & Technology Opportunities Fund (AIO). The values are adjusted to include any dividend payments, if applicable.

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WCFRX vs. AIO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WCFRX
Virtus Westchester Credit Event Fund
-0.85%4.37%6.83%9.23%-5.28%7.08%16.26%1.82%
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, WCFRX achieves a -0.85% return, which is significantly lower than AIO's 0.42% return.


WCFRX

1D
0.00%
1M
-0.83%
YTD
-0.85%
6M
-0.88%
1Y
2.49%
3Y*
5.44%
5Y*
3.06%
10Y*

AIO

1D
1.47%
1M
-6.35%
YTD
0.42%
6M
-2.34%
1Y
18.31%
3Y*
19.00%
5Y*
7.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCFRX vs. AIO - Expense Ratio Comparison

WCFRX has a 1.90% expense ratio, which is higher than AIO's 1.41% expense ratio.


Return for Risk

WCFRX vs. AIO — Risk / Return Rank

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

WCFRX
WCFRX Risk / Return Rank: 5353
Overall Rank
WCFRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WCFRX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WCFRX Omega Ratio Rank: 6666
Omega Ratio Rank
WCFRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WCFRX Martin Ratio Rank: 3838
Martin Ratio Rank

AIO
AIO Risk / Return Rank: 3838
Overall Rank
AIO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AIO Sortino Ratio Rank: 4141
Sortino Ratio Rank
AIO Omega Ratio Rank: 3838
Omega Ratio Rank
AIO Calmar Ratio Rank: 3939
Calmar Ratio Rank
AIO Martin Ratio Rank: 3636
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.

WCFRX vs. AIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) 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.


WCFRXAIODifference

Sharpe ratio

Return per unit of total volatility

1.13

0.80

+0.34

Sortino ratio

Return per unit of downside risk

1.53

1.25

+0.28

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.15

1.02

+0.13

Martin ratio

Return relative to average drawdown

4.05

3.74

+0.31

WCFRX vs. AIO - Sharpe Ratio Comparison

The current WCFRX Sharpe Ratio is 1.13, which is higher than the AIO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of WCFRX and AIO, 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


WCFRXAIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.80

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.35

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.50

+0.33

Correlation

The correlation between WCFRX and AIO is 0.47, 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

WCFRX vs. AIO - Dividend Comparison

WCFRX's dividend yield for the trailing twelve months is around 6.88%, less than AIO's 13.97% yield.


TTM20252024202320222021202020192018
WCFRX
Virtus Westchester Credit Event Fund
6.88%5.82%5.33%4.15%0.21%13.79%0.90%2.99%1.43%
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%

Drawdowns

WCFRX vs. AIO - Drawdown Comparison

The maximum WCFRX drawdown since its inception was -23.56%, smaller than the maximum AIO drawdown of -44.88%. Use the drawdown chart below to compare losses from any high point for WCFRX and AIO.


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Drawdown Indicators


WCFRXAIODifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-44.88%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-15.46%

+13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-37.39%

+27.82%

Current Drawdown

Current decline from peak

-1.79%

-8.10%

+6.31%

Average Drawdown

Average peak-to-trough decline

-4.36%

-11.22%

+6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

4.21%

-3.62%

Volatility

WCFRX vs. AIO - Volatility Comparison

The current volatility for Virtus Westchester Credit Event Fund (WCFRX) is 0.69%, while Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) has a volatility of 6.44%. This indicates that WCFRX 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.


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Volatility by Period


WCFRXAIODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

6.44%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

13.65%

-12.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.21%

23.22%

-21.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.17%

22.03%

-17.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.64%

27.03%

-20.39%