WCFRX vs. NAINX
WCFRX (Virtus Westchester Credit Event Fund) and NAINX (Virtus Tactical Allocation Fund) are both mutual funds - WCFRX is a Event Driven fund managed by Virtus, while NAINX is a Diversified Portfolio fund managed by Virtus. Over the past 5 years, WCFRX returned 3.18%/yr vs 1.49%/yr for NAINX. Their 0.50 correlation means they have sometimes moved together and sometimes differently. WCFRX charges 1.90%/yr vs 1.00%/yr for NAINX.
Performance
WCFRX vs. NAINX - Performance Comparison
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Returns By Period
In the year-to-date period, WCFRX achieves a 0.92% return, which is significantly higher than NAINX's 0.06% return.
WCFRX
- 1D
- 0.18%
- 1M
- -0.17%
- 6M
- 0.82%
- YTD
- 0.92%
- 1Y
- 2.01%
- 3Y*
- 5.03%
- 5Y*
- 3.18%
- 10Y*
- —
- ALL TIME*
- 5.47%
NAINX
- 1D
- 0.10%
- 1M
- -1.73%
- 6M
- -0.45%
- YTD
- 0.06%
- 1Y
- 0.21%
- 3Y*
- 8.35%
- 5Y*
- 1.49%
- 10Y*
- 7.72%
- ALL TIME*
- 6.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCFRX vs. NAINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | 0.92% | 4.37% | 6.83% | 9.23% | -5.28% | 7.08% | 16.26% | 12.60% | -3.23% |
NAINX Virtus Tactical Allocation Fund | 0.06% | 6.83% | 14.00% | 22.38% | -28.48% | 6.63% | 31.47% | 28.49% | -7.19% |
Correlation
The correlation between WCFRX and NAINX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.50 |
The correlation between WCFRX and NAINX has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
WCFRX vs. NAINX — Risk / Return Rank
WCFRX
NAINX
WCFRX vs. NAINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WCFRX | NAINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.00 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.05 | +1.61 |
| Martin ratioReturn relative to average drawdown | 3.83 | -0.16 | +3.99 |
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Drawdowns
WCFRX vs. NAINX - Drawdown Comparison
The maximum WCFRX drawdown since its inception was -23.56%, smaller than the maximum NAINX drawdown of -36.50%. Use the drawdown chart below to compare losses from any high point for WCFRX and NAINX.
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Drawdown Indicators
| WCFRX | NAINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -36.50% | +12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -10.19% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -11.79% | +5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -36.50% | +26.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.50% | — |
Current DrawdownCurrent decline from peak | -0.61% | -2.20% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -5.26% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 3.13% | -2.60% |
Volatility
WCFRX vs. NAINX - Volatility Comparison
The current volatility for Virtus Westchester Credit Event Fund (WCFRX) is 0.83%, while Virtus Tactical Allocation Fund (NAINX) has a volatility of 2.39%. This indicates that WCFRX experiences smaller price fluctuations and is considered to be less risky 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
| WCFRX | NAINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 2.39% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 7.97% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.88% | 9.64% | -7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.15% | 13.78% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.52% | 13.30% | -6.78% |
WCFRX vs. NAINX - Expense Ratio Comparison
WCFRX has a 1.90% expense ratio, which is higher than NAINX's 1.00% expense ratio.
Dividends
WCFRX vs. NAINX - Dividend Comparison
WCFRX's dividend yield for the trailing twelve months is around 7.59%, less than NAINX's 16.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAINX Virtus Tactical Allocation Fund | 16.03% | 15.87% | 13.38% | 1.94% | 7.34% | 7.54% | 2.06% | 2.24% | 4.41% | 2.61% | 10.78% | 7.34% |
WCFRX Virtus Westchester Credit Event Fund | 7.59% | 5.82% | 5.33% | 4.15% | 0.21% | 13.79% | 0.90% | 2.99% | 1.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WCFRX and NAINX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAINX has higher volatility (2.39%) compared to WCFRX (0.83%). In terms of maximum drawdown, WCFRX dropped -23.56% vs NAINX's -36.50%.
WCFRX currently has the higher Sharpe Ratio (1.08 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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