Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -3.24% | -6.75% | -13.87% | -5.76% | -9.09% | -4.21% | +9.82% | -7.56% | +2.81% | -0.39% |
| Market-price total return | -2.39% | -5.93% | -11.93% | -1.75% | -2.60% | +5.58% | +21.18% | +5.66% | +14.62% | +10.99% |
| NAV return | -2.09% | -1.98% | -7.90% | -2.79% | +2.83% | +0.78% | +9.94% | -6.65% | +2.22% | +0.67% |
| NAV total return | -1.27% | -1.16% | -5.89% | +1.22% | +10.11% | +11.10% | +21.25% | +6.16% | +13.50% | +11.63% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.19% | 0.18% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.19% | 0.16% | as above |
| Volatility, 5 years | 0.24% | 0.20% | as above |
| Maximum drawdown, 3 years | -23.45% | -19.00% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.87 | 1.01 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.26 | 1.44 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.84 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.23 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Virtus Diversified Income & Convertible Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.