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 | -1.38% | -5.17% | -10.15% | -7.38% | -0.66% | -2.97% | +7.71% | -9.45% | -5.59% | -7.03% |
| Market-price total return | -0.50% | -4.33% | -7.86% | -2.75% | +7.93% | +7.32% | +16.17% | -4.07% | -1.49% | -3.51% |
| NAV return | -2.08% | -3.25% | -9.11% | -6.04% | -0.18% | -1.40% | +6.40% | -7.74% | -4.30% | -6.02% |
| NAV total return | -1.29% | -2.48% | -7.01% | -1.80% | +7.61% | +8.00% | +13.91% | -2.78% | -0.39% | -2.59% |
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 | 0.17% | 0.17% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.18% | 0.14% | as above |
| Volatility, 5 years | 0.21% | 0.16% | as above |
| Maximum drawdown, 3 years | -18.96% | -16.78% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.69 | 0.68 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.00 | 0.95 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.10 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.32 | — | 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 Convertible & Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.