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 | +1.52% | -3.93% | -3.04% | +6.38% | +13.81% | +13.90% | +9.73% | -0.68% | +1.88% | -2.47% |
| Market-price total return | +1.52% | -3.93% | -1.10% | +10.70% | +21.32% | +24.28% | +20.22% | +8.27% | +10.49% | +6.39% |
| NAV return | +0.87% | +0.93% | -0.55% | +9.64% | +13.30% | +12.91% | +7.19% | -0.56% | +1.41% | -1.66% |
| NAV total return | +0.87% | +0.93% | +1.33% | +13.80% | +20.19% | +22.28% | +16.22% | +7.31% | +8.94% | +6.44% |
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 | 0.14% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.13% | as above |
| Volatility, 5 years | 0.17% | 0.16% | as above |
| Maximum drawdown, 3 years | -17.00% | -17.15% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.00 | 0.84 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.46 | 1.23 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.72 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.75 | — | 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 Dividend, Interest & Premium Strategy Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.