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 | -1.80% | -6.97% | -11.02% | -13.72% | -16.58% | -17.11% | -2.33% | -10.98% | -8.31% | -7.35% |
| Market-price total return | -0.61% | -5.84% | -7.93% | -7.81% | -7.11% | -5.79% | +10.73% | +0.46% | +2.63% | +3.25% |
| NAV return | -0.68% | -3.03% | -6.73% | -9.15% | -10.91% | -10.48% | -3.19% | -9.22% | -8.20% | -6.32% |
| NAV total return | +0.41% | -1.98% | -3.74% | -3.39% | -1.47% | +0.94% | +8.75% | +1.39% | +1.97% | +3.54% |
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 | 0.09% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.09% | 0.06% | as above |
| Volatility, 5 years | 0.11% | 0.06% | as above |
| Maximum drawdown, 3 years | -10.23% | -5.53% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.73 | 0.74 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.01 | 1.04 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.54 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.54 | — | 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 Global Multi-Sector 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.