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 | +2.30% | -2.20% | -8.80% | -8.93% | -1.27% | -4.45% | +9.09% | -8.10% | -6.19% | -6.15% |
| Market-price total return | +3.20% | -1.34% | -6.44% | -4.35% | +6.84% | +5.01% | +20.66% | +2.80% | +5.67% | +2.26% |
| NAV return | +1.91% | -2.11% | -9.62% | -9.97% | -1.70% | -3.34% | +6.71% | -5.52% | -5.93% | -5.53% |
| NAV total return | +2.71% | -1.34% | -7.53% | -5.95% | +5.45% | +5.17% | +16.66% | +4.68% | +5.41% | +0.82% |
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 | 0.13% | 0.12% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.14% | as above |
| Volatility, 5 years | 0.17% | 0.15% | as above |
| Maximum drawdown, 3 years | -12.52% | -11.84% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.05 | 0.86 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.56 | 1.21 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.80 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.53 | — | 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 Total Return Fund Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.