Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGFO (Virtus WMC Global Factor Opportunities ETF) | NA | 8.95% | 4.74% | 6.23% | NA | NA | NA | 5.22% |
Data as of 01/29/2024, AR inception is 10/12/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGFO (Virtus WMC Global Factor Opportunities ETF) | 10/12/2017 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.79 | 8.95 | 4.74 | 6.23 | NA | NA | NA | 5.22 | -1.14 | 15.28 | -6.41 | 5.48 | 1.98 | 23.97 | -10.43 | 4.92 |
| Sharpe Ratio | NA | 0.33 | 0.19 | 0.25 | NA | NA | NA | 0.20 | -2.04 | 0.90 | -0.41 | 0.43 | 0.06 | 1.98 | -0.90 | 4.01 |
| Standard Deviation(%) | NA | 12.20 | 14.85 | 18.65 | NA | NA | NA | 17.54 | 8.73 | 12.47 | 18.88 | 12.64 | 30.87 | 11.39 | 13.02 | 6.06 |
| Draw Down(%) | NA | 8.06 | 26.83 | 34.65 | NA | NA | NA | 34.65 | 3.09 | 8.06 | 24.29 | 10.37 | 34.65 | 6.75 | 19.31 | 1.41 |
| Yield(%) | 0.00 | 5.21 | 5.05 | 4.37 | 2.53 | 1.69 | 1.27 | 4.22 | 0.00 | 5.50 | 5.04 | 5.03 | 2.18 | 2.43 | 3.90 | 0.39 |
Data as of 01/29/2024, AR inception is 10/12/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGFO (Virtus WMC Global Factor Opportunities ETF) |
-2.64%
Sep 2019 - Sep 2022 |
2.25%
Dec 2017 - Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGFO (Virtus WMC Global Factor Opportunities ETF) |
11.40%
Mar 2020 - Mar 2023 |
7.88%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart