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Performance Comparison
Comparison Box

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