AUSF vs NIE

Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and Virtus Equity & Convertible Income Fund (NIE, ETF).

5-Year PerformanceAUSF has outperformed NIE, delivering a return of +13.3% compared to +10.2%

AUSF vs NIE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AUSF(ETF)	NIE(ETF)
Net Assets	$848M	$845M
Expense Ratio	0.27%	N/A
Max Drawdown	44.35%	63.84%
Sharpe Ratio	1.24	1.63
5Y Beta	0.56	0.86
P/E Ratio	17.07	N/A
Forward P/E	13.45	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	17.97%	10.69%
5Y EPS CAGR	9.93%	N/A
Debt to Equity	-25.58%	N/A
P/S Ratio	1.29	N/A
P/B Ratio	2.06	N/A

Net Assets

Winner

AUSF

$848M

NIE

$845M

Expense Ratio

AUSF

0.27%

NIE

N/A

Max Drawdown

Winner

AUSF

44.35%

NIE

63.84%

Sharpe Ratio

AUSF

1.24

Winner

NIE

1.63

5Y Beta

Winner

AUSF

0.56

NIE

0.86

P/E Ratio

AUSF

17.07

NIE

N/A

Forward P/E

AUSF

13.45

NIE

N/A

PEG Ratio

AUSF

0.26

NIE

N/A

5Y Dividends CAGR

Winner

AUSF

17.97%

NIE

10.69%

5Y EPS CAGR

AUSF

9.93%

NIE

N/A

Debt to Equity

AUSF

-25.58%

NIE

N/A

P/S Ratio

AUSF

1.29

NIE

N/A

P/B Ratio

AUSF

2.06

NIE

N/A

AUSF vs NIE - Historical Returns

Returns include dividend reinvestment.

Period	AUSF	NIE
1 month	+3.24%	+0.11%
3 months	+4.17%	+11.28%
6 months	+8.67%	+10.93%
1 year	+16.65%	+24.32%
5 years(CAGR)	+13.34%	+10.19%
10 years(CAGR)	N/A	+14.05%
Max(CAGR)	+12.56%	+9.46%

Winner

AUSF

+3.24%

NIE

+0.11%

AUSF

+4.17%

Winner

NIE

+11.28%

AUSF

+8.67%

Winner

NIE

+10.93%

AUSF

+16.65%

Winner

NIE

+24.32%

5Y(CAGR)

Winner

AUSF

+13.34%

NIE

+10.19%

10Y(CAGR)

AUSF

N/A

NIE

+14.05%

Max(CAGR)

Winner

AUSF

+12.56%

NIE

+9.46%

AUSF vs NIE - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	AUSF	NIE
2026	+8.61%	+8.65%
2025	+13.90%	+15.68%
2024	+16.77%	+30.10%
2023	+23.21%	+25.76%
2022	+0.29%	-27.06%
2021	+28.98%	+19.62%
2020	+1.41%	+32.12%
2019	+23.62%	+29.25%
2018	-10.79%	-6.49%
2017	N/A	+21.91%
2016	N/A	+12.12%
2015	N/A	-5.39%
2014	N/A	+13.87%
2013	N/A	+23.03%
2012	N/A	+11.55%
2011	N/A	-9.28%
2010	N/A	+16.88%
2009	N/A	+39.29%
2008	N/A	-37.43%
2007	N/A	-4.09%

AUSF vs NIE Drawdown Comparison

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The maximum drawdown for NIE was -57.98%, occurring on Nov 20, 2008. Recovery took 855 trading sessions.

The current NIE drawdown is -1.95%.

Rank	AUSF	NIE
#1	-44.25% Feb 13, 2020 - Jan 6, 2021	-57.98% Jun 18, 2007 - Nov 5, 2010
#2	-15.59% Sep 21, 2018 - Apr 26, 2019	-39.10% Feb 19, 2020 - Jul 14, 2020
#3	-14.24% Apr 20, 2022 - Nov 22, 2022	-30.98% Dec 28, 2021 - Mar 26, 2024
#4	-12.28% Nov 27, 2024 - Jun 27, 2025	-24.95% Aug 29, 2018 - Jul 19, 2019
#5	-9.83% Dec 2, 2022 - Jul 3, 2023	-24.08% Apr 6, 2011 - Jan 23, 2013
#6	-7.13% Aug 30, 2023 - Nov 10, 2023	-20.78% Jan 22, 2025 - Jul 21, 2025
#7	-6.75% Dec 29, 2021 - Mar 29, 2022	-18.12% Nov 26, 2014 - Jul 8, 2016
#8	-5.84% Mar 2, 2026 - Jun 12, 2026	-10.51% Jul 10, 2024 - Oct 8, 2024
#9	-5.83% Jul 26, 2019 - Sep 12, 2019	-9.62% Jan 26, 2018 - Jun 5, 2018
#10	-5.62% Jun 4, 2021 - Aug 16, 2021	-9.59% Feb 17, 2021 - Apr 13, 2021
#11	-5.36% Mar 28, 2024 - Jul 12, 2024	-9.02% Jan 12, 2026 - Apr 14, 2026
#12	-5.33% Jul 31, 2024 - Aug 23, 2024	-8.31% May 21, 2013 - Sep 18, 2013
#13	-5.14% May 3, 2019 - Jun 20, 2019	-8.17% Aug 23, 2016 - Dec 20, 2016
#14	-4.91% Nov 16, 2021 - Dec 16, 2021	-7.75% Sep 2, 2020 - Oct 12, 2020
#15	-4.36% Sep 11, 2025 - Dec 11, 2025	-7.01% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AUSF and NIE is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2007 - 2026)

AUSF vs NIE dividend yield comparison.

Year	AUSF	NIE
2026	1.26%	1.88%
2025	2.78%	10.14%
2024	2.63%	8.11%
2023	1.83%	9.56%
2022	2.51%	21.81%
2021	2.22%	10.86%
2020	2.95%	5.37%
2019	4.02%	6.71%
2018	1.46%	8.20%
2017	0.00%	7.19%
2016	0.00%	8.25%
2015	0.00%	8.46%
2014	0.00%	6.38%
2013	0.00%	6.97%
2012	0.00%	6.73%
2011	0.00%	7.18%
2010	0.00%	6.15%
2009	0.00%	6.76%
2008	0.00%	19.06%
2007	0.00%	7.56%