CPLB vs NCZ

Comparison between NYLI MACKAY CORE PLUS BOND ETF (CPLB, ETF) and Virtus Convertible & Income Fund II (NCZ, ETF).

5-Year PerformanceNCZ has outperformed CPLB, delivering a return of +5.6% compared to +0.6%

CPLB vs NCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPLB(ETF)	NCZ(ETF)
Net Assets	$336M	$336M
Expense Ratio	0.30%	N/A
Max Drawdown	23.33%	85.64%
Sharpe Ratio	0.22	1.44
5Y Beta	0.04	0.80
5Y Dividends CAGR	N/A	-4.36%

Net Assets

Winner

CPLB

$336M

NCZ

$336M

Expense Ratio

CPLB

0.30%

NCZ

N/A

Max Drawdown

Winner

CPLB

23.33%

NCZ

85.64%

Sharpe Ratio

CPLB

0.22

Winner

NCZ

1.44

5Y Beta

Winner

CPLB

0.04

NCZ

0.80

5Y Dividends CAGR

CPLB

N/A

NCZ

-4.36%

CPLB vs NCZ - Historical Returns

Returns include dividend reinvestment.

Period	CPLB	NCZ
1 month	-0.12%	-1.81%
3 months	-0.02%	+6.87%
6 months	+0.52%	+14.00%
1 year	+4.28%	+29.31%
5 years(CAGR)	+0.59%	+5.63%
10 years(CAGR)	N/A	+8.23%
Max(CAGR)	+0.77%	+6.10%

Winner

CPLB

-0.12%

NCZ

-1.81%

CPLB

-0.02%

Winner

NCZ

+6.87%

CPLB

+0.52%

Winner

NCZ

+14.00%

CPLB

+4.28%

Winner

NCZ

+29.31%

5Y(CAGR)

CPLB

+0.59%

Winner

NCZ

+5.63%

10Y(CAGR)

CPLB

N/A

NCZ

+8.23%

Max(CAGR)

CPLB

+0.77%

Winner

NCZ

+6.10%

CPLB vs NCZ - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	CPLB	NCZ
2026	+0.85%	+17.77%
2025	+7.64%	+23.56%
2024	+4.53%	+19.58%
2023	+6.60%	+16.86%
2022	-14.05%	-35.66%
2021	+0.38%	+10.11%
2020	N/A	+11.35%
2019	N/A	+22.29%
2018	N/A	-18.47%
2017	N/A	+23.36%
2016	N/A	+29.64%
2015	N/A	-34.67%
2014	N/A	+10.11%
2013	N/A	+24.09%
2012	N/A	+9.02%
2011	N/A	-6.63%
2010	N/A	+25.37%
2009	N/A	+111.32%
2008	N/A	-61.60%
2007	N/A	-12.60%
2006	N/A	+22.86%
2005	N/A	+0.13%
2004	N/A	+12.68%
2003	N/A	+6.87%

CPLB vs NCZ Drawdown Comparison

The maximum drawdown for CPLB was -18.96%, occurring on Oct 24, 2022. Recovery took 1026 trading sessions.

The maximum drawdown for NCZ was -79.41%, occurring on Nov 21, 2008. Recovery took 926 trading sessions.

The current CPLB drawdown is -1.31%. The current NCZ drawdown is -1.81%.

Rank	CPLB	NCZ
#1	-18.96% Aug 3, 2021 - Sep 4, 2025	-79.41% Jun 4, 2007 - Feb 3, 2011
#2	-2.60% Feb 27, 2026 - Mar 27, 2026	-56.04% Feb 19, 2020 - Dec 4, 2020
#3	-1.06% Oct 27, 2025 - Nov 26, 2025	-50.80% Jul 3, 2014 - Jun 8, 2018
#4	-0.77% Nov 26, 2025 - Jan 7, 2026	-43.93% Nov 8, 2021 - Sep 10, 2025
#5	-0.63% Jul 8, 2021 - Jul 19, 2021	-30.38% Sep 14, 2018 - Feb 18, 2020
#6	-0.54% Sep 15, 2025 - Oct 13, 2025	-26.78% Jun 3, 2011 - Sep 12, 2012
#7	-0.52% Jan 14, 2026 - Jan 26, 2026	-17.42% Apr 2, 2004 - Sep 13, 2004
#8	-0.31% Jan 26, 2026 - Feb 5, 2026	-13.07% Oct 8, 2012 - Jan 25, 2013
#9	-0.30% Sep 8, 2025 - Sep 10, 2025	-11.95% Feb 13, 2026 - Apr 9, 2026
#10	-0.26% Jul 19, 2021 - Jul 27, 2021	-11.62% Dec 28, 2004 - Jul 14, 2005
#11	-0.23% Jan 7, 2026 - Jan 12, 2026	-8.85% Feb 12, 2021 - Jun 11, 2021
#12	-0.21% Feb 10, 2026 - Feb 12, 2026	-8.61% May 20, 2013 - Oct 11, 2013
#13	-0.19% Oct 21, 2025 - Oct 24, 2025	-7.41% Sep 6, 2005 - Jan 10, 2006
#14	-0.19% Oct 16, 2025 - Oct 20, 2025	-6.84% Mar 9, 2011 - May 27, 2011
#15	-0.14% Sep 11, 2025 - Sep 15, 2025	-6.39% Nov 3, 2025 - Dec 24, 2025

Correlation

Correlation between CPLB and NCZ is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2003 - 2026)

CPLB vs NCZ dividend yield comparison.

Year	CPLB	NCZ
2026	2.75%	5.42%
2025	5.46%	10.45%
2024	5.40%	11.50%
2023	4.81%	12.84%
2022	3.17%	15.62%
2021	0.95%	8.82%
2020	0.00%	9.28%
2019	0.00%	11.28%
2018	0.00%	15.33%
2017	0.00%	13.80%
2016	0.00%	12.08%
2015	0.00%	18.02%
2014	0.00%	11.45%
2013	0.00%	11.36%
2012	0.00%	12.86%
2011	0.00%	12.96%
2010	0.00%	12.38%
2009	0.00%	12.41%
2008	0.00%	27.60%
2007	0.00%	12.97%
2006	0.00%	10.52%
2005	0.00%	12.68%
2004	0.00%	9.87%
2003	0.00%	3.76%