MCI vs NCZ

Comparison between Barings Corporate Investors (MCI, ETF) and Virtus Convertible & Income Fund II (NCZ, ETF).

5-Year PerformanceMCI has outperformed NCZ, delivering a return of +10.5% compared to +5.6%

MCI vs NCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MCI(ETF)	NCZ(ETF)
Net Assets	$335M	$336M
Max Drawdown	64.05%	85.64%
Sharpe Ratio	-0.83	1.44
5Y Beta	0.19	0.80
5Y Dividends CAGR	15.81%	-4.36%

Net Assets

MCI

$335M

Winner

NCZ

$336M

Max Drawdown

Winner

MCI

64.05%

NCZ

85.64%

Sharpe Ratio

MCI

-0.83

Winner

NCZ

1.44

5Y Beta

Winner

MCI

0.19

NCZ

0.80

5Y Dividends CAGR

Winner

MCI

15.81%

NCZ

-4.36%

MCI vs NCZ - Historical Returns

Returns include dividend reinvestment.

Period	MCI	NCZ
1 month	-2.53%	-1.81%
3 months	-1.45%	+6.87%
6 months	-16.81%	+14.00%
1 year	-11.89%	+29.31%
5 years(CAGR)	+10.52%	+5.63%
10 years(CAGR)	+7.32%	+8.23%
Max(CAGR)	+10.69%	+6.10%

MCI

-2.53%

Winner

NCZ

-1.81%

MCI

-1.45%

Winner

NCZ

+6.87%

MCI

-16.81%

Winner

NCZ

+14.00%

MCI

-11.89%

Winner

NCZ

+29.31%

5Y(CAGR)

Winner

MCI

+10.52%

NCZ

+5.63%

10Y(CAGR)

MCI

+7.32%

Winner

NCZ

+8.23%

Max(CAGR)

Winner

MCI

+10.69%

NCZ

+6.10%

MCI vs NCZ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MCI	NCZ
2026	-6.81%	+17.77%
2025	-2.24%	+23.56%
2024	+25.47%	+19.58%
2023	+44.43%	+16.86%
2022	-5.06%	-35.66%
2021	+28.28%	+10.11%
2020	-15.03%	+11.35%
2019	+20.89%	+22.29%
2018	+2.87%	-18.47%
2017	+6.96%	+23.36%
2016	-3.80%	+29.64%
2015	+19.34%	-34.67%
2014	+14.78%	+10.11%
2013	+2.90%	+24.09%
2012	-4.33%	+9.02%
2011	+24.49%	-6.63%
2010	+31.19%	+25.37%
2009	+44.56%	+111.32%
2008	-27.72%	-61.60%
2007	-6.42%	-12.60%
2006	+23.05%	+22.86%
2005	+15.14%	+0.13%
2004	+35.66%	+12.68%
2003	+28.22%	+6.87%
2002	-0.10%	N/A
2001	-0.01%	N/A
2000	+18.33%	N/A
1999	+15.71%	N/A

MCI vs NCZ Drawdown Comparison

The maximum drawdown for MCI was -57.11%, occurring on Mar 9, 2009. Recovery took 887 trading sessions.

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

The current MCI drawdown is -25.25%. The current NCZ drawdown is -1.81%.

Rank	MCI	NCZ
#1	-57.11% Feb 7, 2007 - Aug 16, 2010	-79.41% Jun 4, 2007 - Feb 3, 2011
#2	-44.64% Feb 14, 2020 - Aug 11, 2021	-56.04% Feb 19, 2020 - Dec 4, 2020
#3	-27.61% Feb 20, 2025 - May 11, 2026	-50.80% Jul 3, 2014 - Jun 8, 2018
#4	-24.09% Aug 15, 2016 - Feb 22, 2019	-43.93% Nov 8, 2021 - Sep 10, 2025
#5	-22.89% Aug 27, 2001 - Aug 21, 2003	-30.38% Sep 14, 2018 - Feb 18, 2020
#6	-20.91% Jan 18, 2022 - Jun 13, 2023	-26.78% Jun 3, 2011 - Sep 12, 2012
#7	-20.24% May 26, 2011 - Oct 6, 2011	-17.42% Apr 2, 2004 - Sep 13, 2004
#8	-20.21% Jan 17, 2012 - Jan 16, 2013	-13.07% Oct 8, 2012 - Jan 25, 2013
#9	-19.37% Feb 16, 2000 - May 26, 2000	-11.95% Feb 13, 2026 - Apr 9, 2026
#10	-17.12% May 22, 2013 - Nov 17, 2014	-11.62% Dec 28, 2004 - Jul 14, 2005
#11	-13.04% Mar 7, 2001 - May 15, 2001	-8.85% Feb 12, 2021 - Jun 11, 2021
#12	-12.54% Feb 14, 2005 - Jun 17, 2005	-8.61% May 20, 2013 - Oct 11, 2013
#13	-12.46% Dec 5, 2011 - Jan 17, 2012	-7.41% Sep 6, 2005 - Jan 10, 2006
#14	-12.18% Dec 17, 1999 - Feb 16, 2000	-6.84% Mar 9, 2011 - May 27, 2011
#15	-11.79% Nov 18, 2010 - Feb 15, 2011	-6.39% Nov 3, 2025 - Dec 24, 2025

Correlation

Correlation between MCI and NCZ is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (1999 - 2026)

MCI vs NCZ dividend yield comparison.

Year	MCI	NCZ
2026	2.36%	5.42%
2025	8.82%	10.45%
2024	8.29%	11.50%
2023	7.70%	12.84%
2022	7.31%	15.62%
2021	6.01%	8.82%
2020	7.28%	9.28%
2019	7.12%	11.28%
2018	8.16%	15.33%
2017	7.86%	13.80%
2016	7.75%	12.08%
2015	6.96%	18.02%
2014	7.55%	11.45%
2013	8.04%	11.36%
2012	10.47%	12.86%
2011	7.50%	12.96%
2010	7.07%	12.38%
2009	8.61%	12.41%
2008	11.22%	27.60%
2007	8.51%	12.97%
2006	7.11%	10.52%
2005	7.62%	12.68%
2004	7.58%	9.87%
2003	6.46%	3.76%
2002	7.39%	0.00%
2001	9.08%	0.00%
2000	12.55%	0.00%
1999	6.83%	0.00%