NCZ vs MCI

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

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

NCZ vs MCI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

NCZ

$336M

MCI

$335M

Max Drawdown

NCZ

85.64%

Winner

MCI

64.05%

Sharpe Ratio

Winner

NCZ

1.44

MCI

-0.83

5Y Beta

NCZ

0.80

Winner

MCI

0.19

5Y Dividends CAGR

NCZ

-4.36%

Winner

MCI

15.81%

NCZ vs MCI - Historical Returns

Returns include dividend reinvestment.

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

Winner

NCZ

-1.81%

MCI

-2.53%

Winner

NCZ

+6.87%

MCI

-1.45%

Winner

NCZ

+14.00%

MCI

-16.81%

Winner

NCZ

+29.31%

MCI

-11.89%

5Y(CAGR)

NCZ

+5.63%

Winner

MCI

+10.52%

10Y(CAGR)

Winner

NCZ

+8.23%

MCI

+7.32%

Max(CAGR)

NCZ

+6.10%

Winner

MCI

+10.69%

NCZ vs MCI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

NCZ vs MCI Drawdown Comparison

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

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

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

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

Correlation

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

0.84

-101

Dividend Comparison (1999 - 2026)

NCZ vs MCI dividend yield comparison.

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