NCZ vs RFI

Comparison between Virtus Convertible & Income Fund II (NCZ, ETF) and Cohen & Steers Total Return Realty Fund Inc (RFI, ETF).

5-Year PerformanceNCZ has outperformed RFI, delivering a return of +5.9% compared to +1.5%

NCZ vs RFI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NCZ(ETF)	RFI(ETF)
Net Assets	$321M	$319M
Max Drawdown	85.64%	80.12%
Sharpe Ratio	1.85	-0.08
5Y Beta	0.80	0.44
5Y Dividends CAGR	-1.12%	-0.93%

Net Assets

Winner

NCZ

$321M

RFI

$319M

Max Drawdown

NCZ

85.64%

Winner

RFI

80.12%

Sharpe Ratio

Winner

NCZ

1.85

RFI

-0.08

5Y Beta

NCZ

0.80

Winner

RFI

0.44

5Y Dividends CAGR

NCZ

-1.12%

Winner

RFI

-0.93%

NCZ vs RFI - Historical Returns

Returns include dividend reinvestment.

Period	NCZ	RFI
1 month	+0.30%	-1.13%
3 months	+9.83%	-2.53%
6 months	+14.78%	+6.33%
1 year	+38.62%	+3.06%
5 years(CAGR)	+5.92%	+1.51%
10 years(CAGR)	+8.61%	+6.92%
Max(CAGR)	+6.00%	+9.45%

Winner

NCZ

+0.30%

RFI

-1.13%

Winner

NCZ

+9.83%

RFI

-2.53%

Winner

NCZ

+14.78%

RFI

+6.33%

Winner

NCZ

+38.62%

RFI

+3.06%

5Y(CAGR)

Winner

NCZ

+5.92%

RFI

+1.51%

10Y(CAGR)

Winner

NCZ

+8.61%

RFI

+6.92%

Max(CAGR)

NCZ

+6.00%

Winner

RFI

+9.45%

NCZ vs RFI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	NCZ	RFI
2026	+14.62%	+7.00%
2025	+23.56%	+3.56%
2024	+19.58%	+5.12%
2023	+16.86%	+3.73%
2022	-35.66%	-21.85%
2021	+10.11%	+46.27%
2020	+11.35%	-0.47%
2019	+22.29%	+44.31%
2018	-18.47%	-8.47%
2017	+23.36%	+12.52%
2016	+29.64%	+4.60%
2015	-34.67%	+5.13%
2014	+10.11%	+19.90%
2013	+24.09%	-14.18%
2012	+9.02%	+33.99%
2011	-6.63%	-15.84%
2010	+25.37%	+71.15%
2009	+111.32%	+36.52%
2008	-61.60%	-39.02%
2007	-12.60%	-23.61%
2006	+22.86%	+25.10%
2005	+0.13%	+4.26%
2004	+12.68%	+20.62%
2003	+6.87%	+32.88%
2002	N/A	+10.37%
2001	N/A	+24.54%
2000	N/A	+18.76%
1999	N/A	-3.94%

NCZ vs RFI Drawdown Comparison

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

The maximum drawdown for RFI was -73.68%, occurring on Mar 9, 2009. Recovery took 959 trading sessions.

The current NCZ drawdown is -3.77%. The current RFI drawdown is -4.47%.

Rank	NCZ	RFI
#1	-79.41% Jun 4, 2007 - Feb 3, 2011	-73.68% Feb 5, 2007 - Nov 23, 2010
#2	-56.04% Feb 19, 2020 - Dec 4, 2020	-50.51% Feb 11, 2020 - Feb 24, 2021
#3	-50.80% Jul 3, 2014 - Jun 8, 2018	-34.30% Jan 4, 2022 - Oct 25, 2023
#4	-43.93% Nov 8, 2021 - Sep 10, 2025	-26.40% Jan 3, 2011 - Apr 2, 2012
#5	-30.38% Sep 14, 2018 - Feb 18, 2020	-26.19% Apr 5, 2013 - Jan 26, 2015
#6	-26.78% Jun 3, 2011 - Sep 12, 2012	-22.94% Mar 31, 2004 - Dec 6, 2004
#7	-17.42% Apr 2, 2004 - Sep 13, 2004	-19.73% Aug 15, 2001 - Jan 22, 2002
#8	-13.07% Oct 8, 2012 - Jan 25, 2013	-17.69% Sep 6, 2012 - Dec 19, 2012
#9	-11.95% Feb 13, 2026 - Apr 9, 2026	-16.32% Jan 10, 2006 - Sep 14, 2006
#10	-11.62% Dec 28, 2004 - Jul 14, 2005	-16.29% Sep 4, 2018 - Jan 29, 2019
#11	-8.85% Feb 12, 2021 - Jun 11, 2021	-15.70% Jul 28, 2016 - Dec 18, 2017
#12	-8.61% May 20, 2013 - Oct 11, 2013	-15.08% Jun 21, 2002 - Sep 17, 2002
#13	-7.41% Sep 6, 2005 - Jan 10, 2006	-13.43% Nov 12, 1999 - Apr 3, 2000
#14	-6.84% Mar 9, 2011 - May 27, 2011	-13.08% Apr 27, 2012 - Aug 3, 2012
#15	-6.39% Nov 3, 2025 - Dec 24, 2025	-12.91% Apr 1, 2015 - Mar 14, 2016

Correlation

Correlation between NCZ and RFI is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (1999 - 2026)

NCZ vs RFI dividend yield comparison.

Year	NCZ	RFI
2026	3.91%	3.51%
2025	10.45%	8.69%
2024	11.50%	8.29%
2023	12.84%	8.17%
2022	15.62%	10.02%
2021	8.82%	6.82%
2020	9.28%	7.61%
2019	11.28%	6.63%
2018	15.33%	8.93%
2017	13.80%	7.52%
2016	12.08%	7.93%
2015	18.02%	10.36%
2014	11.45%	9.85%
2013	11.36%	9.57%
2012	12.86%	9.59%
2011	12.96%	7.39%
2010	12.38%	9.68%
2009	12.41%	5.42%
2008	27.60%	18.37%
2007	12.97%	20.41%
2006	10.52%	14.52%
2005	12.68%	12.48%
2004	9.87%	5.86%
2003	3.76%	5.92%
2002	0.00%	6.77%
2001	0.00%	6.69%
2000	0.00%	8.08%
1999	0.00%	1.79%