NCZ vs RGLO

Comparison between Virtus Convertible & Income Fund II (NCZ, ETF) and RUSSELL INVESTMENTS GLOBAL EQUITY ETF (RGLO, ETF).

NCZ vs RGLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NCZ(ETF)	RGLO(ETF)
Net Assets	$336M	$337M
Expense Ratio	N/A	0.49%
Max Drawdown	85.64%	9.61%
Sharpe Ratio	1.44	1.40
5Y Beta	0.80	0.99
P/E Ratio	N/A	28.51
Forward P/E	N/A	21.16
PEG Ratio	N/A	0.44
5Y Dividends CAGR	-4.36%	N/A
P/S Ratio	N/A	0.13
P/B Ratio	N/A	6.51

Net Assets

NCZ

$336M

Winner

RGLO

$337M

Expense Ratio

NCZ

N/A

RGLO

0.49%

Max Drawdown

NCZ

85.64%

Winner

RGLO

9.61%

Sharpe Ratio

Winner

NCZ

1.44

RGLO

1.40

5Y Beta

Winner

NCZ

0.80

RGLO

0.99

P/E Ratio

NCZ

N/A

RGLO

28.51

Forward P/E

NCZ

N/A

RGLO

21.16

PEG Ratio

NCZ

N/A

RGLO

0.44

5Y Dividends CAGR

NCZ

-4.36%

RGLO

N/A

P/S Ratio

NCZ

N/A

RGLO

0.13

P/B Ratio

NCZ

N/A

RGLO

6.51

NCZ vs RGLO - Historical Returns

Returns include dividend reinvestment.

Period	NCZ	RGLO
1 month	-1.81%	+0.70%
3 months	+6.87%	+6.07%
6 months	+14.00%	+9.10%
1 year	+29.31%	+23.34%
5 years(CAGR)	+5.63%	N/A
10 years(CAGR)	+8.23%	N/A
Max(CAGR)	+6.10%	+25.57%

NCZ

-1.81%

Winner

RGLO

+0.70%

Winner

NCZ

+6.87%

RGLO

+6.07%

Winner

NCZ

+14.00%

RGLO

+9.10%

Winner

NCZ

+29.31%

RGLO

+23.34%

5Y(CAGR)

NCZ

+5.63%

RGLO

N/A

10Y(CAGR)

NCZ

+8.23%

RGLO

N/A

Max(CAGR)

NCZ

+6.10%

Winner

RGLO

+25.57%

NCZ vs RGLO - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	NCZ	RGLO
2026	+17.77%	+10.28%
2025	+23.56%	+17.38%
2024	+19.58%	N/A
2023	+16.86%	N/A
2022	-35.66%	N/A
2021	+10.11%	N/A
2020	+11.35%	N/A
2019	+22.29%	N/A
2018	-18.47%	N/A
2017	+23.36%	N/A
2016	+29.64%	N/A
2015	-34.67%	N/A
2014	+10.11%	N/A
2013	+24.09%	N/A
2012	+9.02%	N/A
2011	-6.63%	N/A
2010	+25.37%	N/A
2009	+111.32%	N/A
2008	-61.60%	N/A
2007	-12.60%	N/A
2006	+22.86%	N/A
2005	+0.13%	N/A
2004	+12.68%	N/A
2003	+6.87%	N/A

NCZ vs RGLO Drawdown Comparison

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

The maximum drawdown for RGLO was -9.61%, occurring on Mar 27, 2026. Recovery took 33 trading sessions.

The current NCZ drawdown is -1.81%. The current RGLO drawdown is -0.76%.

Rank	NCZ	RGLO
#1	-79.41% Jun 4, 2007 - Feb 3, 2011	-9.61% Feb 26, 2026 - Apr 15, 2026
#2	-56.04% Feb 19, 2020 - Dec 4, 2020	-4.92% Oct 29, 2025 - Dec 3, 2025
#3	-50.80% Jul 3, 2014 - Jun 8, 2018	-4.46% Jun 1, 2026 - Jul 10, 2026
#4	-43.93% Nov 8, 2021 - Sep 10, 2025	-3.24% Oct 6, 2025 - Oct 24, 2025
#5	-30.38% Sep 14, 2018 - Feb 18, 2020	-3.11% Jul 24, 2025 - Aug 12, 2025
#6	-26.78% Jun 3, 2011 - Sep 12, 2012	-2.56% Jan 12, 2026 - Jan 26, 2026
#7	-17.42% Apr 2, 2004 - Sep 13, 2004	-2.45% Jan 27, 2026 - Feb 10, 2026
#8	-13.07% Oct 8, 2012 - Jan 25, 2013	-2.24% May 14, 2026 - May 26, 2026
#9	-11.95% Feb 13, 2026 - Apr 9, 2026	-2.12% Jun 10, 2025 - Jun 24, 2025
#10	-11.62% Dec 28, 2004 - Jul 14, 2005	-2.00% Dec 11, 2025 - Dec 22, 2025
#11	-8.85% Feb 12, 2021 - Jun 11, 2021	-1.93% Jul 15, 2026 - Jul 20, 2026
#12	-8.61% May 20, 2013 - Oct 11, 2013	-1.65% Apr 17, 2026 - May 1, 2026
#13	-7.41% Sep 6, 2005 - Jan 10, 2006	-1.47% Sep 22, 2025 - Oct 1, 2025
#14	-6.84% Mar 9, 2011 - May 27, 2011	-1.41% Aug 28, 2025 - Sep 8, 2025
#15	-6.39% Nov 3, 2025 - Dec 24, 2025	-1.25% Aug 14, 2025 - Aug 22, 2025

Correlation

Correlation between NCZ and RGLO is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2003 - 2026)

NCZ vs RGLO dividend yield comparison.

Year	NCZ	RGLO
2026	5.42%	0.00%
2025	10.45%	0.63%
2024	11.50%	0.00%
2023	12.84%	0.00%
2022	15.62%	0.00%
2021	8.82%	0.00%
2020	9.28%	0.00%
2019	11.28%	0.00%
2018	15.33%	0.00%
2017	13.80%	0.00%
2016	12.08%	0.00%
2015	18.02%	0.00%
2014	11.45%	0.00%
2013	11.36%	0.00%
2012	12.86%	0.00%
2011	12.96%	0.00%
2010	12.38%	0.00%
2009	12.41%	0.00%
2008	27.60%	0.00%
2007	12.97%	0.00%
2006	10.52%	0.00%
2005	12.68%	0.00%
2004	9.87%	0.00%
2003	3.76%	0.00%