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NCZ vs USDX

Comparison between Virtus Convertible & Income Fund II (NCZ, ETF) and SGI ENHANCED CORE ETF (USDX, ETF).

NCZ vs USDX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
NCZ
$321M
USDX
$319M
Expense Ratio
NCZ
N/A
USDX
1.08%
Max Drawdown
NCZ
85.64%
Winner
USDX
3.80%
Sharpe Ratio
Winner
NCZ
1.85
USDX
1.36
5Y Beta
NCZ
0.80
Winner
USDX
0.00
5Y Dividends CAGR
NCZ
-1.12%
USDX
N/A

NCZ vs USDX - Historical Returns

Returns include dividend reinvestment.

1M
NCZ
+0.30%
Winner
USDX
+0.44%
3M
Winner
NCZ
+9.83%
USDX
+1.72%
6M
Winner
NCZ
+14.78%
USDX
+2.72%
1Y
Winner
NCZ
+38.62%
USDX
+6.55%
5Y(CAGR)
NCZ
+5.92%
USDX
N/A
10Y(CAGR)
NCZ
+8.61%
USDX
N/A
Max(CAGR)
NCZ
+6.00%
Winner
USDX
+6.84%

NCZ vs USDX - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearNCZUSDX
2026+14.62%+2.31%
2025+23.56%+6.20%
2024+19.58%+6.87%
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 USDX Drawdown Comparison

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

The maximum drawdown for USDX was -0.94%, occurring on Jan 27, 2026. Recovery took 22 trading sessions.

The current NCZ drawdown is -3.77%. The current USDX drawdown is -0.14%.

RankNCZUSDX
#1-79.41%
Jun 4, 2007 - Feb 3, 2011
-0.94%
Jan 21, 2026 - Feb 23, 2026
#2-56.04%
Feb 19, 2020 - Dec 4, 2020
-0.74%
Apr 7, 2025 - May 16, 2025
#3-50.80%
Jul 3, 2014 - Jun 8, 2018
-0.64%
May 29, 2026 - Jun 4, 2026
#4-43.93%
Nov 8, 2021 - Sep 10, 2025
-0.35%
May 7, 2026 - May 14, 2026
#5-30.38%
Sep 14, 2018 - Feb 18, 2020
-0.31%
Apr 30, 2026 - May 7, 2026
#6-26.78%
Jun 3, 2011 - Sep 12, 2012
-0.29%
May 21, 2026 - May 29, 2026
#7-17.42%
Apr 2, 2004 - Sep 13, 2004
-0.26%
May 14, 2026 - May 20, 2026
#8-13.07%
Oct 8, 2012 - Jan 25, 2013
-0.24%
Jul 1, 2024 - Jul 3, 2024
#9-11.95%
Feb 13, 2026 - Apr 9, 2026
-0.23%
Oct 25, 2024 - Nov 4, 2024
#10-11.62%
Dec 28, 2004 - Jul 14, 2005
-0.23%
Dec 23, 2024 - Jan 2, 2025
#11-8.85%
Feb 12, 2021 - Jun 11, 2021
-0.21%
Jan 15, 2026 - Jan 21, 2026
#12-8.61%
May 20, 2013 - Oct 11, 2013
-0.21%
Nov 11, 2024 - Nov 14, 2024
#13-7.41%
Sep 6, 2005 - Jan 10, 2006
-0.21%
Dec 16, 2024 - Dec 23, 2024
#14-6.84%
Mar 9, 2011 - May 27, 2011
-0.19%
Jul 10, 2025 - Jul 21, 2025
#15-6.39%
Nov 3, 2025 - Dec 24, 2025
-0.19%
Mar 26, 2026 - Mar 30, 2026

Correlation

Correlation between NCZ and USDX is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2003 - 2026)

NCZ vs USDX dividend yield comparison.

YearNCZUSDX
20263.91%1.67%
202510.45%5.88%
202411.50%4.60%
202312.84%0.00%
202215.62%0.00%
20218.82%0.00%
20209.28%0.00%
201911.28%0.00%
201815.33%0.00%
201713.80%0.00%
201612.08%0.00%
201518.02%0.00%
201411.45%0.00%
201311.36%0.00%
201212.86%0.00%
201112.96%0.00%
201012.38%0.00%
200912.41%0.00%
200827.60%0.00%
200712.97%0.00%
200610.52%0.00%
200512.68%0.00%
20049.87%0.00%
20033.76%0.00%

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