NIE vs AUSF

Comparison between Virtus Equity & Convertible Income Fund (NIE, ETF) and GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF).

5-Year PerformanceAUSF has outperformed NIE, delivering a return of +13.3% compared to +10.2%

NIE vs AUSF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NIE(ETF)	AUSF(ETF)
Net Assets	$845M	$848M
Expense Ratio	N/A	0.27%
Max Drawdown	63.84%	44.35%
Sharpe Ratio	1.63	1.24
5Y Beta	0.86	0.56
P/E Ratio	N/A	17.07
Forward P/E	N/A	13.45
PEG Ratio	N/A	0.26
5Y Dividends CAGR	10.69%	17.97%
5Y EPS CAGR	N/A	9.93%
Debt to Equity	N/A	-25.58%
P/S Ratio	N/A	1.29
P/B Ratio	N/A	2.06

Net Assets

NIE

$845M

Winner

AUSF

$848M

Expense Ratio

NIE

N/A

AUSF

0.27%

Max Drawdown

NIE

63.84%

Winner

AUSF

44.35%

Sharpe Ratio

Winner

NIE

1.63

AUSF

1.24

5Y Beta

NIE

0.86

Winner

AUSF

0.56

P/E Ratio

NIE

N/A

AUSF

17.07

Forward P/E

NIE

N/A

AUSF

13.45

PEG Ratio

NIE

N/A

AUSF

0.26

5Y Dividends CAGR

NIE

10.69%

Winner

AUSF

17.97%

5Y EPS CAGR

NIE

N/A

AUSF

9.93%

Debt to Equity

NIE

N/A

AUSF

-25.58%

P/S Ratio

NIE

N/A

AUSF

1.29

P/B Ratio

NIE

N/A

AUSF

2.06

NIE vs AUSF - Historical Returns

Returns include dividend reinvestment.

Period	NIE	AUSF
1 month	+0.11%	+3.24%
3 months	+11.28%	+4.17%
6 months	+10.93%	+8.67%
1 year	+24.32%	+16.65%
5 years(CAGR)	+10.19%	+13.34%
10 years(CAGR)	+14.05%	N/A
Max(CAGR)	+9.46%	+12.56%

NIE

+0.11%

Winner

AUSF

+3.24%

Winner

NIE

+11.28%

AUSF

+4.17%

Winner

NIE

+10.93%

AUSF

+8.67%

Winner

NIE

+24.32%

AUSF

+16.65%

5Y(CAGR)

NIE

+10.19%

Winner

AUSF

+13.34%

10Y(CAGR)

NIE

+14.05%

AUSF

N/A

Max(CAGR)

NIE

+9.46%

Winner

AUSF

+12.56%

NIE vs AUSF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	NIE	AUSF
2026	+8.65%	+8.61%
2025	+15.68%	+13.90%
2024	+30.10%	+16.77%
2023	+25.76%	+23.21%
2022	-27.06%	+0.29%
2021	+19.62%	+28.98%
2020	+32.12%	+1.41%
2019	+29.25%	+23.62%
2018	-6.49%	-10.79%
2017	+21.91%	N/A
2016	+12.12%	N/A
2015	-5.39%	N/A
2014	+13.87%	N/A
2013	+23.03%	N/A
2012	+11.55%	N/A
2011	-9.28%	N/A
2010	+16.88%	N/A
2009	+39.29%	N/A
2008	-37.43%	N/A
2007	-4.09%	N/A

NIE vs AUSF Drawdown Comparison

The maximum drawdown for NIE was -57.98%, occurring on Nov 20, 2008. Recovery took 855 trading sessions.

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current NIE drawdown is -1.95%.

Rank	NIE	AUSF
#1	-57.98% Jun 18, 2007 - Nov 5, 2010	-44.25% Feb 13, 2020 - Jan 6, 2021
#2	-39.10% Feb 19, 2020 - Jul 14, 2020	-15.59% Sep 21, 2018 - Apr 26, 2019
#3	-30.98% Dec 28, 2021 - Mar 26, 2024	-14.24% Apr 20, 2022 - Nov 22, 2022
#4	-24.95% Aug 29, 2018 - Jul 19, 2019	-12.28% Nov 27, 2024 - Jun 27, 2025
#5	-24.08% Apr 6, 2011 - Jan 23, 2013	-9.83% Dec 2, 2022 - Jul 3, 2023
#6	-20.78% Jan 22, 2025 - Jul 21, 2025	-7.13% Aug 30, 2023 - Nov 10, 2023
#7	-18.12% Nov 26, 2014 - Jul 8, 2016	-6.75% Dec 29, 2021 - Mar 29, 2022
#8	-10.51% Jul 10, 2024 - Oct 8, 2024	-5.84% Mar 2, 2026 - Jun 12, 2026
#9	-9.62% Jan 26, 2018 - Jun 5, 2018	-5.83% Jul 26, 2019 - Sep 12, 2019
#10	-9.59% Feb 17, 2021 - Apr 13, 2021	-5.62% Jun 4, 2021 - Aug 16, 2021
#11	-9.02% Jan 12, 2026 - Apr 14, 2026	-5.36% Mar 28, 2024 - Jul 12, 2024
#12	-8.31% May 21, 2013 - Sep 18, 2013	-5.33% Jul 31, 2024 - Aug 23, 2024
#13	-8.17% Aug 23, 2016 - Dec 20, 2016	-5.14% May 3, 2019 - Jun 20, 2019
#14	-7.75% Sep 2, 2020 - Oct 12, 2020	-4.91% Nov 16, 2021 - Dec 16, 2021
#15	-7.01% Sep 18, 2014 - Oct 31, 2014	-4.36% Sep 11, 2025 - Dec 11, 2025

Correlation

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

0.95

-101

Dividend Comparison (2007 - 2026)

NIE vs AUSF dividend yield comparison.

Year	NIE	AUSF
2026	1.88%	1.26%
2025	10.14%	2.78%
2024	8.11%	2.63%
2023	9.56%	1.83%
2022	21.81%	2.51%
2021	10.86%	2.22%
2020	5.37%	2.95%
2019	6.71%	4.02%
2018	8.20%	1.46%
2017	7.19%	0.00%
2016	8.25%	0.00%
2015	8.46%	0.00%
2014	6.38%	0.00%
2013	6.97%	0.00%
2012	6.73%	0.00%
2011	7.18%	0.00%
2010	6.15%	0.00%
2009	6.76%	0.00%
2008	19.06%	0.00%
2007	7.56%	0.00%