NIE vs CVLC

Comparison between Virtus Equity & Convertible Income Fund (NIE, ETF) and CALVERT US LARGE-CAP CORE RESPONSIBLE INDEX ETF (CVLC, ETF).

NIE vs CVLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NIE(ETF)	CVLC(ETF)
Net Assets	$845M	$845M
Expense Ratio	N/A	0.15%
Max Drawdown	63.84%	20.14%
Sharpe Ratio	1.63	1.62
5Y Beta	0.86	1.01
P/E Ratio	N/A	28.87
Forward P/E	N/A	21.67
5Y Dividends CAGR	10.69%	N/A
5Y EPS CAGR	N/A	24.55%
Debt to Equity	N/A	43.94%
P/S Ratio	N/A	3.57
P/B Ratio	N/A	5.53

Net Assets

Winner

NIE

$845M

CVLC

$845M

Expense Ratio

NIE

N/A

CVLC

0.15%

Max Drawdown

NIE

63.84%

Winner

CVLC

20.14%

Sharpe Ratio

Winner

NIE

1.63

CVLC

1.62

5Y Beta

Winner

NIE

0.86

CVLC

1.01

P/E Ratio

NIE

N/A

CVLC

28.87

Forward P/E

NIE

N/A

CVLC

21.67

5Y Dividends CAGR

NIE

10.69%

CVLC

N/A

5Y EPS CAGR

NIE

N/A

CVLC

24.55%

Debt to Equity

NIE

N/A

CVLC

43.94%

P/S Ratio

NIE

N/A

CVLC

3.57

P/B Ratio

NIE

N/A

CVLC

5.53

NIE vs CVLC - Historical Returns

Returns include dividend reinvestment.

Period	NIE	CVLC
1 month	+0.11%	+1.77%
3 months	+11.28%	+14.60%
6 months	+10.93%	+11.18%
1 year	+24.32%	+26.40%
5 years(CAGR)	+10.19%	N/A
10 years(CAGR)	+14.05%	N/A
Max(CAGR)	+9.46%	+20.57%

NIE

+0.11%

Winner

CVLC

+1.77%

NIE

+11.28%

Winner

CVLC

+14.60%

NIE

+10.93%

Winner

CVLC

+11.18%

NIE

+24.32%

Winner

CVLC

+26.40%

5Y(CAGR)

NIE

+10.19%

CVLC

N/A

10Y(CAGR)

NIE

+14.05%

CVLC

N/A

Max(CAGR)

NIE

+9.46%

Winner

CVLC

+20.57%

NIE vs CVLC - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	NIE	CVLC
2026	+8.65%	+10.48%
2025	+15.68%	+16.39%
2024	+30.10%	+25.07%
2023	+25.76%	+17.14%
2022	-27.06%	N/A
2021	+19.62%	N/A
2020	+32.12%	N/A
2019	+29.25%	N/A
2018	-6.49%	N/A
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 CVLC Drawdown Comparison

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

The maximum drawdown for CVLC was -19.93%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.

The current NIE drawdown is -1.95%. The current CVLC drawdown is -1.96%.

Rank	NIE	CVLC
#1	-57.98% Jun 18, 2007 - Nov 5, 2010	-19.93% Jan 23, 2025 - Jun 27, 2025
#2	-39.10% Feb 19, 2020 - Jul 14, 2020	-11.30% Jul 31, 2023 - Dec 1, 2023
#3	-30.98% Dec 28, 2021 - Mar 26, 2024	-9.61% Jan 12, 2026 - Apr 14, 2026
#4	-24.95% Aug 29, 2018 - Jul 19, 2019	-9.26% Jul 16, 2024 - Sep 19, 2024
#5	-24.08% Apr 6, 2011 - Jan 23, 2013	-8.70% Feb 2, 2023 - May 26, 2023
#6	-20.78% Jan 22, 2025 - Jul 21, 2025	-6.08% Mar 28, 2024 - May 15, 2024
#7	-18.12% Nov 26, 2014 - Jul 8, 2016	-4.78% Dec 4, 2024 - Jan 23, 2025
#8	-10.51% Jul 10, 2024 - Oct 8, 2024	-4.71% Nov 12, 2025 - Dec 3, 2025
#9	-9.62% Jan 26, 2018 - Jun 5, 2018	-4.24% Jun 2, 2026 - Jun 10, 2026
#10	-9.59% Feb 17, 2021 - Apr 13, 2021	-3.37% Nov 11, 2024 - Nov 25, 2024
#11	-9.02% Jan 12, 2026 - Apr 14, 2026	-3.01% Oct 8, 2025 - Oct 24, 2025
#12	-8.31% May 21, 2013 - Sep 18, 2013	-2.85% Jul 25, 2025 - Aug 12, 2025
#13	-8.17% Aug 23, 2016 - Dec 20, 2016	-2.85% Dec 11, 2025 - Dec 24, 2025
#14	-7.75% Sep 2, 2020 - Oct 12, 2020	-2.68% Oct 18, 2024 - Nov 6, 2024
#15	-7.01% Sep 18, 2014 - Oct 31, 2014	-2.42% Dec 28, 2023 - Jan 19, 2024

Correlation

Correlation between NIE and CVLC is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.

1.00

-101

Dividend Comparison (2007 - 2026)

NIE vs CVLC dividend yield comparison.

Year	NIE	CVLC
2026	1.88%	0.18%
2025	10.14%	1.02%
2024	8.11%	1.03%
2023	9.56%	0.91%
2022	21.81%	0.00%
2021	10.86%	0.00%
2020	5.37%	0.00%
2019	6.71%	0.00%
2018	8.20%	0.00%
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%