RGLO vs NCZ

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

RGLO vs NCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

RGLO

$337M

NCZ

$336M

Expense Ratio

RGLO

0.49%

NCZ

N/A

Max Drawdown

Winner

RGLO

9.61%

NCZ

85.64%

Sharpe Ratio

RGLO

1.40

Winner

NCZ

1.44

5Y Beta

RGLO

0.99

Winner

NCZ

0.80

P/E Ratio

RGLO

28.51

NCZ

N/A

Forward P/E

RGLO

21.16

NCZ

N/A

PEG Ratio

RGLO

0.44

NCZ

N/A

5Y Dividends CAGR

RGLO

N/A

NCZ

-4.36%

P/S Ratio

RGLO

0.13

NCZ

N/A

P/B Ratio

RGLO

6.51

NCZ

N/A

RGLO vs NCZ - Historical Returns

Returns include dividend reinvestment.

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

Winner

RGLO

+0.70%

NCZ

-1.81%

RGLO

+6.07%

Winner

NCZ

+6.87%

RGLO

+9.10%

Winner

NCZ

+14.00%

RGLO

+23.34%

Winner

NCZ

+29.31%

5Y(CAGR)

RGLO

N/A

NCZ

+5.63%

10Y(CAGR)

RGLO

N/A

NCZ

+8.23%

Max(CAGR)

Winner

RGLO

+25.57%

NCZ

+6.10%

RGLO vs NCZ - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

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

RGLO vs NCZ Drawdown Comparison

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

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

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

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

Correlation

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

0.99

-101

Dividend Comparison (2003 - 2026)

RGLO vs NCZ dividend yield comparison.

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