ZECP vs NCZ

Comparison between ZACKS EARNINGS CONSISTENT PORTFOLIO ETF (ZECP, ETF) and Virtus Convertible & Income Fund II (NCZ, ETF).

5-Year PerformanceZECP has outperformed NCZ, delivering a return of +9.3% compared to +5.9%

ZECP vs NCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZECP(ETF)	NCZ(ETF)
Net Assets	$321M	$321M
Expense Ratio	0.55%	N/A
Max Drawdown	21.86%	85.64%
Sharpe Ratio	1.51	1.85
5Y Beta	0.74	0.80
P/E Ratio	26.19	N/A
Forward P/E	21.93	N/A
PEG Ratio	0.77	N/A
5Y Dividends CAGR	N/A	-1.12%
5Y EPS CAGR	16.71%	N/A
Debt to Equity	17.17%	N/A
P/S Ratio	2.71	N/A
P/B Ratio	5.74	N/A

Net Assets

Winner

ZECP

$321M

NCZ

$321M

Expense Ratio

ZECP

0.55%

NCZ

N/A

Max Drawdown

Winner

ZECP

21.86%

NCZ

85.64%

Sharpe Ratio

ZECP

1.51

Winner

NCZ

1.85

5Y Beta

Winner

ZECP

0.74

NCZ

0.80

P/E Ratio

ZECP

26.19

NCZ

N/A

Forward P/E

ZECP

21.93

NCZ

N/A

PEG Ratio

ZECP

0.77

NCZ

N/A

5Y Dividends CAGR

ZECP

N/A

NCZ

-1.12%

5Y EPS CAGR

ZECP

16.71%

NCZ

N/A

Debt to Equity

ZECP

17.17%

NCZ

N/A

P/S Ratio

ZECP

2.71

NCZ

N/A

P/B Ratio

ZECP

5.74

NCZ

N/A

ZECP vs NCZ - Historical Returns

Returns include dividend reinvestment.

Period	ZECP	NCZ
1 month	+1.88%	+0.30%
3 months	+5.48%	+9.83%
6 months	+6.17%	+14.78%
1 year	+21.43%	+38.62%
5 years(CAGR)	+9.29%	+5.92%
10 years(CAGR)	N/A	+8.61%
Max(CAGR)	+9.29%	+6.00%

Winner

ZECP

+1.88%

NCZ

+0.30%

ZECP

+5.48%

Winner

NCZ

+9.83%

ZECP

+6.17%

Winner

NCZ

+14.78%

ZECP

+21.43%

Winner

NCZ

+38.62%

5Y(CAGR)

Winner

ZECP

+9.29%

NCZ

+5.92%

10Y(CAGR)

ZECP

N/A

NCZ

+8.61%

Max(CAGR)

Winner

ZECP

+9.29%

NCZ

+6.00%

ZECP vs NCZ - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	ZECP	NCZ
2026	+6.30%	+14.62%
2025	+15.51%	+23.56%
2024	+17.65%	+19.58%
2023	+14.19%	+16.86%
2022	-13.00%	-35.66%
2021	+7.75%	+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%

ZECP vs NCZ Drawdown Comparison

The maximum drawdown for ZECP was -21.86%, occurring on Oct 12, 2022. Recovery took 518 trading sessions.

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

The current ZECP drawdown is -1.21%. The current NCZ drawdown is -3.77%.

Rank	ZECP	NCZ
#1	-21.86% Dec 29, 2021 - Jan 23, 2024	-79.41% Jun 4, 2007 - Feb 3, 2011
#2	-15.47% Jan 30, 2025 - Jul 2, 2025	-56.04% Feb 19, 2020 - Dec 4, 2020
#3	-8.32% Feb 9, 2026 - Apr 17, 2026	-50.80% Jul 3, 2014 - Jun 8, 2018
#4	-6.02% Nov 29, 2024 - Jan 30, 2025	-43.93% Nov 8, 2021 - Sep 10, 2025
#5	-5.99% Sep 3, 2021 - Oct 21, 2021	-30.38% Sep 14, 2018 - Feb 18, 2020
#6	-5.60% Jul 16, 2024 - Aug 20, 2024	-26.78% Jun 3, 2011 - Sep 12, 2012
#7	-4.52% Mar 28, 2024 - May 10, 2024	-17.42% Apr 2, 2004 - Sep 13, 2004
#8	-3.42% Nov 16, 2021 - Dec 7, 2021	-13.07% Oct 8, 2012 - Jan 25, 2013
#9	-2.88% Oct 18, 2024 - Nov 6, 2024	-11.95% Feb 13, 2026 - Apr 9, 2026
#10	-2.83% May 21, 2024 - Jun 17, 2024	-11.62% Dec 28, 2004 - Jul 14, 2005
#11	-2.81% Nov 12, 2025 - Nov 25, 2025	-8.85% Feb 12, 2021 - Jun 11, 2021
#12	-2.73% Aug 30, 2024 - Sep 16, 2024	-8.61% May 20, 2013 - Oct 11, 2013
#13	-2.46% Dec 15, 2021 - Dec 23, 2021	-7.41% Sep 6, 2005 - Jan 10, 2006
#14	-2.21% Oct 6, 2025 - Oct 20, 2025	-6.84% Mar 9, 2011 - May 27, 2011
#15	-2.11% Jul 25, 2025 - Aug 13, 2025	-6.39% Nov 3, 2025 - Dec 24, 2025

Correlation

Correlation between ZECP and NCZ is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2003 - 2026)

ZECP vs NCZ dividend yield comparison.

Year	ZECP	NCZ
2026	0.00%	3.91%
2025	0.79%	10.45%
2024	0.63%	11.50%
2023	0.73%	12.84%
2022	0.91%	15.62%
2021	0.11%	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%