ANNPX
Virtus Convertible Fund
Virtus Strategy Trust

Average annual returns

Through 2025
1 year
22.37%
3 year
14.81%
5 year
5.33%
10 year
12.37%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
11.65%
Sharpe
1.26
Sortino
2.46
Max drawdown
-23.65%
Best month
12.85%
Worst month
-11.66%
Beta vs VBTLX
1.21
Correlation
0.57

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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