Virtus NFJ International Value Fund
Virtus Investment Trust

Average annual returns

No trailing-return data available for this share class.

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
20.14%
Sharpe
-1.18
Sortino
-1.24
Max drawdown
-92.58%
Best month
13.24%
Worst month
-18.10%
Beta vs VTIAX
1.46
Correlation
0.80

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

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