Virtus NFJ Mid-Cap 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.)
17.94%
Sharpe
-1.55
Sortino
-1.48
Max drawdown
-90.57%
Best month
10.92%
Worst month
-19.59%
Beta vs VTSAX
0.86
Correlation
0.60

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

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