CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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Virtus Total Return Fund (ZF)

U.S. Equity Funds - General Equity Funds

Data as of Oct. 17, 2019
Current
Market Price $11.51 (- $0.03)
NAV (Oct. 17, 2019) $10.85 (+ $0.06)
Premium / Discount 6.08% (-0.87%)
Fund Info
Inception Oct. 1, 1986
Sponsor Virtus Investment Advisers
Website https://www.virtus.com...
Phone 1-800-272-2700
NAV Symbol XZFGX
Objective: Current income; large capitalization companies equity securities
Related Indexes
High Income Index
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Tax-Sensitive Income Index
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 21,583,031
Total Assets (Reported: May 31, 2019) $324M
Estimated Total Assets $319M
Net Assets $234M
Market Cap $248M
Purchases Turnover 60.64%
Sales Turnover 87.82%
Total Leverage 26.51%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.94%
Non Lev Exp Ratio 1.61%
Rel Lev Cost 3.63%
Discount Data
Average Discount (3 Yr) -7.10%
Discount Low(3 Yr) -15.09%
Discount High(3 Yr) 6.95%
Discount Rel Range 100.00%
Comp Discount 16.06
Discount St Dev (1Yr) 4.36
Z-Stat
Z-Stat (6mo) 2.78
Z-Stat (1Yr) 3.19
Z-Stat (3Yr) 3.75
Comp Z-Stat (6mo) 2.33
Comp Z-Stat (3Yr) 3.39
Distribution Data
Market Yield 12.55%
Income Yield 3.13%
Lev Adj NAV Yield 10.52%
Distribution Frequency Q
Current Distribution $0.361
Current Income $0.090
Ex-Date 10/10/19
Payable Date 10/18/19
Div Growth (3yr) 0.00%
Dividend Change 1.4% on 9/21/16
Expected Div 11/13/19
RoC (1yr) 59.70%
RoC (3yr) 35.02%
Tax Dividend Data 2018 2016 - 2018
Income 25% 31.3%
ST Gains 0% 0%
QDI 20.3% 25.3%
LT Gains 5.5% 45.6%
RoC 69.5% 23.2%
Volume & Liquidity
Average Daily $ (M) $1,328
Avg Volume 30 day 133,345
Avg Volume 90 day 115,388
Volume Trend 15.56%
Comp Volume Trend 20.73%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
73.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
77.0%
Price Correlation (1yr)
vs. CEFA's US Equity Index
73.0%
Most Correlated Peer (Mk Pr): GAB 72.0%
NAV - Price Correlation (30 d) -47.9%
NAV - Price Correlation (90 d) 22.3%
NAV - Price Correlation (1 Yr) 87.4%
Price St Dev (1Yr) 14.4%
NAV St Dev (1Yr) 11.8%
Earnings
Earnings / Share (5/31/19) $0.080
Earn Coverage 22.13%
Earnings Trend Up
UNII / Share (5/31/19) $0.037
Rel UNII 10.19
UNII Trend Up
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.56
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.13
NAV Beta (2yr)
vs. CEFA's US Equity Index
0.58

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CEFData.com makes data for the universe of closed-end funds (CEFs) and business development companies (BDCs) available to its users. This material is not intended to be relied upon as investment advice or recommendations, does not constitute a solicitation to buy or sell securities and should not be considered specific legal, investment or tax advice. This site does not list all the risks associated with each fund. Investors should contact a fund’s sponsor for fund-specific risk information and/or contact a financial advisor before investing.

NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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