Virtus AlphaSimplex Global Macro ETF (ASGM) Performance
ASGM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +22.8% since Dec 31, 2025
- 1 year
- +24.9% total return
- Since first price
- +37.1% since 2025
ASGM trailing returns vs SPY, QQQ, AGG
| Period | ASGM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.3% | −1.3% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.8% | +4.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.1% | +8.1% | +7.8% | +8.4% | −1.5% |
| YTD | +22.8% | +22.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +24.9% | +19.4% | +14.4% | +15.9% | −1.1% |
| Since inceptionAug 5, 2025 | +37.1% | +31.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ASGM vs SPY
From Aug 5, 2025: ASGM grew to $13,705, SPY to $12,266.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ASGM returns by calendar year
2026 is year to date.
ASGM annual returns table
| Year | ASGM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +22.8% | −7.4% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ASGM risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +30.2% |
| Volatility (annualized) | 13.4% |
| Sharpe ratio | 1.78 |
| Sortino ratio | 4.41 |
| Best month | +9.2% |
| Worst month | −4.3% |
| Best 12 months | +34.4% |
| Worst 12 months | +27.7% |
| Positive months | 62% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ASGM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 3 | +24.0% | +27.7% | +34.4% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
ASGM performance overview
Virtus AlphaSimplex Global Macro ETF (ASGM) returned +24.9% over the past year, with distributions reinvested. Since its first recorded price on Aug 5, 2025 it has returned +37.1%. Over the same year S&P 500 (SPY) returned +14.4%.
Related: ASGM chart, ASGM dividends. See the ASGM overview for the latest quote and fund facts.
ASGM performance FAQ
What is the ASGM return over the past year?
ASGM returned +24.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.4%.
How much would $10,000 invested in ASGM be worth?
$10,000 invested in ASGM at its first recorded close on August 5, 2025 would be worth about $13,705 on October 23, 2026 with distributions reinvested.
How volatile is ASGM?
Over the past history ASGM had an annualized volatility of 13.4% and a Sharpe ratio of 1.78 (excess return over 1–3 month T-bills per unit of risk).