GAFNX Performance — Virtus AlphaSimplex Global Alternatives Fund, Class R6
Data updated: 2026-08-28
GAFNX returned +9.29% year to date and +14.04% over one year to Jun 2026. The annualised 3-year return is +8.77%. The fund beat its Event-Driven category average: $100 invested three years ago grew to $129, against $118 for the category, and to $114 over one year, against $106. Volatility over the past three years was 6.75% a year. In the 12 months to Jun 2026 the fund lost a net $55.5M, and assets reached $77.43M.
GAFNX Growth of $100
What $100 invested in Virtus AlphaSimplex Global Alternatives Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Event-Driven category average over the same months.
| Period | GAFNX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $106 |
| 3 years (Jul 2023 – Jun 2026) | $129 | $118 |
| Since data start (Apr 2023 – Jun 2026) | $131 | $118 |
GAFNX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.29% |
| 1 year | +14.04% |
| 3 years (annualised) | +8.77% |
GAFNX Annual Returns
Calendar-year total returns of Virtus AlphaSimplex Global Alternatives Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.29% |
| 2025 | +6.77% |
| 2024 | +9.88% |
| 2023 (Apr–Dec) | +2.36% |
GAFNX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.4% | +2.2% | −3.8% | +6.7% | +1.4% | −0.6% | — | — | — | — | — | — |
| 2025 | +2.7% | −0.8% | −1.9% | −1.6% | +2.2% | +1.8% | +0.3% | +1.7% | +1.4% | −0.7% | +1.4% | +0.2% |
| 2024 | +0.9% | +2.8% | +2.4% | −1.0% | +1.6% | +0.1% | +2.1% | −0.7% | +1.9% | −1.9% | +2.6% | −1.3% |
| 2023 | — | — | — | +0.6% | −1.0% | +2.4% | +1.8% | −1.2% | −0.5% | −0.8% | +0.5% | +0.6% |
GAFNX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.75%
- 3-year Sharpe ratio: 0.63 (vs 4.5% risk-free rate)
- Best month: +6.66% (Apr 2026)
- Worst month: −3.78% (Mar 2026)
GAFNX Fund Flows
Monthly money in and out of Virtus AlphaSimplex Global Alternatives Fund, from SEC Form N-PORT.
- 12-month net flow: −$55.5M
- 12-month gross sales (incl. reinvestments): $12.8M
- Sales ÷ redemptions: 0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $494K | $855K | −$361K |
| May 2026 | $1.8M | $832K | $945K |
| Apr 2026 | $697K | $1.2M | −$464K |
| Mar 2026 | $861K | $1.3M | −$389K |
| Feb 2026 | $467K | $3.1M | −$2.6M |
| Jan 2026 | $1.6M | $3.8M | −$2.2M |
| Dec 2025 | $1.6M | $1.6M | $45K |
| Nov 2025 | $350K | $2.3M | −$2.0M |
| Oct 2025 | $1.1M | $30.3M | −$29.1M |
| Sep 2025 | $1.5M | $2.8M | −$1.3M |
| Aug 2025 | $906K | $16.1M | −$15.2M |
| Jul 2025 | $1.4M | $4.2M | −$2.8M |
GAFNX Assets Under Management
Net assets of Virtus AlphaSimplex Global Alternatives Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $77.43M |
| 2026-03-31 | $71.95M |
| 2025-12-31 | $75.80M |
| 2025-09-30 | $106.45M |
| 2025-06-30 | $121.94M |
| 2025-03-31 | $120.39M |
| 2024-12-31 | $122.04M |
| 2024-09-30 | $120.36M |
| 2024-06-28 | $122.77M |
| 2024-03-28 | $169.60M |
| 2023-12-29 | $178.05M |
| 2023-09-29 | $226.20M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.