AGLOX vs. AINTX

Last updated Jun 23, 2026

AGLOX (Ariel Global Fund) and AINTX (Ariel International Fund) are both mutual funds - AGLOX is a Global Equities fund managed by Ariel Investments, while AINTX is a Foreign Large Cap Equities fund managed by Ariel Investments. Over the past 10 years, AGLOX returned 10.60%/yr vs 7.62%/yr for AINTX. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 1.13% expense ratio.

Performance

AGLOX vs. AINTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Global Fund (AGLOX) and Ariel International Fund (AINTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGLOX achieves a 24.96% return, which is significantly higher than AINTX's 18.75% return. Over the past 10 years, AGLOX has outperformed AINTX with an annualized return of 10.60%, while AINTX has yielded a comparatively lower 7.62% annualized return.

AGLOX

• 1D: 1.18%
• 1M: 3.00%
• YTD: 24.96%
• 6M: 24.87%
• 1Y: 40.18%
• 3Y*: 19.27%
• 5Y*: 12.36%
• 10Y*: 10.60%

AINTX

• 1D: 0.63%
• 1M: 2.47%
• YTD: 18.75%
• 6M: 19.57%
• 1Y: 29.42%
• 3Y*: 18.52%
• 5Y*: 9.65%
• 10Y*: 7.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGLOX vs. AINTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGLOX Ariel Global Fund	24.96%	23.22%	6.55%	12.40%	-5.47%	11.53%	7.70%	15.98%	-6.03%	15.63%
AINTX Ariel International Fund	18.75%	31.39%	5.23%	10.02%	-11.33%	4.31%	6.84%	12.83%	-9.82%	16.35%

Correlation

The correlation between AGLOX and AINTX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	0.88

The correlation between AGLOX and AINTX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

AGLOX vs. AINTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGLOX

AGLOX Risk / Return Rank: 87
AGLOX Sharpe Ratio Rank: 93
AGLOX Sortino Ratio Rank: 88
AGLOX Omega Ratio Rank: 87
AGLOX Calmar Ratio Rank: 85
AGLOX Martin Ratio Rank: 81

AINTX

AINTX Risk / Return Rank: 44
AINTX Sharpe Ratio Rank: 47
AINTX Sortino Ratio Rank: 44
AINTX Omega Ratio Rank: 49
AINTX Calmar Ratio Rank: 40
AINTX Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGLOX vs. AINTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and Ariel International Fund (AINTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AGLOX	AINTX	Difference
Sharpe ratio: Return per unit of total volatility	2.90	1.87	+1.03
Sortino ratio: Return per unit of downside risk	3.93	2.58	+1.36
Omega ratio: Gain probability vs. loss probability	1.57	1.35	+0.21
Calmar ratio: Return relative to maximum drawdown	3.79	2.28	+1.51
Martin ratio: Return relative to average drawdown	14.12	8.24	+5.88

AGLOX vs. AINTX - Sharpe Ratio Comparison

The current AGLOX Sharpe Ratio is 2.90, which is higher than the AINTX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of AGLOX and AINTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AGLOX vs. AINTX - Drawdown Comparison

The maximum AGLOX drawdown since its inception was -24.72%, smaller than the maximum AINTX drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for AGLOX and AINTX.

Drawdown Indicators

	AGLOX	AINTX	Difference
Max Drawdown Largest peak-to-trough decline	-24.72%	-27.95%	+3.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.66%	-12.93%	+2.27%
Max Drawdown (3Y) Largest decline over 3 years	-12.94%	-14.23%	+1.29%
Max Drawdown (5Y) Largest decline over 5 years	-16.77%	-25.31%	+8.54%
Max Drawdown (10Y) Largest decline over 10 years	-24.72%	-27.95%	+3.23%
Current Drawdown Current decline from peak	-0.00%	-0.52%	+0.52%
Average Drawdown Average peak-to-trough decline	-3.37%	-5.54%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	3.57%	-0.72%

Volatility

AGLOX vs. AINTX - Volatility Comparison

Ariel Global Fund (AGLOX) and Ariel International Fund (AINTX) have volatilities of 6.04% and 5.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGLOX	AINTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.04%	5.95%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	13.33%	-1.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	15.76%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.87%	14.43%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.24%	13.74%	-0.50%

AGLOX vs. AINTX - Expense Ratio Comparison

Both AGLOX and AINTX have an expense ratio of 1.13%.

Dividends

AGLOX vs. AINTX - Dividend Comparison

AGLOX's dividend yield for the trailing twelve months is around 13.11%, more than AINTX's 12.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGLOX Ariel Global Fund	13.11%	16.38%	27.80%	18.51%	4.82%	2.00%	0.85%	4.39%	3.42%	4.48%	2.65%	0.81%
AINTX Ariel International Fund	12.81%	15.21%	6.28%	1.64%	0.00%	2.54%	1.47%	1.59%	1.17%	1.76%	1.69%	0.20%

Frequently Asked Questions

Can I hold both AGLOX and AINTX in my portfolio?

AGLOX and AINTX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGLOX or AINTX?

AGLOX has higher volatility (6.04%) compared to AINTX (5.95%). In terms of maximum drawdown, AGLOX dropped -24.72% vs AINTX's -27.95%.

Which has better risk-adjusted returns?

AGLOX currently has the higher Sharpe Ratio (2.90 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.