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ALOIX vs. FSISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALOIX vs. FSISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus International Small-Cap Fund (ALOIX) and Fidelity SAI International Small Cap Index Fund (FSISX). The values are adjusted to include any dividend payments, if applicable.

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ALOIX vs. FSISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ALOIX
Virtus International Small-Cap Fund
3.88%36.22%2.65%19.43%-26.96%-0.13%
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%

Returns By Period

In the year-to-date period, ALOIX achieves a 3.88% return, which is significantly higher than FSISX's -2.21% return.


ALOIX

1D
0.17%
1M
-9.91%
YTD
3.88%
6M
9.68%
1Y
36.10%
3Y*
17.60%
5Y*
5.32%
10Y*
7.23%

FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALOIX vs. FSISX - Expense Ratio Comparison

ALOIX has a 1.04% expense ratio, which is higher than FSISX's 0.10% expense ratio.


Return for Risk

ALOIX vs. FSISX — Risk / Return Rank

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

ALOIX
ALOIX Risk / Return Rank: 9494
Overall Rank
ALOIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ALOIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ALOIX Omega Ratio Rank: 9494
Omega Ratio Rank
ALOIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ALOIX Martin Ratio Rank: 9494
Martin Ratio Rank

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
Martin Ratio Rank
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.

ALOIX vs. FSISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus International Small-Cap Fund (ALOIX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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.


ALOIXFSISXDifference

Sharpe ratio

Return per unit of total volatility

2.44

1.51

+0.92

Sortino ratio

Return per unit of downside risk

2.97

1.98

+0.99

Omega ratio

Gain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratio

Return relative to maximum drawdown

3.05

1.83

+1.23

Martin ratio

Return relative to average drawdown

12.51

7.00

+5.51

ALOIX vs. FSISX - Sharpe Ratio Comparison

The current ALOIX Sharpe Ratio is 2.44, which is higher than the FSISX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ALOIX and FSISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ALOIXFSISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.51

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.21

+0.08

Correlation

The correlation between ALOIX and FSISX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ALOIX vs. FSISX - Dividend Comparison

ALOIX's dividend yield for the trailing twelve months is around 4.37%, more than FSISX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
ALOIX
Virtus International Small-Cap Fund
4.37%4.54%3.50%4.93%1.25%19.08%1.38%1.62%18.17%1.52%1.04%0.54%
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALOIX vs. FSISX - Drawdown Comparison

The maximum ALOIX drawdown since its inception was -79.29%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for ALOIX and FSISX.


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Drawdown Indicators


ALOIXFSISXDifference

Max Drawdown

Largest peak-to-trough decline

-79.29%

-36.84%

-42.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.73%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-39.41%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-9.91%

-11.73%

+1.82%

Average Drawdown

Average peak-to-trough decline

-35.07%

-13.50%

-21.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

3.07%

-0.36%

Volatility

ALOIX vs. FSISX - Volatility Comparison

The current volatility for Virtus International Small-Cap Fund (ALOIX) is 5.57%, while Fidelity SAI International Small Cap Index Fund (FSISX) has a volatility of 5.88%. This indicates that ALOIX experiences smaller price fluctuations and is considered to be less risky than FSISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALOIXFSISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.88%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

9.83%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

15.08%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

15.84%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

15.84%

+0.76%