ALOIX vs. FSTSX
ALOIX (Virtus International Small-Cap Fund) and FSTSX (Fidelity Series International Small Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, ALOIX returned 8.18%/yr vs 9.96%/yr for FSTSX. Their correlation of 0.88 means they have usually moved in the same direction. ALOIX charges 1.04%/yr vs 0.03%/yr for FSTSX.
Performance
ALOIX vs. FSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, ALOIX achieves a 14.50% return, which is significantly higher than FSTSX's 6.54% return. Over the past 10 years, ALOIX has underperformed FSTSX with an annualized return of 8.18%, while FSTSX has yielded a comparatively higher 9.96% annualized return.
ALOIX
- 1D
- 2.43%
- 1M
- 0.54%
- 6M
- 6.90%
- YTD
- 14.50%
- 1Y
- 32.78%
- 3Y*
- 17.80%
- 5Y*
- 6.36%
- 10Y*
- 8.18%
- ALL TIME*
- 6.89%
FSTSX
- 1D
- 1.98%
- 1M
- -0.05%
- 6M
- 3.14%
- YTD
- 6.54%
- 1Y
- 11.87%
- 3Y*
- 14.62%
- 5Y*
- 5.38%
- 10Y*
- 9.96%
- ALL TIME*
- 9.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ALOIX vs. FSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 14.50% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
FSTSX Fidelity Series International Small Cap Fund | 6.54% | 27.49% | 4.97% | 18.36% | -26.25% | 18.29% | 19.61% | 28.24% | -13.19% | 34.44% |
Correlation
The correlation between ALOIX and FSTSX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.88 |
The correlation between ALOIX and FSTSX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
ALOIX vs. FSTSX — Risk / Return Rank
ALOIX
FSTSX
ALOIX vs. FSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Small-Cap Fund (ALOIX) and Fidelity Series International Small Cap Fund (FSTSX). 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.
| ALOIX | FSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.11 | +2.15 |
| Martin ratioReturn relative to average drawdown | 11.69 | 3.57 | +8.12 |
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Drawdowns
ALOIX vs. FSTSX - Drawdown Comparison
The maximum ALOIX drawdown since its inception was -79.29%, which is greater than FSTSX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for ALOIX and FSTSX.
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Drawdown Indicators
| ALOIX | FSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -38.91% | -40.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -11.22% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -12.48% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -38.91% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -38.91% | -3.88% |
Current DrawdownCurrent decline from peak | -1.05% | -2.16% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -34.68% | -7.85% | -26.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.49% | -0.68% |
Volatility
ALOIX vs. FSTSX - Volatility Comparison
Virtus International Small-Cap Fund (ALOIX) has a higher volatility of 5.02% compared to Fidelity Series International Small Cap Fund (FSTSX) at 4.12%. This indicates that ALOIX's price experiences larger fluctuations and is considered to be riskier than FSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALOIX | FSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.12% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 11.99% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 14.45% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 16.52% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.69% | +0.75% |
ALOIX vs. FSTSX - Expense Ratio Comparison
ALOIX has a 1.04% expense ratio, which is higher than FSTSX's 0.03% expense ratio.
Dividends
ALOIX vs. FSTSX - Dividend Comparison
ALOIX's dividend yield for the trailing twelve months is around 3.96%, less than FSTSX's 14.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.96% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
FSTSX Fidelity Series International Small Cap Fund | 14.30% | 15.24% | 10.22% | 3.34% | 6.38% | 13.22% | 0.81% | 4.27% | 10.99% | 6.30% | 4.01% | 7.32% |
Frequently Asked Questions
ALOIX and FSTSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALOIX has higher volatility (5.02%) compared to FSTSX (4.12%). In terms of maximum drawdown, ALOIX dropped -79.29% vs FSTSX's -38.91%.
ALOIX currently has the higher Sharpe Ratio (2.35 vs 0.87), 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.
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