ALOIX vs. HLMSX
Compare and contrast key facts about Virtus International Small-Cap Fund (ALOIX) and Harding Loevner International Small Companies Portfolio (HLMSX).
ALOIX is managed by Allianz. It was launched on Dec 30, 1997. HLMSX is managed by Harding Loevner. It was launched on Mar 25, 2007.
Performance
ALOIX vs. HLMSX - Performance Comparison
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ALOIX vs. HLMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.88% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
HLMSX Harding Loevner International Small Companies Portfolio | -5.34% | 14.87% | -6.92% | 11.78% | -24.50% | 12.82% | 18.51% | 29.45% | -17.65% | 34.42% |
Returns By Period
In the year-to-date period, ALOIX achieves a 3.88% return, which is significantly higher than HLMSX's -5.34% return. Over the past 10 years, ALOIX has outperformed HLMSX with an annualized return of 7.23%, while HLMSX has yielded a comparatively lower 5.17% annualized 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%
HLMSX
- 1D
- 0.06%
- 1M
- -9.34%
- YTD
- -5.34%
- 6M
- -7.18%
- 1Y
- 6.59%
- 3Y*
- 2.84%
- 5Y*
- -0.58%
- 10Y*
- 5.17%
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ALOIX vs. HLMSX - Expense Ratio Comparison
ALOIX has a 1.04% expense ratio, which is lower than HLMSX's 1.37% expense ratio.
Return for Risk
ALOIX vs. HLMSX — Risk / Return Rank
ALOIX
HLMSX
ALOIX vs. HLMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Small-Cap Fund (ALOIX) and Harding Loevner International Small Companies Portfolio (HLMSX). 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.
| ALOIX | HLMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.40 | +2.03 |
Sortino ratioReturn per unit of downside risk | 2.97 | 0.61 | +2.36 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.08 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 0.40 | +2.65 |
Martin ratioReturn relative to average drawdown | 12.51 | 1.03 | +11.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALOIX | HLMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 0.40 | +2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.04 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.35 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.32 | -0.03 |
Correlation
The correlation between ALOIX and HLMSX is 0.82, 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. HLMSX - Dividend Comparison
ALOIX's dividend yield for the trailing twelve months is around 4.37%, more than HLMSX's 4.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HLMSX Harding Loevner International Small Companies Portfolio | 4.27% | 4.04% | 1.17% | 1.00% | 1.83% | 2.82% | 0.03% | 0.52% | 7.56% | 1.13% | 4.37% | 1.54% |
Drawdowns
ALOIX vs. HLMSX - Drawdown Comparison
The maximum ALOIX drawdown since its inception was -79.29%, which is greater than HLMSX's maximum drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for ALOIX and HLMSX.
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Drawdown Indicators
| ALOIX | HLMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -60.77% | -18.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -10.59% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -38.22% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -38.22% | -4.57% |
Current DrawdownCurrent decline from peak | -9.91% | -19.20% | +9.29% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -13.24% | -21.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 4.18% | -1.47% |
Volatility
ALOIX vs. HLMSX - Volatility Comparison
Virtus International Small-Cap Fund (ALOIX) has a higher volatility of 5.57% compared to Harding Loevner International Small Companies Portfolio (HLMSX) at 5.07%. This indicates that ALOIX's price experiences larger fluctuations and is considered to be riskier than HLMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALOIX | HLMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 5.07% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 8.35% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 13.26% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 14.90% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 14.86% | +1.74% |