ALOIX vs. NFJEX
Compare and contrast key facts about Virtus International Small-Cap Fund (ALOIX) and Virtus NFJ Dividend Value Fund (NFJEX).
ALOIX is managed by Allianz. It was launched on Dec 30, 1997. NFJEX is managed by Allianz. It was launched on May 8, 2000.
Performance
ALOIX vs. NFJEX - Performance Comparison
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ALOIX vs. NFJEX - 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% |
NFJEX Virtus NFJ Dividend Value Fund | 1.08% | 8.46% | 5.29% | 19.79% | -13.63% | 28.90% | -2.13% | 25.12% | -10.15% | 15.49% |
Returns By Period
In the year-to-date period, ALOIX achieves a 3.88% return, which is significantly higher than NFJEX's 1.08% return. Over the past 10 years, ALOIX has underperformed NFJEX with an annualized return of 7.23%, while NFJEX has yielded a comparatively higher 8.23% 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%
NFJEX
- 1D
- -0.59%
- 1M
- -4.59%
- YTD
- 1.08%
- 6M
- 3.47%
- 1Y
- 9.90%
- 3Y*
- 10.37%
- 5Y*
- 7.35%
- 10Y*
- 8.23%
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ALOIX vs. NFJEX - Expense Ratio Comparison
ALOIX has a 1.04% expense ratio, which is higher than NFJEX's 0.70% expense ratio.
Return for Risk
ALOIX vs. NFJEX — Risk / Return Rank
ALOIX
NFJEX
ALOIX vs. NFJEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Small-Cap Fund (ALOIX) and Virtus NFJ Dividend Value Fund (NFJEX). 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 | NFJEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.65 | +1.78 |
Sortino ratioReturn per unit of downside risk | 2.97 | 1.00 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.14 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 0.75 | +2.31 |
Martin ratioReturn relative to average drawdown | 12.51 | 2.90 | +9.61 |
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 | NFJEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 0.65 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.45 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between ALOIX and NFJEX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ALOIX vs. NFJEX - Dividend Comparison
ALOIX's dividend yield for the trailing twelve months is around 4.37%, less than NFJEX's 12.37% 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% |
NFJEX Virtus NFJ Dividend Value Fund | 12.37% | 12.61% | 3.51% | 14.16% | 19.01% | 6.43% | 1.96% | 14.20% | 27.33% | 27.35% | 6.05% | 2.77% |
Drawdowns
ALOIX vs. NFJEX - Drawdown Comparison
The maximum ALOIX drawdown since its inception was -79.29%, which is greater than NFJEX's maximum drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for ALOIX and NFJEX.
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Drawdown Indicators
| ALOIX | NFJEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -61.94% | -17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -13.12% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -23.29% | -16.12% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -39.25% | -3.54% |
Current DrawdownCurrent decline from peak | -9.91% | -7.11% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -9.67% | -25.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.38% | -0.67% |
Volatility
ALOIX vs. NFJEX - Volatility Comparison
Virtus International Small-Cap Fund (ALOIX) has a higher volatility of 5.57% compared to Virtus NFJ Dividend Value Fund (NFJEX) at 3.67%. This indicates that ALOIX's price experiences larger fluctuations and is considered to be riskier than NFJEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALOIX | NFJEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.67% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 9.62% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 17.07% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 16.38% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 18.11% | -1.51% |