ALOIX vs. SPY
Compare and contrast key facts about Virtus International Small-Cap Fund (ALOIX) and State Street SPDR S&P 500 ETF (SPY).
ALOIX is managed by Allianz. It was launched on Dec 30, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ALOIX vs. SPY - Performance Comparison
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ALOIX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ALOIX achieves a 3.88% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, ALOIX has underperformed SPY with an annualized return of 7.23%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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ALOIX vs. SPY - Expense Ratio Comparison
ALOIX has a 1.04% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
ALOIX vs. SPY — Risk / Return Rank
ALOIX
SPY
ALOIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Small-Cap Fund (ALOIX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.93 | +1.51 |
Sortino ratioReturn per unit of downside risk | 2.97 | 1.45 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.22 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.53 | +1.53 |
Martin ratioReturn relative to average drawdown | 12.51 | 7.30 | +5.21 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 0.93 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.69 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.27 |
Correlation
The correlation between ALOIX and SPY is 0.55, 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. SPY - Dividend Comparison
ALOIX's dividend yield for the trailing twelve months is around 4.37%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ALOIX vs. SPY - Drawdown Comparison
The maximum ALOIX drawdown since its inception was -79.29%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ALOIX and SPY.
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Drawdown Indicators
| ALOIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -55.19% | -24.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -12.05% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -24.50% | -14.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -33.72% | -9.07% |
Current DrawdownCurrent decline from peak | -9.91% | -6.24% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -9.09% | -25.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.52% | +0.19% |
Volatility
ALOIX vs. SPY - Volatility Comparison
Virtus International Small-Cap Fund (ALOIX) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 5.57% and 5.31%, 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.
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Volatility by Period
| ALOIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 5.31% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 9.47% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 19.05% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 17.06% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 17.92% | -1.32% |