AZBIX vs. ALOIX
AZBIX (Virtus Small-Cap Fund) and ALOIX (Virtus International Small-Cap Fund) are both mutual funds - AZBIX is a Small Cap Blend Equities fund managed by Allianz, while ALOIX is a Foreign Small & Mid Cap Equities fund managed by Allianz. Over the past 10 years, AZBIX returned 12.10%/yr vs 7.99%/yr for ALOIX. A 0.63 correlation means they provide meaningful diversification when combined. AZBIX charges 0.89%/yr vs 1.04%/yr for ALOIX.
Performance
AZBIX vs. ALOIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AZBIX achieves a 20.26% return, which is significantly higher than ALOIX's 14.32% return. Over the past 10 years, AZBIX has outperformed ALOIX with an annualized return of 12.10%, while ALOIX has yielded a comparatively lower 7.99% annualized return.
AZBIX
- 1D
- 1.89%
- 1M
- 3.92%
- YTD
- 20.26%
- 6M
- 17.27%
- 1Y
- 37.50%
- 3Y*
- 18.11%
- 5Y*
- 9.33%
- 10Y*
- 12.10%
ALOIX
- 1D
- 0.14%
- 1M
- 0.68%
- YTD
- 14.32%
- 6M
- 15.33%
- 1Y
- 36.00%
- 3Y*
- 19.41%
- 5Y*
- 7.08%
- 10Y*
- 7.99%
AZBIX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 20.26% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
ALOIX Virtus International Small-Cap Fund | 14.32% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
Correlation
The correlation between AZBIX and ALOIX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2013 | 0.63 |
The correlation between AZBIX and ALOIX shifts across timeframes, from 0.53 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AZBIX vs. ALOIX — Risk / Return Rank
AZBIX
ALOIX
AZBIX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Small-Cap Fund (AZBIX) and Virtus International Small-Cap Fund (ALOIX). 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.
| AZBIX | ALOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 3.50 | +0.48 |
| Martin ratioReturn relative to average drawdown | 13.89 | 12.95 | +0.94 |
Loading charts...
Drawdowns
AZBIX vs. ALOIX - Drawdown Comparison
The maximum AZBIX drawdown since its inception was -40.80%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for AZBIX and ALOIX.
Loading charts...
Drawdown Indicators
| AZBIX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.80% | -79.29% | +38.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -10.07% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -29.01% | -14.03% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -39.41% | +9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.80% | -42.79% | +1.99% |
Current DrawdownCurrent decline from peak | 0.00% | -1.21% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -34.81% | +27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.72% | -0.05% |
Volatility
AZBIX vs. ALOIX - Volatility Comparison
Virtus Small-Cap Fund (AZBIX) has a higher volatility of 5.83% compared to Virtus International Small-Cap Fund (ALOIX) at 4.84%. This indicates that AZBIX's price experiences larger fluctuations and is considered to be riskier than ALOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AZBIX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 4.84% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 10.99% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 13.15% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 15.03% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 16.65% | +4.75% |
AZBIX vs. ALOIX - Expense Ratio Comparison
AZBIX has a 0.89% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Dividends
AZBIX vs. ALOIX - Dividend Comparison
AZBIX's dividend yield for the trailing twelve months is around 4.07%, more than ALOIX's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.97% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
AZBIX Virtus Small-Cap Fund | 4.07% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Frequently Asked Questions
AZBIX and ALOIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZBIX has higher volatility (5.83%) compared to ALOIX (4.84%). In terms of maximum drawdown, AZBIX dropped -40.80% vs ALOIX's -79.29%.
ALOIX currently has the higher Sharpe Ratio (2.68 vs 2.15), 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.
Find the right allocation for AZBIX and ALOIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer