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 11.61%/yr vs 8.18%/yr for ALOIX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. AZBIX charges 0.89%/yr vs 1.04%/yr for ALOIX.
Performance
AZBIX vs. ALOIX - Performance Comparison
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Returns By Period
In the year-to-date period, AZBIX achieves a 19.77% return, which is significantly higher than ALOIX's 14.50% return. Over the past 10 years, AZBIX has outperformed ALOIX with an annualized return of 11.61%, while ALOIX has yielded a comparatively lower 8.18% annualized return.
AZBIX
- 1D
- 1.30%
- 1M
- -0.94%
- 6M
- 14.75%
- YTD
- 19.77%
- 1Y
- 33.35%
- 3Y*
- 16.35%
- 5Y*
- 8.58%
- 10Y*
- 11.61%
- ALL TIME*
- 10.96%
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%
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 |
AZBIX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 19.77% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
ALOIX Virtus International Small-Cap Fund | 14.50% | 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 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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.
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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 | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.27 | +0.01 |
| Martin ratioReturn relative to average drawdown | 11.02 | 11.69 | -0.68 |
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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.
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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 | -2.95% | -1.05% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -34.68% | +27.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.81% | -0.03% |
Volatility
AZBIX vs. ALOIX - Volatility Comparison
The current volatility for Virtus Small-Cap Fund (AZBIX) is 3.97%, while Virtus International Small-Cap Fund (ALOIX) has a volatility of 5.02%. This indicates that AZBIX experiences smaller price fluctuations and is considered to be less risky than ALOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZBIX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 5.02% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 11.91% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 13.99% | +3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 15.11% | +5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 16.44% | +4.90% |
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 4.09%, more than ALOIX's 3.96% 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% |
AZBIX Virtus Small-Cap Fund | 4.09% | 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.
ALOIX has higher volatility (5.02%) compared to AZBIX (3.97%). In terms of maximum drawdown, AZBIX dropped -40.80% vs ALOIX's -79.29%.
ALOIX currently has the higher Sharpe Ratio (2.35 vs 1.76), 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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