AZBIX vs. AZMIX
Compare and contrast key facts about Virtus Small-Cap Fund (AZBIX) and Virtus NFJ Emerging Markets Value Fund (AZMIX).
AZBIX is managed by Allianz. It was launched on Jul 1, 2013. AZMIX is managed by Allianz. It was launched on Dec 17, 2012.
Performance
AZBIX vs. AZMIX - Performance Comparison
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AZBIX vs. AZMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
AZMIX Virtus NFJ Emerging Markets Value Fund | 1.85% | 33.20% | 0.98% | 7.15% | -27.76% | 2.53% | 22.61% | 21.90% | -19.63% | 36.72% |
Returns By Period
In the year-to-date period, AZBIX achieves a 2.47% return, which is significantly higher than AZMIX's 1.85% return. Over the past 10 years, AZBIX has outperformed AZMIX with an annualized return of 10.62%, while AZMIX has yielded a comparatively lower 6.91% annualized return.
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
AZMIX
- 1D
- 1.45%
- 1M
- -9.07%
- YTD
- 1.85%
- 6M
- 0.20%
- 1Y
- 28.14%
- 3Y*
- 10.81%
- 5Y*
- 1.24%
- 10Y*
- 6.91%
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AZBIX vs. AZMIX - Expense Ratio Comparison
Both AZBIX and AZMIX have an expense ratio of 0.89%.
Return for Risk
AZBIX vs. AZMIX — Risk / Return Rank
AZBIX
AZMIX
AZBIX vs. AZMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Small-Cap Fund (AZBIX) and Virtus NFJ Emerging Markets Value Fund (AZMIX). 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.
| AZBIX | AZMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.46 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.93 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.11 | -0.26 |
Martin ratioReturn relative to average drawdown | 6.82 | 7.23 | -0.40 |
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
| AZBIX | AZMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.46 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.06 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.38 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.29 | +0.21 |
Correlation
The correlation between AZBIX and AZMIX is 0.52, 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
AZBIX vs. AZMIX - Dividend Comparison
AZBIX's dividend yield for the trailing twelve months is around 4.78%, more than AZMIX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
AZMIX Virtus NFJ Emerging Markets Value Fund | 3.10% | 3.15% | 1.57% | 1.80% | 2.08% | 0.57% | 1.68% | 2.96% | 3.07% | 1.70% | 2.41% | 3.62% |
Drawdowns
AZBIX vs. AZMIX - Drawdown Comparison
The maximum AZBIX drawdown since its inception was -40.80%, smaller than the maximum AZMIX drawdown of -44.57%. Use the drawdown chart below to compare losses from any high point for AZBIX and AZMIX.
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Drawdown Indicators
| AZBIX | AZMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.80% | -44.57% | +3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -13.15% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -43.05% | +13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.80% | -44.57% | +3.77% |
Current DrawdownCurrent decline from peak | -5.35% | -10.83% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -14.40% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.84% | -0.65% |
Volatility
AZBIX vs. AZMIX - Volatility Comparison
The current volatility for Virtus Small-Cap Fund (AZBIX) is 7.23%, while Virtus NFJ Emerging Markets Value Fund (AZMIX) has a volatility of 8.45%. This indicates that AZBIX experiences smaller price fluctuations and is considered to be less risky than AZMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZBIX | AZMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 8.45% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 14.07% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 19.63% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 19.16% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 18.20% | +3.11% |