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AZBIX vs. CSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AZBIX vs. CSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Small-Cap Fund (AZBIX) and Copeland SMID Cap Dividend Growth Fund (CSMDX). The values are adjusted to include any dividend payments, if applicable.

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AZBIX vs. CSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZBIX
Virtus Small-Cap Fund
-0.89%8.49%19.06%14.09%-18.04%18.92%16.98%24.13%-9.25%16.64%
CSMDX
Copeland SMID Cap Dividend Growth Fund
1.51%2.72%2.24%18.89%-14.89%22.60%8.29%29.90%-5.20%10.44%

Returns By Period

In the year-to-date period, AZBIX achieves a -0.89% return, which is significantly lower than CSMDX's 1.51% return.


AZBIX

1D
-1.25%
1M
-7.38%
YTD
-0.89%
6M
-2.42%
1Y
18.07%
3Y*
11.65%
5Y*
5.21%
10Y*
10.25%

CSMDX

1D
-0.39%
1M
-8.78%
YTD
1.51%
6M
1.88%
1Y
9.49%
3Y*
5.94%
5Y*
3.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AZBIX vs. CSMDX - Expense Ratio Comparison

AZBIX has a 0.89% expense ratio, which is lower than CSMDX's 0.95% expense ratio.


Return for Risk

AZBIX vs. CSMDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AZBIX
AZBIX Risk / Return Rank: 4848
Overall Rank
AZBIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AZBIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
AZBIX Omega Ratio Rank: 3939
Omega Ratio Rank
AZBIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
AZBIX Martin Ratio Rank: 5050
Martin Ratio Rank

CSMDX
CSMDX Risk / Return Rank: 1919
Overall Rank
CSMDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CSMDX Sortino Ratio Rank: 2121
Sortino Ratio Rank
CSMDX Omega Ratio Rank: 1818
Omega Ratio Rank
CSMDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CSMDX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AZBIX vs. CSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Small-Cap Fund (AZBIX) and Copeland SMID Cap Dividend Growth Fund (CSMDX). 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.


AZBIXCSMDXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.51

+0.39

Sortino ratio

Return per unit of downside risk

1.38

0.89

+0.49

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.34

0.58

+0.76

Martin ratio

Return relative to average drawdown

4.95

2.19

+2.76

AZBIX vs. CSMDX - Sharpe Ratio Comparison

The current AZBIX Sharpe Ratio is 0.91, which is higher than the CSMDX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AZBIX and CSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AZBIXCSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.51

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.21

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.40

+0.08

Correlation

The correlation between AZBIX and CSMDX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AZBIX vs. CSMDX - Dividend Comparison

AZBIX's dividend yield for the trailing twelve months is around 4.94%, more than CSMDX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
AZBIX
Virtus Small-Cap Fund
4.94%4.90%10.82%2.31%4.78%13.82%0.45%0.38%9.62%13.80%0.03%3.59%
CSMDX
Copeland SMID Cap Dividend Growth Fund
3.09%3.14%1.33%0.81%4.07%6.67%0.38%2.61%4.40%0.13%0.00%0.00%

Drawdowns

AZBIX vs. CSMDX - Drawdown Comparison

The maximum AZBIX drawdown since its inception was -40.80%, which is greater than CSMDX's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for AZBIX and CSMDX.


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Drawdown Indicators


AZBIXCSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-37.28%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-13.33%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-24.60%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-40.80%

Current Drawdown

Current decline from peak

-8.46%

-9.20%

+0.74%

Average Drawdown

Average peak-to-trough decline

-7.80%

-5.84%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.52%

-0.34%

Volatility

AZBIX vs. CSMDX - Volatility Comparison

Virtus Small-Cap Fund (AZBIX) has a higher volatility of 6.27% compared to Copeland SMID Cap Dividend Growth Fund (CSMDX) at 4.58%. This indicates that AZBIX's price experiences larger fluctuations and is considered to be riskier than CSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZBIXCSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

4.58%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

10.22%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

19.31%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

18.12%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

19.25%

+2.04%