AZBIX vs. QSMLX
Compare and contrast key facts about Virtus Small-Cap Fund (AZBIX) and AQR Small Cap Multi-Style Fund (QSMLX).
AZBIX is managed by Allianz. It was launched on Jul 1, 2013. QSMLX is managed by AQR Funds. It was launched on Mar 26, 2013.
Performance
AZBIX vs. QSMLX - Performance Comparison
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Returns By Period
In the year-to-date period, AZBIX achieves a 4.05% return, which is significantly lower than QSMLX's 4.57% return. Both investments have delivered pretty close results over the past 10 years, with AZBIX having a 10.89% annualized return and QSMLX not far ahead at 11.10%.
AZBIX
- 1D
- 0.43%
- 1M
- -0.54%
- YTD
- 4.05%
- 6M
- 2.53%
- 1Y
- 34.15%
- 3Y*
- 13.33%
- 5Y*
- 5.85%
- 10Y*
- 10.89%
QSMLX
- 1D
- 0.74%
- 1M
- -0.78%
- YTD
- 4.57%
- 6M
- 4.59%
- 1Y
- 43.01%
- 3Y*
- 18.39%
- 5Y*
- 7.96%
- 10Y*
- 11.10%
AZBIX vs. QSMLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 4.05% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
QSMLX AQR Small Cap Multi-Style Fund | 4.57% | 17.41% | 11.02% | 24.01% | -18.31% | 26.54% | 17.99% | 20.42% | -14.26% | 9.33% |
Correlation
The correlation between AZBIX and QSMLX is 0.96 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.
AZBIX vs. QSMLX - Expense Ratio Comparison
AZBIX has a 0.89% expense ratio, which is higher than QSMLX's 0.72% expense ratio.
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Return for Risk
AZBIX vs. QSMLX — Risk / Return Rank
AZBIX
QSMLX
AZBIX vs. QSMLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Small-Cap Fund (AZBIX) and AQR Small Cap Multi-Style Fund (QSMLX). 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 | QSMLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.29 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.88 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.55 | -0.57 |
Martin ratioReturn relative to average drawdown | 7.22 | 9.32 | -2.10 |
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 | QSMLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.29 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.35 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.09 |
Drawdowns
AZBIX vs. QSMLX - Drawdown Comparison
The maximum AZBIX drawdown since its inception was -40.80%, smaller than the maximum QSMLX drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for AZBIX and QSMLX.
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Drawdown Indicators
| AZBIX | QSMLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.80% | -44.38% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -9.33% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -30.21% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.80% | -44.38% | +3.58% |
Current DrawdownCurrent decline from peak | -3.89% | -4.76% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.27% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.33% | -0.12% |
Volatility
AZBIX vs. QSMLX - Volatility Comparison
Virtus Small-Cap Fund (AZBIX) and AQR Small Cap Multi-Style Fund (QSMLX) have volatilities of 7.13% and 7.29%, 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
| AZBIX | QSMLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 7.29% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 14.91% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.99% | 22.83% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 22.53% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 23.16% | -1.85% |
Dividends
AZBIX vs. QSMLX - Dividend Comparison
AZBIX's dividend yield for the trailing twelve months is around 4.71%, less than QSMLX's 9.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 4.71% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
QSMLX AQR Small Cap Multi-Style Fund | 9.86% | 10.31% | 13.88% | 6.74% | 0.87% | 6.13% | 1.77% | 0.97% | 13.57% | 10.71% | 2.53% | 0.22% |