AZMIX vs. AZBIX
Compare and contrast key facts about Virtus NFJ Emerging Markets Value Fund (AZMIX) and Virtus Small-Cap Fund (AZBIX).
AZMIX is managed by Allianz. It was launched on Dec 17, 2012. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
AZMIX vs. AZBIX - Performance Comparison
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AZMIX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, AZMIX achieves a 1.85% return, which is significantly lower than AZBIX's 2.47% return. Over the past 10 years, AZMIX has underperformed AZBIX with an annualized return of 6.91%, while AZBIX has yielded a comparatively higher 10.62% annualized return.
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%
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%
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AZMIX vs. AZBIX - Expense Ratio Comparison
Both AZMIX and AZBIX have an expense ratio of 0.89%.
Return for Risk
AZMIX vs. AZBIX — Risk / Return Rank
AZMIX
AZBIX
AZMIX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Emerging Markets Value Fund (AZMIX) and Virtus Small-Cap Fund (AZBIX). 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.
| AZMIX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.11 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.66 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.85 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.23 | 6.82 | +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
| AZMIX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.11 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.27 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.49 | -0.21 |
Correlation
The correlation between AZMIX and AZBIX 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
AZMIX vs. AZBIX - Dividend Comparison
AZMIX's dividend yield for the trailing twelve months is around 3.10%, less than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
AZMIX vs. AZBIX - Drawdown Comparison
The maximum AZMIX drawdown since its inception was -44.57%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for AZMIX and AZBIX.
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Drawdown Indicators
| AZMIX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.57% | -40.80% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -11.76% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -43.05% | -29.85% | -13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.57% | -40.80% | -3.77% |
Current DrawdownCurrent decline from peak | -10.83% | -5.35% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -14.40% | -7.80% | -6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 3.19% | +0.65% |
Volatility
AZMIX vs. AZBIX - Volatility Comparison
Virtus NFJ Emerging Markets Value Fund (AZMIX) has a higher volatility of 8.45% compared to Virtus Small-Cap Fund (AZBIX) at 7.23%. This indicates that AZMIX's price experiences larger fluctuations and is considered to be riskier than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZMIX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 7.23% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 13.00% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 19.97% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 20.54% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 21.31% | -3.11% |