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DRMCX vs. ALOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRMCX vs. ALOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Mid-Cap Growth Fund (DRMCX) and Virtus International Small-Cap Fund (ALOIX). The values are adjusted to include any dividend payments, if applicable.

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DRMCX vs. ALOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRMCX
Virtus Mid-Cap Growth Fund
-8.21%18.09%20.49%24.81%-32.59%14.91%55.27%41.73%-11.16%25.08%
ALOIX
Virtus International Small-Cap Fund
3.88%36.22%2.65%19.43%-26.96%6.02%15.92%24.57%-22.78%37.59%

Returns By Period

In the year-to-date period, DRMCX achieves a -8.21% return, which is significantly lower than ALOIX's 3.88% return. Over the past 10 years, DRMCX has outperformed ALOIX with an annualized return of 12.78%, while ALOIX has yielded a comparatively lower 7.23% annualized return.


DRMCX

1D
-1.97%
1M
-11.04%
YTD
-8.21%
6M
-11.23%
1Y
17.59%
3Y*
14.82%
5Y*
4.29%
10Y*
12.78%

ALOIX

1D
0.17%
1M
-9.91%
YTD
3.88%
6M
9.68%
1Y
36.10%
3Y*
17.60%
5Y*
5.32%
10Y*
7.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRMCX vs. ALOIX - Expense Ratio Comparison

DRMCX has a 0.83% expense ratio, which is lower than ALOIX's 1.04% expense ratio.


Return for Risk

DRMCX vs. ALOIX — Risk / Return Rank

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

DRMCX
DRMCX Risk / Return Rank: 3333
Overall Rank
DRMCX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DRMCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DRMCX Omega Ratio Rank: 2929
Omega Ratio Rank
DRMCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DRMCX Martin Ratio Rank: 3333
Martin Ratio Rank

ALOIX
ALOIX Risk / Return Rank: 9494
Overall Rank
ALOIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ALOIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ALOIX Omega Ratio Rank: 9494
Omega Ratio Rank
ALOIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ALOIX Martin Ratio Rank: 9494
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.

DRMCX vs. ALOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) 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.


DRMCXALOIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

2.44

-1.75

Sortino ratio

Return per unit of downside risk

1.13

2.97

-1.84

Omega ratio

Gain probability vs. loss probability

1.15

1.48

-0.33

Calmar ratio

Return relative to maximum drawdown

1.04

3.05

-2.01

Martin ratio

Return relative to average drawdown

3.54

12.51

-8.97

DRMCX vs. ALOIX - Sharpe Ratio Comparison

The current DRMCX Sharpe Ratio is 0.69, which is lower than the ALOIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of DRMCX and ALOIX, 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


DRMCXALOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

2.44

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.36

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.44

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.29

-0.14

Correlation

The correlation between DRMCX and ALOIX is 0.55, 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

DRMCX vs. ALOIX - Dividend Comparison

DRMCX's dividend yield for the trailing twelve months is around 18.01%, more than ALOIX's 4.37% yield.


TTM20252024202320222021202020192018201720162015
DRMCX
Virtus Mid-Cap Growth Fund
18.01%16.53%0.00%0.00%0.00%27.44%9.02%4.12%14.34%8.78%7.35%5.65%
ALOIX
Virtus International Small-Cap Fund
4.37%4.54%3.50%4.93%1.25%19.08%1.38%1.62%18.17%1.52%1.04%0.54%

Drawdowns

DRMCX vs. ALOIX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -86.34%, which is greater than ALOIX's maximum drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for DRMCX and ALOIX.


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Drawdown Indicators


DRMCXALOIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-79.29%

-7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-10.56%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-39.41%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-42.79%

-0.68%

Current Drawdown

Current decline from peak

-13.75%

-9.91%

-3.84%

Average Drawdown

Average peak-to-trough decline

-45.07%

-35.07%

-10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.71%

+1.36%

Volatility

DRMCX vs. ALOIX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 7.09% compared to Virtus International Small-Cap Fund (ALOIX) at 5.57%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier 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


DRMCXALOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

5.57%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

9.69%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

25.06%

14.43%

+10.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

15.01%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

16.60%

+6.88%