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FIASX vs. ALOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIASX vs. ALOIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FIASX achieves a 11.18% return, which is significantly lower than ALOIX's 14.32% return. Over the past 10 years, FIASX has outperformed ALOIX with an annualized return of 8.79%, while ALOIX has yielded a comparatively lower 7.99% annualized return.


FIASX

1D
0.86%
1M
1.42%
YTD
11.18%
6M
11.70%
1Y
19.84%
3Y*
13.59%
5Y*
6.77%
10Y*
8.79%

ALOIX

1D
0.14%
1M
0.68%
YTD
14.32%
6M
15.33%
1Y
36.00%
3Y*
19.41%
5Y*
7.08%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIASX vs. ALOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIASX
Fidelity Advisor International Small Cap Fund Class A
11.18%24.33%-0.23%19.32%-16.90%13.15%9.63%21.14%-16.35%31.47%
ALOIX
Virtus International Small-Cap Fund
14.32%36.22%2.65%19.43%-26.96%6.02%15.92%24.57%-22.78%37.59%

Correlation

The correlation between FIASX and ALOIX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2002

0.84

The correlation between FIASX and ALOIX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

FIASX vs. ALOIX — Risk / Return Rank

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

FIASX
FIASX Risk / Return Rank: 3030
Overall Rank
FIASX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FIASX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FIASX Omega Ratio Rank: 3232
Omega Ratio Rank
FIASX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FIASX Martin Ratio Rank: 2929
Martin Ratio Rank

ALOIX
ALOIX Risk / Return Rank: 8181
Overall Rank
ALOIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ALOIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ALOIX Omega Ratio Rank: 8282
Omega Ratio Rank
ALOIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
ALOIX Martin Ratio Rank: 7373
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.

FIASX vs. ALOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class A (FIASX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIASXALOIXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratioReturn relative to maximum drawdown

1.77

3.50

-1.73

Martin ratioReturn relative to average drawdown

6.23

12.95

-6.72

FIASX vs. ALOIX - Sharpe Ratio Comparison

The current FIASX Sharpe Ratio is 1.48, which is lower than the ALOIX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FIASX and ALOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIASX vs. ALOIX - Drawdown Comparison

The maximum FIASX drawdown since its inception was -60.99%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for FIASX and ALOIX.


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Drawdown Indicators


FIASXALOIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-79.29%

+18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-10.07%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.80%

-14.03%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-39.41%

+8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-42.79%

+3.63%

Current Drawdown

Current decline from peak

-0.12%

-1.21%

+1.09%

Average Drawdown

Average peak-to-trough decline

-10.77%

-34.81%

+24.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.72%

+0.33%

Volatility

FIASX vs. ALOIX - Volatility Comparison

Fidelity Advisor International Small Cap Fund Class A (FIASX) and Virtus International Small-Cap Fund (ALOIX) have volatilities of 5.02% and 4.84%, 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


FIASXALOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

4.84%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

10.99%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

13.15%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

15.03%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

16.65%

-2.58%

FIASX vs. ALOIX - Expense Ratio Comparison

FIASX has a 1.29% expense ratio, which is higher than ALOIX's 1.04% expense ratio.


Dividends

FIASX vs. ALOIX - Dividend Comparison

FIASX's dividend yield for the trailing twelve months is around 3.07%, less than ALOIX's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
ALOIX
Virtus International Small-Cap Fund
3.97%4.54%3.50%4.93%1.25%19.08%1.38%1.62%18.17%1.52%1.04%0.54%
FIASX
Fidelity Advisor International Small Cap Fund Class A
3.07%3.41%2.40%1.67%0.42%7.18%0.56%2.11%5.95%2.51%2.46%2.85%

Frequently Asked Questions


FIASX and ALOIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIASX has higher volatility (5.02%) compared to ALOIX (4.84%). In terms of maximum drawdown, FIASX dropped -60.99% vs ALOIX's -79.29%.

ALOIX currently has the higher Sharpe Ratio (2.68 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIASX and ALOIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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