MECIX vs. ALOIX
Compare and contrast key facts about AMG GW&K International Small Cap Fund (MECIX) and Virtus International Small-Cap Fund (ALOIX).
MECIX is managed by AMG. It was launched on Jun 24, 1993. ALOIX is managed by Allianz. It was launched on Dec 30, 1997.
Performance
MECIX vs. ALOIX - Performance Comparison
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MECIX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MECIX AMG GW&K International Small Cap Fund | -0.13% | 16.57% | 2.15% | 6.23% | -20.34% | 2.33% | 1.72% | 9.90% | -6.00% | 22.41% |
ALOIX Virtus International Small-Cap Fund | 6.02% | 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, MECIX achieves a -0.13% return, which is significantly lower than ALOIX's 6.02% return. Over the past 10 years, MECIX has underperformed ALOIX with an annualized return of 5.53%, while ALOIX has yielded a comparatively higher 7.45% annualized return.
MECIX
- 1D
- 2.38%
- 1M
- -7.34%
- YTD
- -0.13%
- 6M
- -0.76%
- 1Y
- 16.60%
- 3Y*
- 5.87%
- 5Y*
- -0.07%
- 10Y*
- 5.53%
ALOIX
- 1D
- 2.07%
- 1M
- -7.26%
- YTD
- 6.02%
- 6M
- 12.06%
- 1Y
- 38.55%
- 3Y*
- 18.41%
- 5Y*
- 5.43%
- 10Y*
- 7.45%
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MECIX vs. ALOIX - Expense Ratio Comparison
MECIX has a 0.99% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Return for Risk
MECIX vs. ALOIX — Risk / Return Rank
MECIX
ALOIX
MECIX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K International Small Cap Fund (MECIX) 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.
| MECIX | ALOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.70 | -1.61 |
Sortino ratioReturn per unit of downside risk | 1.45 | 3.26 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.53 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.57 | -2.23 |
Martin ratioReturn relative to average drawdown | 4.79 | 13.91 | -9.13 |
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
| MECIX | ALOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.70 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.36 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.45 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.29 | +0.12 |
Correlation
The correlation between MECIX and ALOIX is 0.56, 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
MECIX vs. ALOIX - Dividend Comparison
MECIX has not paid dividends to shareholders, while ALOIX's dividend yield for the trailing twelve months is around 4.28%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MECIX AMG GW&K International Small Cap Fund | 0.00% | 0.00% | 2.06% | 1.51% | 1.34% | 0.68% | 0.00% | 0.02% | 9.02% | 0.00% | 0.00% | 0.00% |
ALOIX Virtus International Small-Cap Fund | 4.28% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
Drawdowns
MECIX vs. ALOIX - Drawdown Comparison
The maximum MECIX drawdown since its inception was -68.42%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for MECIX and ALOIX.
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Drawdown Indicators
| MECIX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.42% | -79.29% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -10.41% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -37.38% | -39.41% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -51.20% | -42.79% | -8.41% |
Current DrawdownCurrent decline from peak | -9.56% | -8.05% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -35.07% | +20.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.71% | +0.39% |
Volatility
MECIX vs. ALOIX - Volatility Comparison
AMG GW&K International Small Cap Fund (MECIX) and Virtus International Small-Cap Fund (ALOIX) have volatilities of 6.22% and 6.11%, 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
| MECIX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 6.11% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 9.87% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 14.53% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 15.03% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 16.61% | +2.69% |