NFJEX vs. ALOIX
Compare and contrast key facts about Virtus NFJ Dividend Value Fund (NFJEX) and Virtus International Small-Cap Fund (ALOIX).
NFJEX is managed by Allianz. It was launched on May 8, 2000. ALOIX is managed by Allianz. It was launched on Dec 30, 1997.
Performance
NFJEX vs. ALOIX - Performance Comparison
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NFJEX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFJEX Virtus NFJ Dividend Value Fund | 1.08% | 8.46% | 5.29% | 19.79% | -13.63% | 28.90% | -2.13% | 25.12% | -10.15% | 15.49% |
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, NFJEX achieves a 1.08% return, which is significantly lower than ALOIX's 3.88% return. Over the past 10 years, NFJEX has outperformed ALOIX with an annualized return of 8.23%, while ALOIX has yielded a comparatively lower 7.23% annualized return.
NFJEX
- 1D
- -0.59%
- 1M
- -4.59%
- YTD
- 1.08%
- 6M
- 3.47%
- 1Y
- 9.90%
- 3Y*
- 10.37%
- 5Y*
- 7.35%
- 10Y*
- 8.23%
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%
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NFJEX vs. ALOIX - Expense Ratio Comparison
NFJEX has a 0.70% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Return for Risk
NFJEX vs. ALOIX — Risk / Return Rank
NFJEX
ALOIX
NFJEX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) 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.
| NFJEX | ALOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 2.44 | -1.78 |
Sortino ratioReturn per unit of downside risk | 1.00 | 2.97 | -1.97 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.48 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.05 | -2.31 |
Martin ratioReturn relative to average drawdown | 2.90 | 12.51 | -9.61 |
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
| NFJEX | ALOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.44 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.36 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.44 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.29 | +0.11 |
Correlation
The correlation between NFJEX and ALOIX is 0.58, 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
NFJEX vs. ALOIX - Dividend Comparison
NFJEX's dividend yield for the trailing twelve months is around 12.37%, more than ALOIX's 4.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFJEX Virtus NFJ Dividend Value Fund | 12.37% | 12.61% | 3.51% | 14.16% | 19.01% | 6.43% | 1.96% | 14.20% | 27.33% | 27.35% | 6.05% | 2.77% |
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
NFJEX vs. ALOIX - Drawdown Comparison
The maximum NFJEX drawdown since its inception was -61.94%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for NFJEX and ALOIX.
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Drawdown Indicators
| NFJEX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -79.29% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.56% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -39.41% | +16.12% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -42.79% | +3.54% |
Current DrawdownCurrent decline from peak | -7.11% | -9.91% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -35.07% | +25.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.71% | +0.67% |
Volatility
NFJEX vs. ALOIX - Volatility Comparison
The current volatility for Virtus NFJ Dividend Value Fund (NFJEX) is 3.67%, while Virtus International Small-Cap Fund (ALOIX) has a volatility of 5.57%. This indicates that NFJEX experiences smaller price fluctuations and is considered to be less risky 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
| NFJEX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.57% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 9.69% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 14.43% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 15.01% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 16.60% | +1.51% |