RMBTX vs. ALOIX
RMBTX (RMB International Fund) and ALOIX (Virtus International Small-Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 5 years, RMBTX returned 7.89%/yr vs 6.36%/yr for ALOIX. Their correlation of 0.84 means they have usually moved in the same direction. RMBTX charges 0.95%/yr vs 1.04%/yr for ALOIX.
Performance
RMBTX vs. ALOIX - Performance Comparison
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Returns By Period
In the year-to-date period, RMBTX achieves a 15.52% return, which is significantly higher than ALOIX's 14.50% return.
RMBTX
- 1D
- 2.93%
- 1M
- 0.72%
- 6M
- 10.44%
- YTD
- 15.52%
- 1Y
- 30.63%
- 3Y*
- 15.54%
- 5Y*
- 7.89%
- 10Y*
- —
- ALL TIME*
- 5.05%
ALOIX
- 1D
- 2.43%
- 1M
- 0.54%
- 6M
- 6.90%
- YTD
- 14.50%
- 1Y
- 32.78%
- 3Y*
- 17.80%
- 5Y*
- 6.36%
- 10Y*
- 8.18%
- ALL TIME*
- 6.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RMBTX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RMBTX RMB International Fund | 15.52% | 32.72% | 0.01% | 12.94% | -16.92% | 9.52% | 7.01% | 19.21% | -24.23% |
ALOIX Virtus International Small-Cap Fund | 14.50% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -25.99% |
Correlation
The correlation between RMBTX and ALOIX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018 | 0.84 |
The correlation between RMBTX and ALOIX shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RMBTX vs. ALOIX — Risk / Return Rank
RMBTX
ALOIX
RMBTX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RMB International Fund (RMBTX) 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.
| RMBTX | ALOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 3.27 | -0.88 |
| Martin ratioReturn relative to average drawdown | 9.00 | 11.69 | -2.69 |
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Drawdowns
RMBTX vs. ALOIX - Drawdown Comparison
The maximum RMBTX drawdown since its inception was -38.70%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for RMBTX and ALOIX.
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Drawdown Indicators
| RMBTX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -79.29% | +40.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -10.07% | -1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -14.03% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -39.41% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.79% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.05% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -34.68% | +25.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.81% | +0.36% |
Volatility
RMBTX vs. ALOIX - Volatility Comparison
RMB International Fund (RMBTX) and Virtus International Small-Cap Fund (ALOIX) have volatilities of 4.82% and 5.02%, 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
| RMBTX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.02% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 11.91% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.23% | 13.99% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.11% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.44% | +0.54% |
RMBTX vs. ALOIX - Expense Ratio Comparison
RMBTX has a 0.95% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Dividends
RMBTX vs. ALOIX - Dividend Comparison
RMBTX's dividend yield for the trailing twelve months is around 1.44%, less than ALOIX's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.96% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
RMBTX RMB International Fund | 1.44% | 1.66% | 2.44% | 2.03% | 2.08% | 1.03% | 0.64% | 1.17% | 0.22% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RMBTX and ALOIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALOIX has higher volatility (5.02%) compared to RMBTX (4.82%). In terms of maximum drawdown, RMBTX dropped -38.70% vs ALOIX's -79.29%.
ALOIX currently has the higher Sharpe Ratio (2.35 vs 1.76), 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.
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