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SCETX vs. AIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCETX vs. AIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and Virtus Artificial Intelligence & Technology Opportunities Fund (AIO). The values are adjusted to include any dividend payments, if applicable.

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SCETX vs. AIO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCETX
Virtus Ceredex Small-Cap Value Equity Fund
2.48%1.59%8.53%14.49%-9.79%27.43%0.92%1.01%
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
0.42%0.48%54.48%19.27%-28.06%13.51%46.27%1.05%

Returns By Period

In the year-to-date period, SCETX achieves a 2.48% return, which is significantly higher than AIO's 0.42% return.


SCETX

1D
-1.01%
1M
-9.15%
YTD
2.48%
6M
4.81%
1Y
12.87%
3Y*
7.62%
5Y*
5.38%
10Y*
7.17%

AIO

1D
1.47%
1M
-6.35%
YTD
0.42%
6M
-2.34%
1Y
18.31%
3Y*
19.00%
5Y*
7.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCETX vs. AIO - Expense Ratio Comparison

SCETX has a 1.15% expense ratio, which is lower than AIO's 1.41% expense ratio.


Return for Risk

SCETX vs. AIO — Risk / Return Rank

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

SCETX
SCETX Risk / Return Rank: 2323
Overall Rank
SCETX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SCETX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCETX Omega Ratio Rank: 2222
Omega Ratio Rank
SCETX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCETX Martin Ratio Rank: 2323
Martin Ratio Rank

AIO
AIO Risk / Return Rank: 3838
Overall Rank
AIO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AIO Sortino Ratio Rank: 4141
Sortino Ratio Rank
AIO Omega Ratio Rank: 3838
Omega Ratio Rank
AIO Calmar Ratio Rank: 3939
Calmar Ratio Rank
AIO Martin Ratio Rank: 3636
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.

SCETX vs. AIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and Virtus Artificial Intelligence & Technology Opportunities Fund (AIO). 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.


SCETXAIODifference

Sharpe ratio

Return per unit of total volatility

0.56

0.80

-0.24

Sortino ratio

Return per unit of downside risk

0.94

1.25

-0.32

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.70

1.02

-0.32

Martin ratio

Return relative to average drawdown

2.52

3.74

-1.22

SCETX vs. AIO - Sharpe Ratio Comparison

The current SCETX Sharpe Ratio is 0.56, which is comparable to the AIO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SCETX and AIO, 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


SCETXAIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.80

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.35

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.50

-0.05

Correlation

The correlation between SCETX and AIO is 0.59, 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

SCETX vs. AIO - Dividend Comparison

SCETX's dividend yield for the trailing twelve months is around 1.06%, less than AIO's 13.97% yield.


TTM20252024202320222021202020192018201720162015
SCETX
Virtus Ceredex Small-Cap Value Equity Fund
1.06%1.09%12.45%11.39%22.49%18.08%1.29%5.64%19.10%17.59%4.37%37.54%
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
13.97%13.75%7.30%10.34%11.12%19.97%9.31%0.54%0.00%0.00%0.00%0.00%

Drawdowns

SCETX vs. AIO - Drawdown Comparison

The maximum SCETX drawdown since its inception was -55.69%, which is greater than AIO's maximum drawdown of -44.88%. Use the drawdown chart below to compare losses from any high point for SCETX and AIO.


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Drawdown Indicators


SCETXAIODifference

Max Drawdown

Largest peak-to-trough decline

-55.69%

-44.88%

-10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-15.46%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-37.39%

+5.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.64%

Current Drawdown

Current decline from peak

-11.71%

-8.10%

-3.61%

Average Drawdown

Average peak-to-trough decline

-9.67%

-11.22%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

4.21%

+0.14%

Volatility

SCETX vs. AIO - Volatility Comparison

The current volatility for Virtus Ceredex Small-Cap Value Equity Fund (SCETX) is 5.88%, while Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) has a volatility of 6.44%. This indicates that SCETX experiences smaller price fluctuations and is considered to be less risky than AIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCETXAIODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

6.44%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

13.65%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

23.22%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

22.03%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

27.03%

-4.73%