VSMAX vs. AZBIX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Virtus Small-Cap Fund (AZBIX).
VSMAX is managed by Vanguard. It was launched on Nov 13, 2000. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
VSMAX vs. AZBIX - Performance Comparison
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VSMAX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
Returns By Period
In the year-to-date period, VSMAX achieves a 1.90% return, which is significantly lower than AZBIX's 2.47% return. Both investments have delivered pretty close results over the past 10 years, with VSMAX having a 10.49% annualized return and AZBIX not far ahead at 10.62%.
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
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VSMAX vs. AZBIX - Expense Ratio Comparison
VSMAX has a 0.05% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Return for Risk
VSMAX vs. AZBIX — Risk / Return Rank
VSMAX
AZBIX
VSMAX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Virtus Small-Cap Fund (AZBIX). 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.
| VSMAX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.11 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.66 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.85 | -0.47 |
Martin ratioReturn relative to average drawdown | 5.95 | 6.82 | -0.88 |
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
| VSMAX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.11 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.27 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.50 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.49 | -0.12 |
Correlation
The correlation between VSMAX and AZBIX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VSMAX vs. AZBIX - Dividend Comparison
VSMAX's dividend yield for the trailing twelve months is around 1.33%, less than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Drawdowns
VSMAX vs. AZBIX - Drawdown Comparison
The maximum VSMAX drawdown since its inception was -59.68%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for VSMAX and AZBIX.
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Drawdown Indicators
| VSMAX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.68% | -40.80% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -11.76% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.14% | -29.85% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -40.80% | -1.02% |
Current DrawdownCurrent decline from peak | -6.11% | -5.35% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -7.80% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.19% | +0.13% |
Volatility
VSMAX vs. AZBIX - Volatility Comparison
The current volatility for Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) is 6.82%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that VSMAX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSMAX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 7.23% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 13.00% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 19.97% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 20.54% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 21.31% | +0.23% |