YASLX vs. ALOIX
YASLX (AMG Yacktman Special Opportunities Fund) and ALOIX (Virtus International Small-Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, YASLX returned 11.05%/yr vs 7.99%/yr for ALOIX. A 0.65 correlation means they provide meaningful diversification when combined. YASLX charges 1.86%/yr vs 1.04%/yr for ALOIX.
Performance
YASLX vs. ALOIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with YASLX having a 14.01% return and ALOIX slightly higher at 14.32%. Over the past 10 years, YASLX has outperformed ALOIX with an annualized return of 11.05%, while ALOIX has yielded a comparatively lower 7.99% annualized return.
YASLX
- 1D
- -0.64%
- 1M
- -1.83%
- YTD
- 14.01%
- 6M
- 14.96%
- 1Y
- 14.11%
- 3Y*
- 10.69%
- 5Y*
- 4.08%
- 10Y*
- 11.05%
ALOIX
- 1D
- 0.14%
- 1M
- 0.68%
- YTD
- 14.32%
- 6M
- 15.33%
- 1Y
- 36.00%
- 3Y*
- 19.41%
- 5Y*
- 7.08%
- 10Y*
- 7.99%
YASLX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YASLX AMG Yacktman Special Opportunities Fund | 14.01% | 6.27% | 11.23% | 3.65% | -13.59% | 24.45% | 12.82% | 17.07% | -10.15% | 34.85% |
ALOIX Virtus International Small-Cap Fund | 14.32% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
Correlation
The correlation between YASLX and ALOIX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.65 |
The correlation between YASLX and ALOIX shifts across timeframes, from 0.54 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YASLX vs. ALOIX — Risk / Return Rank
YASLX
ALOIX
YASLX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Special Opportunities Fund (YASLX) 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.
| YASLX | ALOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 3.50 | -2.18 |
| Martin ratioReturn relative to average drawdown | 3.77 | 12.95 | -9.18 |
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Drawdowns
YASLX vs. ALOIX - Drawdown Comparison
The maximum YASLX drawdown since its inception was -38.91%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for YASLX and ALOIX.
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Drawdown Indicators
| YASLX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.91% | -79.29% | +40.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -10.07% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -14.03% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -39.41% | +11.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | -42.79% | +3.88% |
Current DrawdownCurrent decline from peak | -3.21% | -1.21% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -34.81% | +26.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.72% | +0.83% |
Volatility
YASLX vs. ALOIX - Volatility Comparison
The current volatility for AMG Yacktman Special Opportunities Fund (YASLX) is 3.17%, while Virtus International Small-Cap Fund (ALOIX) has a volatility of 4.84%. This indicates that YASLX 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
| YASLX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 4.84% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 10.99% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 13.15% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 15.03% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 16.65% | -1.62% |
YASLX vs. ALOIX - Expense Ratio Comparison
YASLX has a 1.86% expense ratio, which is higher than ALOIX's 1.04% expense ratio.
Dividends
YASLX vs. ALOIX - Dividend Comparison
YASLX has not paid dividends to shareholders, while ALOIX's dividend yield for the trailing twelve months is around 3.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALOIX Virtus International Small-Cap Fund | 3.97% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
YASLX AMG Yacktman Special Opportunities Fund | 0.00% | 0.00% | 15.82% | 8.97% | 0.94% | 3.85% | 2.62% | 12.95% | 9.89% | 4.86% | 3.28% | 4.59% |
Frequently Asked Questions
YASLX and ALOIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALOIX has higher volatility (4.84%) compared to YASLX (3.17%). In terms of maximum drawdown, YASLX dropped -38.91% vs ALOIX's -79.29%.
ALOIX currently has the higher Sharpe Ratio (2.68 vs 1.21), 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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