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AAGOX vs. ACAYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAGOX vs. ACAYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Large Cap Growth Portfolio Fund (AAGOX) and Alger Capital Appreciation Institutional Fund Class Y (ACAYX). The values are adjusted to include any dividend payments, if applicable.

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AAGOX vs. ACAYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAGOX
Alger Large Cap Growth Portfolio Fund
-7.63%29.82%42.89%32.67%-38.76%12.63%67.21%27.43%2.36%16.64%
ACAYX
Alger Capital Appreciation Institutional Fund Class Y
-10.06%32.26%70.32%43.39%-36.58%18.80%42.01%33.67%-0.38%18.92%

Returns By Period

In the year-to-date period, AAGOX achieves a -7.63% return, which is significantly higher than ACAYX's -10.06% return.


AAGOX

1D
5.23%
1M
-3.43%
YTD
-7.63%
6M
-11.22%
1Y
35.34%
3Y*
25.94%
5Y*
8.75%
10Y*
16.21%

ACAYX

1D
4.94%
1M
-4.87%
YTD
-10.06%
6M
-11.16%
1Y
33.24%
3Y*
36.74%
5Y*
16.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAGOX vs. ACAYX - Expense Ratio Comparison

AAGOX has a 0.82% expense ratio, which is lower than ACAYX's 0.83% expense ratio.


Return for Risk

AAGOX vs. ACAYX — Risk / Return Rank

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

AAGOX
AAGOX Risk / Return Rank: 7070
Overall Rank
AAGOX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AAGOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
AAGOX Omega Ratio Rank: 6363
Omega Ratio Rank
AAGOX Calmar Ratio Rank: 7979
Calmar Ratio Rank
AAGOX Martin Ratio Rank: 6262
Martin Ratio Rank

ACAYX
ACAYX Risk / Return Rank: 6767
Overall Rank
ACAYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACAYX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ACAYX Omega Ratio Rank: 6262
Omega Ratio Rank
ACAYX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACAYX Martin Ratio Rank: 6060
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.

AAGOX vs. ACAYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Large Cap Growth Portfolio Fund (AAGOX) and Alger Capital Appreciation Institutional Fund Class Y (ACAYX). 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.


AAGOXACAYXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.26

+0.04

Sortino ratio

Return per unit of downside risk

1.89

1.87

+0.02

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.98

1.86

+0.12

Martin ratio

Return relative to average drawdown

6.23

6.18

+0.05

AAGOX vs. ACAYX - Sharpe Ratio Comparison

The current AAGOX Sharpe Ratio is 1.31, which is comparable to the ACAYX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of AAGOX and ACAYX, 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


AAGOXACAYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.26

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.74

-0.20

Correlation

The correlation between AAGOX and ACAYX is 0.97, 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

AAGOX vs. ACAYX - Dividend Comparison

AAGOX's dividend yield for the trailing twelve months is around 13.11%, more than ACAYX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
AAGOX
Alger Large Cap Growth Portfolio Fund
13.11%12.11%0.00%0.00%5.91%28.74%14.75%1.88%22.68%9.81%0.00%12.42%
ACAYX
Alger Capital Appreciation Institutional Fund Class Y
7.39%6.64%24.81%7.76%3.77%18.85%16.28%10.19%12.28%6.73%0.00%0.00%

Drawdowns

AAGOX vs. ACAYX - Drawdown Comparison

The maximum AAGOX drawdown since its inception was -60.22%, which is greater than ACAYX's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for AAGOX and ACAYX.


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Drawdown Indicators


AAGOXACAYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.22%

-46.37%

-13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-18.11%

-18.50%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-44.07%

-46.37%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

Current Drawdown

Current decline from peak

-13.82%

-14.47%

+0.65%

Average Drawdown

Average peak-to-trough decline

-15.77%

-10.88%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.56%

+0.19%

Volatility

AAGOX vs. ACAYX - Volatility Comparison

Alger Large Cap Growth Portfolio Fund (AAGOX) has a higher volatility of 9.87% compared to Alger Capital Appreciation Institutional Fund Class Y (ACAYX) at 9.21%. This indicates that AAGOX's price experiences larger fluctuations and is considered to be riskier than ACAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAGOXACAYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

9.21%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

18.94%

17.18%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

28.41%

27.95%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

28.22%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

25.93%

-1.33%