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AAGOX vs. AOFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAGOX vs. AOFIX - Performance Comparison

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

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AAGOX vs. AOFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAGOX
Alger Large Cap Growth Portfolio Fund
-12.22%29.82%42.89%32.67%-38.76%12.63%67.21%27.43%2.36%28.61%
AOFIX
Alger Small Cap Focus Fund
-12.19%6.96%13.76%9.88%-37.62%-14.06%53.29%24.16%14.16%27.72%

Returns By Period

The year-to-date returns for both investments are quite close, with AAGOX having a -12.22% return and AOFIX slightly higher at -12.19%. Over the past 10 years, AAGOX has outperformed AOFIX with an annualized return of 15.62%, while AOFIX has yielded a comparatively lower 7.64% annualized return.


AAGOX

1D
-1.75%
1M
-8.36%
YTD
-12.22%
6M
-15.26%
1Y
30.09%
3Y*
23.82%
5Y*
8.19%
10Y*
15.62%

AOFIX

1D
-2.21%
1M
-13.58%
YTD
-12.19%
6M
-9.04%
1Y
13.89%
3Y*
4.33%
5Y*
-8.08%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAGOX vs. AOFIX - Expense Ratio Comparison

AAGOX has a 0.82% expense ratio, which is lower than AOFIX's 1.14% expense ratio.


Return for Risk

AAGOX vs. AOFIX — Risk / Return Rank

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

AAGOX
AAGOX Risk / Return Rank: 5656
Overall Rank
AAGOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AAGOX Sortino Ratio Rank: 6262
Sortino Ratio Rank
AAGOX Omega Ratio Rank: 5252
Omega Ratio Rank
AAGOX Calmar Ratio Rank: 6363
Calmar Ratio Rank
AAGOX Martin Ratio Rank: 4646
Martin Ratio Rank

AOFIX
AOFIX Risk / Return Rank: 1616
Overall Rank
AOFIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AOFIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AOFIX Omega Ratio Rank: 1515
Omega Ratio Rank
AOFIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AOFIX Martin Ratio Rank: 1717
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. AOFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Large Cap Growth Portfolio Fund (AAGOX) and Alger Small Cap Focus Fund (AOFIX). 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.


AAGOXAOFIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.41

+0.63

Sortino ratio

Return per unit of downside risk

1.57

0.78

+0.79

Omega ratio

Gain probability vs. loss probability

1.21

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.44

0.46

+0.98

Martin ratio

Return relative to average drawdown

4.58

1.71

+2.87

AAGOX vs. AOFIX - Sharpe Ratio Comparison

The current AAGOX Sharpe Ratio is 1.04, which is higher than the AOFIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of AAGOX and AOFIX, 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


AAGOXAOFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.41

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.29

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.29

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.23

+0.30

Correlation

The correlation between AAGOX and AOFIX is 0.86, 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. AOFIX - Dividend Comparison

AAGOX's dividend yield for the trailing twelve months is around 13.80%, while AOFIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AAGOX
Alger Large Cap Growth Portfolio Fund
13.80%12.11%0.00%0.00%5.91%28.74%14.75%1.88%22.68%9.81%0.00%12.42%
AOFIX
Alger Small Cap Focus Fund
0.00%0.00%0.00%0.00%0.00%6.94%0.00%2.36%0.85%0.00%0.00%0.00%

Drawdowns

AAGOX vs. AOFIX - Drawdown Comparison

The maximum AAGOX drawdown since its inception was -60.22%, roughly equal to the maximum AOFIX drawdown of -60.19%. Use the drawdown chart below to compare losses from any high point for AAGOX and AOFIX.


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Drawdown Indicators


AAGOXAOFIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.22%

-60.19%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.11%

-19.88%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-44.07%

-55.64%

+11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

-60.19%

+16.12%

Current Drawdown

Current decline from peak

-18.11%

-46.23%

+28.12%

Average Drawdown

Average peak-to-trough decline

-15.77%

-19.25%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

5.34%

+0.34%

Volatility

AAGOX vs. AOFIX - Volatility Comparison

The current volatility for Alger Large Cap Growth Portfolio Fund (AAGOX) is 8.18%, while Alger Small Cap Focus Fund (AOFIX) has a volatility of 9.39%. This indicates that AAGOX experiences smaller price fluctuations and is considered to be less risky than AOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAGOXAOFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

9.39%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

19.29%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

28.00%

28.37%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.04%

27.85%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

26.10%

-1.56%