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AASOX vs. PXQSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AASOX vs. PXQSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Small Cap Growth Portfolio (AASOX) and Virtus KAR Small-Cap Value Fund (PXQSX). The values are adjusted to include any dividend payments, if applicable.

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AASOX vs. PXQSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AASOX
Alger Small Cap Growth Portfolio
-7.51%5.89%8.12%16.49%-38.39%-5.07%67.18%29.36%1.47%28.73%
PXQSX
Virtus KAR Small-Cap Value Fund
0.43%-4.50%9.63%19.10%-24.29%19.50%28.16%24.87%-15.95%18.90%

Returns By Period

In the year-to-date period, AASOX achieves a -7.51% return, which is significantly lower than PXQSX's 0.43% return. Over the past 10 years, AASOX has underperformed PXQSX with an annualized return of 7.39%, while PXQSX has yielded a comparatively higher 7.85% annualized return.


AASOX

1D
4.93%
1M
-6.76%
YTD
-7.51%
6M
-4.68%
1Y
17.78%
3Y*
5.05%
5Y*
-6.70%
10Y*
7.39%

PXQSX

1D
2.17%
1M
-7.60%
YTD
0.43%
6M
-1.93%
1Y
-0.65%
3Y*
6.85%
5Y*
-0.34%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AASOX vs. PXQSX - Expense Ratio Comparison

AASOX has a 0.95% expense ratio, which is lower than PXQSX's 0.96% expense ratio.


Return for Risk

AASOX vs. PXQSX — Risk / Return Rank

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

AASOX
AASOX Risk / Return Rank: 2626
Overall Rank
AASOX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AASOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
AASOX Omega Ratio Rank: 2222
Omega Ratio Rank
AASOX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AASOX Martin Ratio Rank: 2525
Martin Ratio Rank

PXQSX
PXQSX Risk / Return Rank: 55
Overall Rank
PXQSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PXQSX Sortino Ratio Rank: 44
Sortino Ratio Rank
PXQSX Omega Ratio Rank: 44
Omega Ratio Rank
PXQSX Calmar Ratio Rank: 55
Calmar Ratio Rank
PXQSX Martin Ratio Rank: 55
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.

AASOX vs. PXQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Small Cap Growth Portfolio (AASOX) and Virtus KAR Small-Cap Value Fund (PXQSX). 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.


AASOXPXQSXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.01

+0.69

Sortino ratio

Return per unit of downside risk

1.17

0.16

+1.01

Omega ratio

Gain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratio

Return relative to maximum drawdown

0.90

0.06

+0.84

Martin ratio

Return relative to average drawdown

3.16

0.13

+3.04

AASOX vs. PXQSX - Sharpe Ratio Comparison

The current AASOX Sharpe Ratio is 0.70, which is higher than the PXQSX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of AASOX and PXQSX, 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


AASOXPXQSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.01

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.02

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.39

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.36

-0.15

Correlation

The correlation between AASOX and PXQSX is 0.81, 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

AASOX vs. PXQSX - Dividend Comparison

AASOX's dividend yield for the trailing twelve months is around 1.27%, less than PXQSX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
AASOX
Alger Small Cap Growth Portfolio
1.27%1.17%0.38%0.00%22.43%49.73%6.88%5.59%4.58%0.00%0.00%0.00%
PXQSX
Virtus KAR Small-Cap Value Fund
5.79%5.81%4.90%2.99%3.37%1.76%0.82%0.80%2.54%5.32%8.89%7.58%

Drawdowns

AASOX vs. PXQSX - Drawdown Comparison

The maximum AASOX drawdown since its inception was -74.54%, which is greater than PXQSX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for AASOX and PXQSX.


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Drawdown Indicators


AASOXPXQSXDifference

Max Drawdown

Largest peak-to-trough decline

-74.54%

-55.56%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-18.34%

-13.25%

-5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-60.50%

-31.49%

-29.01%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

-37.65%

-22.85%

Current Drawdown

Current decline from peak

-47.41%

-13.69%

-33.72%

Average Drawdown

Average peak-to-trough decline

-29.79%

-10.29%

-19.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

5.85%

-0.63%

Volatility

AASOX vs. PXQSX - Volatility Comparison

Alger Small Cap Growth Portfolio (AASOX) has a higher volatility of 9.24% compared to Virtus KAR Small-Cap Value Fund (PXQSX) at 5.71%. This indicates that AASOX's price experiences larger fluctuations and is considered to be riskier than PXQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AASOXPXQSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

5.71%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.35%

11.75%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

19.73%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.37%

20.22%

+20.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.36%

20.45%

+12.91%