PortfoliosLab logoPortfoliosLab logo
ACAAX vs. GQEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACAAX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Fund (ACAAX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ACAAX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ACAAX
Alger Capital Appreciation Fund
-10.45%30.80%49.55%42.99%-36.90%18.17%41.78%33.14%-14.32%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
9.54%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Returns By Period

In the year-to-date period, ACAAX achieves a -10.45% return, which is significantly lower than GQEPX's 9.54% return.


ACAAX

1D
4.89%
1M
-4.89%
YTD
-10.45%
6M
-11.89%
1Y
31.36%
3Y*
30.17%
5Y*
12.60%
10Y*
16.77%

GQEPX

1D
-0.23%
1M
-1.88%
YTD
9.54%
6M
8.01%
1Y
5.34%
3Y*
17.73%
5Y*
12.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACAAX vs. GQEPX - Expense Ratio Comparison

ACAAX has a 1.15% expense ratio, which is higher than GQEPX's 0.59% expense ratio.


Return for Risk

ACAAX vs. GQEPX — Risk / Return Rank

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

ACAAX
ACAAX Risk / Return Rank: 6464
Overall Rank
ACAAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ACAAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ACAAX Omega Ratio Rank: 6060
Omega Ratio Rank
ACAAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ACAAX Martin Ratio Rank: 5555
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1616
Overall Rank
GQEPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GQEPX 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.

ACAAX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Fund (ACAAX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.


ACAAXGQEPXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.43

+0.77

Sortino ratio

Return per unit of downside risk

1.80

0.66

+1.14

Omega ratio

Gain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

1.70

0.74

+0.96

Martin ratio

Return relative to average drawdown

5.55

1.86

+3.69

ACAAX vs. GQEPX - Sharpe Ratio Comparison

The current ACAAX Sharpe Ratio is 1.20, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ACAAX and GQEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ACAAXGQEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.43

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.78

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.75

-0.27

Correlation

The correlation between ACAAX and GQEPX is 0.71, 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

ACAAX vs. GQEPX - Dividend Comparison

ACAAX's dividend yield for the trailing twelve months is around 10.94%, more than GQEPX's 6.37% yield.


TTM20252024202320222021202020192018201720162015
ACAAX
Alger Capital Appreciation Fund
10.94%9.80%12.93%7.19%4.42%23.67%15.64%8.17%11.59%6.76%0.84%8.28%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.37%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%0.00%

Drawdowns

ACAAX vs. GQEPX - Drawdown Comparison

The maximum ACAAX drawdown since its inception was -70.29%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for ACAAX and GQEPX.


Loading graphics...

Drawdown Indicators


ACAAXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-28.45%

-41.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.11%

-8.34%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-48.73%

-20.49%

-28.24%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

Current Drawdown

Current decline from peak

-15.15%

-6.50%

-8.65%

Average Drawdown

Average peak-to-trough decline

-23.08%

-5.75%

-17.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

3.49%

+2.38%

Volatility

ACAAX vs. GQEPX - Volatility Comparison

Alger Capital Appreciation Fund (ACAAX) has a higher volatility of 9.10% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that ACAAX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ACAAXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

2.77%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.95%

7.29%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.83%

12.41%

+15.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.87%

15.87%

+13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.31%

18.85%

+6.46%