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ACAYX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACAYX vs. OLGAX - Performance Comparison

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

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ACAYX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACAYX
Alger Capital Appreciation Institutional Fund Class Y
-14.30%32.26%70.32%43.39%-36.58%18.80%42.01%33.67%-0.38%18.92%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%24.51%

Returns By Period

In the year-to-date period, ACAYX achieves a -14.30% return, which is significantly lower than OLGAX's -11.67% return.


ACAYX

1D
-1.58%
1M
-9.45%
YTD
-14.30%
6M
-14.87%
1Y
28.77%
3Y*
34.56%
5Y*
15.57%
10Y*

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACAYX vs. OLGAX - Expense Ratio Comparison

ACAYX has a 0.83% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

ACAYX vs. OLGAX — Risk / Return Rank

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

ACAYX
ACAYX Risk / Return Rank: 5454
Overall Rank
ACAYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ACAYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ACAYX Omega Ratio Rank: 5353
Omega Ratio Rank
ACAYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
ACAYX Martin Ratio Rank: 4545
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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.

ACAYX vs. OLGAX - Risk-Adjusted Trends Comparison

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


ACAYXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.44

+0.58

Sortino ratio

Return per unit of downside risk

1.57

0.78

+0.79

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.35

0.38

+0.96

Martin ratio

Return relative to average drawdown

4.54

1.18

+3.36

ACAYX vs. OLGAX - Sharpe Ratio Comparison

The current ACAYX Sharpe Ratio is 1.02, which is higher than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ACAYX and OLGAX, 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


ACAYXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.44

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.49

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.47

+0.25

Correlation

The correlation between ACAYX and OLGAX is 0.96, 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

ACAYX vs. OLGAX - Dividend Comparison

ACAYX's dividend yield for the trailing twelve months is around 7.75%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
ACAYX
Alger Capital Appreciation Institutional Fund Class Y
7.75%6.64%24.81%7.76%3.77%18.85%16.28%10.19%12.28%6.73%0.00%0.00%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

ACAYX vs. OLGAX - Drawdown Comparison

The maximum ACAYX drawdown since its inception was -46.37%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for ACAYX and OLGAX.


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Drawdown Indicators


ACAYXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.37%

-63.25%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-16.92%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-31.34%

-15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-31.87%

Current Drawdown

Current decline from peak

-18.50%

-16.92%

-1.58%

Average Drawdown

Average peak-to-trough decline

-10.88%

-18.78%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

5.51%

-0.02%

Volatility

ACAYX vs. OLGAX - Volatility Comparison

Alger Capital Appreciation Institutional Fund Class Y (ACAYX) has a higher volatility of 7.53% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 5.22%. This indicates that ACAYX's price experiences larger fluctuations and is considered to be riskier than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACAYXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

5.22%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

12.06%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.58%

20.90%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.14%

20.21%

+7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

21.52%

+4.36%