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AFGPX vs. ALVOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFGPX vs. ALVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger International Focus Fund (AFGPX) and Alger Capital Appreciation Portfolio (ALVOX). The values are adjusted to include any dividend payments, if applicable.

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AFGPX vs. ALVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFGPX
Alger International Focus Fund
-6.08%18.22%5.20%18.03%-31.00%9.09%43.38%27.60%-21.49%25.80%
ALVOX
Alger Capital Appreciation Portfolio
-14.35%32.25%48.13%43.13%-36.69%19.79%41.90%33.59%-0.01%31.17%

Returns By Period

In the year-to-date period, AFGPX achieves a -6.08% return, which is significantly higher than ALVOX's -14.35% return. Over the past 10 years, AFGPX has underperformed ALVOX with an annualized return of 6.47%, while ALVOX has yielded a comparatively higher 16.53% annualized return.


AFGPX

1D
-0.64%
1M
-11.21%
YTD
-6.08%
6M
-8.34%
1Y
8.29%
3Y*
8.68%
5Y*
1.67%
10Y*
6.47%

ALVOX

1D
-1.51%
1M
-9.47%
YTD
-14.35%
6M
-15.10%
1Y
28.57%
3Y*
28.27%
5Y*
12.33%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AFGPX vs. ALVOX - Expense Ratio Comparison

AFGPX has a 1.28% expense ratio, which is higher than ALVOX's 0.91% expense ratio.


Return for Risk

AFGPX vs. ALVOX — Risk / Return Rank

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

AFGPX
AFGPX Risk / Return Rank: 1414
Overall Rank
AFGPX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AFGPX Sortino Ratio Rank: 1414
Sortino Ratio Rank
AFGPX Omega Ratio Rank: 1313
Omega Ratio Rank
AFGPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
AFGPX Martin Ratio Rank: 1515
Martin Ratio Rank

ALVOX
ALVOX Risk / Return Rank: 5555
Overall Rank
ALVOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ALVOX Sortino Ratio Rank: 6363
Sortino Ratio Rank
ALVOX Omega Ratio Rank: 5555
Omega Ratio Rank
ALVOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
ALVOX Martin Ratio Rank: 4444
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.

AFGPX vs. ALVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger International Focus Fund (AFGPX) and Alger Capital Appreciation Portfolio (ALVOX). 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.


AFGPXALVOXDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.05

-0.67

Sortino ratio

Return per unit of downside risk

0.65

1.59

-0.95

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.41

1.32

-0.90

Martin ratio

Return relative to average drawdown

1.52

4.42

-2.90

AFGPX vs. ALVOX - Sharpe Ratio Comparison

The current AFGPX Sharpe Ratio is 0.38, which is lower than the ALVOX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AFGPX and ALVOX, 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


AFGPXALVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.05

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.49

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.71

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.60

-0.16

Correlation

The correlation between AFGPX and ALVOX is 0.88, 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

AFGPX vs. ALVOX - Dividend Comparison

AFGPX's dividend yield for the trailing twelve months is around 14.70%, less than ALVOX's 21.93% yield.


TTM20252024202320222021202020192018201720162015
AFGPX
Alger International Focus Fund
14.70%13.81%6.27%0.00%0.00%10.04%0.00%4.42%2.96%5.26%1.26%0.00%
ALVOX
Alger Capital Appreciation Portfolio
21.93%18.78%0.00%0.00%9.84%26.10%14.64%12.19%21.59%6.47%0.00%12.50%

Drawdowns

AFGPX vs. ALVOX - Drawdown Comparison

The maximum AFGPX drawdown since its inception was -63.63%, smaller than the maximum ALVOX drawdown of -67.54%. Use the drawdown chart below to compare losses from any high point for AFGPX and ALVOX.


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Drawdown Indicators


AFGPXALVOXDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-67.54%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-18.86%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

-41.01%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-42.17%

-41.01%

-1.16%

Current Drawdown

Current decline from peak

-12.92%

-18.86%

+5.94%

Average Drawdown

Average peak-to-trough decline

-19.50%

-18.88%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

5.61%

-2.12%

Volatility

AFGPX vs. ALVOX - Volatility Comparison

Alger International Focus Fund (AFGPX) has a higher volatility of 9.02% compared to Alger Capital Appreciation Portfolio (ALVOX) at 7.38%. This indicates that AFGPX's price experiences larger fluctuations and is considered to be riskier than ALVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFGPXALVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

7.38%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

15.86%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

26.77%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

25.53%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

23.43%

-4.02%