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AIEMX vs. SPECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIEMX vs. SPECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Emerging Markets Fund (AIEMX) and Alger Spectra Fund (SPECX). The values are adjusted to include any dividend payments, if applicable.

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AIEMX vs. SPECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIEMX
Alger Emerging Markets Fund
-2.95%25.30%5.60%13.49%-32.52%-0.45%37.17%21.98%-21.81%38.72%
SPECX
Alger Spectra Fund
-15.14%29.16%47.52%41.34%-39.37%12.61%43.66%32.15%-0.82%31.11%

Returns By Period

In the year-to-date period, AIEMX achieves a -2.95% return, which is significantly higher than SPECX's -15.14% return. Over the past 10 years, AIEMX has underperformed SPECX with an annualized return of 6.24%, while SPECX has yielded a comparatively higher 14.53% annualized return.


AIEMX

1D
-0.93%
1M
-13.45%
YTD
-2.95%
6M
0.20%
1Y
20.79%
3Y*
12.37%
5Y*
-0.63%
10Y*
6.24%

SPECX

1D
-1.46%
1M
-9.64%
YTD
-15.14%
6M
-16.34%
1Y
25.34%
3Y*
26.11%
5Y*
9.62%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIEMX vs. SPECX - Expense Ratio Comparison

AIEMX has a 1.45% expense ratio, which is higher than SPECX's 1.39% expense ratio.


Return for Risk

AIEMX vs. SPECX — Risk / Return Rank

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

AIEMX
AIEMX Risk / Return Rank: 5454
Overall Rank
AIEMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AIEMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIEMX Omega Ratio Rank: 5454
Omega Ratio Rank
AIEMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AIEMX Martin Ratio Rank: 5353
Martin Ratio Rank

SPECX
SPECX Risk / Return Rank: 4242
Overall Rank
SPECX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPECX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPECX Omega Ratio Rank: 4343
Omega Ratio Rank
SPECX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPECX Martin Ratio Rank: 3333
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.

AIEMX vs. SPECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Emerging Markets Fund (AIEMX) and Alger Spectra Fund (SPECX). 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.


AIEMXSPECXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.88

+0.20

Sortino ratio

Return per unit of downside risk

1.51

1.39

+0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.19

1.06

+0.13

Martin ratio

Return relative to average drawdown

5.17

3.51

+1.66

AIEMX vs. SPECX - Sharpe Ratio Comparison

The current AIEMX Sharpe Ratio is 1.08, which is comparable to the SPECX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of AIEMX and SPECX, 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


AIEMXSPECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.88

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.30

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.53

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.46

-0.32

Correlation

The correlation between AIEMX and SPECX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AIEMX vs. SPECX - Dividend Comparison

AIEMX's dividend yield for the trailing twelve months is around 0.05%, less than SPECX's 8.80% yield.


TTM20252024202320222021202020192018201720162015
AIEMX
Alger Emerging Markets Fund
0.05%0.05%0.31%0.00%0.00%4.19%0.00%5.08%2.35%3.58%0.00%0.00%
SPECX
Alger Spectra Fund
8.80%7.47%6.49%0.00%2.70%34.41%9.19%7.20%12.09%6.14%0.00%8.80%

Drawdowns

AIEMX vs. SPECX - Drawdown Comparison

The maximum AIEMX drawdown since its inception was -46.21%, smaller than the maximum SPECX drawdown of -72.19%. Use the drawdown chart below to compare losses from any high point for AIEMX and SPECX.


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Drawdown Indicators


AIEMXSPECXDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-72.19%

+25.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-20.03%

+4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-43.75%

-54.82%

+11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-46.21%

-54.82%

+8.61%

Current Drawdown

Current decline from peak

-15.17%

-20.03%

+4.86%

Average Drawdown

Average peak-to-trough decline

-17.41%

-24.16%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

6.06%

-2.57%

Volatility

AIEMX vs. SPECX - Volatility Comparison

Alger Emerging Markets Fund (AIEMX) has a higher volatility of 9.28% compared to Alger Spectra Fund (SPECX) at 7.79%. This indicates that AIEMX's price experiences larger fluctuations and is considered to be riskier than SPECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIEMXSPECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

7.79%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

17.03%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

27.87%

-9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

32.64%

-13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

27.72%

-8.47%