AIGOX vs. POSKX

Last updated Jun 26, 2026

AIGOX (Alger Growth & Income Portfolio) and POSKX (PrimeCap Odyssey Stock Fund) are both Large Cap Blend Equities funds. Over the past 10 years, AIGOX returned 15.78%/yr vs 17.00%/yr for POSKX. Their correlation of 0.92 suggests significant overlap in exposure. AIGOX charges 0.86%/yr vs 0.65%/yr for POSKX.

Performance

AIGOX vs. POSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Growth & Income Portfolio (AIGOX) and PrimeCap Odyssey Stock Fund (POSKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIGOX achieves a 11.69% return, which is significantly lower than POSKX's 24.66% return. Over the past 10 years, AIGOX has underperformed POSKX with an annualized return of 15.78%, while POSKX has yielded a comparatively higher 17.00% annualized return.

AIGOX

• 1D: -0.38%
• 1M: -1.54%
• YTD: 11.69%
• 6M: 10.43%
• 1Y: 29.77%
• 3Y*: 22.22%
• 5Y*: 14.55%
• 10Y*: 15.78%

POSKX

• 1D: 0.12%
• 1M: 2.55%
• YTD: 24.66%
• 6M: 23.03%
• 1Y: 48.61%
• 3Y*: 25.15%
• 5Y*: 16.09%
• 10Y*: 17.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGOX vs. POSKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIGOX Alger Growth & Income Portfolio	11.69%	19.79%	23.07%	23.62%	-15.15%	31.82%	14.86%	29.48%	-4.61%	21.33%
POSKX PrimeCap Odyssey Stock Fund	24.66%	25.73%	12.77%	21.18%	-11.12%	32.48%	10.13%	27.15%	-7.19%	25.99%

Correlation

The correlation between AIGOX and POSKX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Nov 2, 2004	0.92

The correlation between AIGOX and POSKX shifts across timeframes, from 0.82 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AIGOX vs. POSKX — Risk / Return Rank

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

AIGOX

AIGOX Risk / Return Rank: 84
AIGOX Sharpe Ratio Rank: 83
AIGOX Sortino Ratio Rank: 80
AIGOX Omega Ratio Rank: 77
AIGOX Calmar Ratio Rank: 87
AIGOX Martin Ratio Rank: 92

POSKX

POSKX Risk / Return Rank: 92
POSKX Sharpe Ratio Rank: 95
POSKX Sortino Ratio Rank: 91
POSKX Omega Ratio Rank: 86
POSKX Calmar Ratio Rank: 95
POSKX Martin Ratio Rank: 96

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.

AIGOX vs. POSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Growth & Income Portfolio (AIGOX) and PrimeCap Odyssey Stock Fund (POSKX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIGOX	POSKX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.88	-0.57
Sortino ratio: Return per unit of downside risk	3.19	3.96	-0.77
Omega ratio: Gain probability vs. loss probability	1.41	1.51	-0.10
Calmar ratio: Return relative to maximum drawdown	3.70	4.89	-1.19
Martin ratio: Return relative to average drawdown	16.32	20.24	-3.93

AIGOX vs. POSKX - Sharpe Ratio Comparison

The current AIGOX Sharpe Ratio is 2.31, which is comparable to the POSKX Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of AIGOX and POSKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIGOX vs. POSKX - Drawdown Comparison

The maximum AIGOX drawdown since its inception was -63.78%, which is greater than POSKX's maximum drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for AIGOX and POSKX.

Drawdown Indicators

	AIGOX	POSKX	Difference
Max Drawdown Largest peak-to-trough decline	-63.78%	-50.18%	-13.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.11%	-9.99%	+1.88%
Max Drawdown (3Y) Largest decline over 3 years	-18.83%	-20.25%	+1.42%
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	-22.96%	-0.34%
Max Drawdown (10Y) Largest decline over 10 years	-34.18%	-36.88%	+2.70%
Current Drawdown Current decline from peak	-2.79%	-1.69%	-1.10%
Average Drawdown Average peak-to-trough decline	-15.36%	-6.14%	-9.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.41%	-0.58%

Volatility

AIGOX vs. POSKX - Volatility Comparison

The current volatility for Alger Growth & Income Portfolio (AIGOX) is 4.62%, while PrimeCap Odyssey Stock Fund (POSKX) has a volatility of 6.98%. This indicates that AIGOX experiences smaller price fluctuations and is considered to be less risky than POSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGOX	POSKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	6.98%	-2.36%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	13.95%	-3.75%
Volatility (1Y) Calculated over the trailing 1-year period	13.02%	17.01%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	18.06%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	19.04%	-1.01%

AIGOX vs. POSKX - Expense Ratio Comparison

AIGOX has a 0.86% expense ratio, which is higher than POSKX's 0.65% expense ratio.

Dividends

AIGOX vs. POSKX - Dividend Comparison

AIGOX's dividend yield for the trailing twelve months is around 12.17%, less than POSKX's 22.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGOX Alger Growth & Income Portfolio	12.17%	13.51%	1.23%	4.06%	8.76%	8.32%	1.66%	10.86%	8.44%	1.42%	1.17%	1.72%
POSKX PrimeCap Odyssey Stock Fund	22.01%	27.44%	18.13%	10.14%	12.13%	14.58%	7.85%	6.03%	3.03%	2.17%	2.93%	1.92%

Frequently Asked Questions

Can I hold both AIGOX and POSKX in my portfolio?

AIGOX and POSKX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIGOX or POSKX?

POSKX has higher volatility (6.98%) compared to AIGOX (4.62%). In terms of maximum drawdown, AIGOX dropped -63.78% vs POSKX's -50.18%.

Which has better risk-adjusted returns?

POSKX currently has the higher Sharpe Ratio (2.88 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.