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AIGOX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIGOX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Growth & Income Portfolio (AIGOX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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AIGOX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGOX
Alger Growth & Income Portfolio
-4.34%19.79%23.07%23.62%-15.15%31.82%14.86%29.48%-4.61%21.33%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with AIGOX having a -4.34% return and SPY slightly lower at -4.37%. Both investments have delivered pretty close results over the past 10 years, with AIGOX having a 13.82% annualized return and SPY not far ahead at 13.98%.


AIGOX

1D
-0.45%
1M
-7.52%
YTD
-4.34%
6M
-0.93%
1Y
19.81%
3Y*
18.38%
5Y*
12.76%
10Y*
13.82%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIGOX vs. SPY - Expense Ratio Comparison

AIGOX has a 0.86% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

AIGOX vs. SPY — Risk / Return Rank

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

AIGOX
AIGOX Risk / Return Rank: 7070
Overall Rank
AIGOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AIGOX Sortino Ratio Rank: 6969
Sortino Ratio Rank
AIGOX Omega Ratio Rank: 7070
Omega Ratio Rank
AIGOX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AIGOX Martin Ratio Rank: 7777
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

AIGOX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Growth & Income Portfolio (AIGOX) and State Street SPDR S&P 500 ETF (SPY). 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.


AIGOXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.93

+0.23

Sortino ratio

Return per unit of downside risk

1.71

1.45

+0.26

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.54

1.53

+0.01

Martin ratio

Return relative to average drawdown

7.49

7.30

+0.19

AIGOX vs. SPY - Sharpe Ratio Comparison

The current AIGOX Sharpe Ratio is 1.16, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AIGOX and SPY, 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


AIGOXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.93

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.69

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.78

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.56

-0.24

Correlation

The correlation between AIGOX and SPY is 0.92, 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

AIGOX vs. SPY - Dividend Comparison

AIGOX's dividend yield for the trailing twelve months is around 14.36%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
AIGOX
Alger Growth & Income Portfolio
14.36%13.51%1.23%4.06%8.76%8.32%1.66%10.86%8.44%1.42%1.17%1.72%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

AIGOX vs. SPY - Drawdown Comparison

The maximum AIGOX drawdown since its inception was -63.78%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AIGOX and SPY.


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Drawdown Indicators


AIGOXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-63.78%

-55.19%

-8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-12.05%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-24.50%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.18%

-33.72%

-0.46%

Current Drawdown

Current decline from peak

-8.11%

-6.24%

-1.87%

Average Drawdown

Average peak-to-trough decline

-15.46%

-9.09%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.52%

-0.06%

Volatility

AIGOX vs. SPY - Volatility Comparison

The current volatility for Alger Growth & Income Portfolio (AIGOX) is 4.25%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that AIGOX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGOXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.31%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

9.47%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

19.05%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

17.06%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

17.92%

+0.04%