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ALAFX vs. TVRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALAFX vs. TVRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Focus Equity A Fund (ALAFX) and Guggenheim Directional Allocation Fund (TVRIX). The values are adjusted to include any dividend payments, if applicable.

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ALAFX vs. TVRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALAFX
Alger Focus Equity A Fund
-13.66%39.65%51.72%44.15%-35.95%20.00%45.73%33.84%1.33%28.70%
TVRIX
Guggenheim Directional Allocation Fund
-7.13%13.83%7.87%11.00%-17.53%27.30%5.08%30.45%-7.53%23.45%

Returns By Period

In the year-to-date period, ALAFX achieves a -13.66% return, which is significantly lower than TVRIX's -7.13% return. Over the past 10 years, ALAFX has outperformed TVRIX with an annualized return of 18.24%, while TVRIX has yielded a comparatively lower 8.46% annualized return.


ALAFX

1D
-1.70%
1M
-9.07%
YTD
-13.66%
6M
-14.20%
1Y
35.99%
3Y*
31.99%
5Y*
14.69%
10Y*
18.24%

TVRIX

1D
-0.65%
1M
-6.83%
YTD
-7.13%
6M
-4.50%
1Y
9.48%
3Y*
7.90%
5Y*
4.51%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALAFX vs. TVRIX - Expense Ratio Comparison

ALAFX has a 0.95% expense ratio, which is lower than TVRIX's 1.09% expense ratio.


Return for Risk

ALAFX vs. TVRIX — Risk / Return Rank

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

ALAFX
ALAFX Risk / Return Rank: 7373
Overall Rank
ALAFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ALAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ALAFX Omega Ratio Rank: 6969
Omega Ratio Rank
ALAFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALAFX Martin Ratio Rank: 6767
Martin Ratio Rank

TVRIX
TVRIX Risk / Return Rank: 3636
Overall Rank
TVRIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TVRIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TVRIX Omega Ratio Rank: 3333
Omega Ratio Rank
TVRIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
TVRIX Martin Ratio Rank: 4141
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.

ALAFX vs. TVRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity A Fund (ALAFX) and Guggenheim Directional Allocation Fund (TVRIX). 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.


ALAFXTVRIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.80

+0.51

Sortino ratio

Return per unit of downside risk

1.89

1.18

+0.71

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.84

1.01

+0.83

Martin ratio

Return relative to average drawdown

6.30

4.24

+2.06

ALAFX vs. TVRIX - Sharpe Ratio Comparison

The current ALAFX Sharpe Ratio is 1.31, which is higher than the TVRIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ALAFX and TVRIX, 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


ALAFXTVRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.80

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.31

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.48

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.25

Correlation

The correlation between ALAFX and TVRIX is 0.82, 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

ALAFX vs. TVRIX - Dividend Comparison

ALAFX's dividend yield for the trailing twelve months is around 9.16%, less than TVRIX's 10.38% yield.


TTM20252024202320222021202020192018
ALAFX
Alger Focus Equity A Fund
9.16%7.91%0.00%0.10%0.06%14.09%6.28%1.98%5.41%
TVRIX
Guggenheim Directional Allocation Fund
10.38%9.64%0.00%2.03%0.71%14.34%0.30%16.62%14.33%

Drawdowns

ALAFX vs. TVRIX - Drawdown Comparison

The maximum ALAFX drawdown since its inception was -43.65%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for ALAFX and TVRIX.


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Drawdown Indicators


ALAFXTVRIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-39.36%

-4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-8.45%

-9.13%

Max Drawdown (5Y)

Largest decline over 5 years

-43.65%

-24.87%

-18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-39.36%

-4.29%

Current Drawdown

Current decline from peak

-17.58%

-11.36%

-6.22%

Average Drawdown

Average peak-to-trough decline

-7.75%

-6.10%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

2.02%

+3.12%

Volatility

ALAFX vs. TVRIX - Volatility Comparison

Alger Focus Equity A Fund (ALAFX) has a higher volatility of 7.56% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.48%. This indicates that ALAFX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAFXTVRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.48%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

7.45%

+8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.14%

12.40%

+14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

14.42%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

17.79%

+6.06%