ALARX vs. FSTEX

In the year-to-date period, ALARX achieves a 38.07% return, which is significantly higher than FSTEX's 0.43% return. Over the past 10 years, ALARX has outperformed FSTEX with an annualized return of 5.36%, while FSTEX has yielded a comparatively lower -0.15% annualized return.

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ALARX has a 1.12% expense ratio, which is lower than FSTEX's 1.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Institutional Fund (ALARX) and Invesco Energy Fund (FSTEX). 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.

The current ALARX Sharpe Ratio is 1.62, which is higher than the FSTEX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of ALARX and FSTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither ALARX nor FSTEX has paid dividends to shareholders.

The maximum ALARX drawdown since its inception was -69.38%, smaller than the maximum FSTEX drawdown of -85.79%. Use the drawdown chart below to compare losses from any high point for ALARX and FSTEX. For additional features, visit the drawdowns tool.

Alger Capital Appreciation Institutional Fund (ALARX) has a higher volatility of 14.48% compared to Invesco Energy Fund (FSTEX) at 7.20%. This indicates that ALARX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.