ALARX vs. HAGAX

In the year-to-date period, ALARX achieves a -4.53% return, which is significantly lower than HAGAX's -2.71% return. Over the past 10 years, ALARX has underperformed HAGAX with an annualized return of 3.99%, while HAGAX has yielded a comparatively higher 9.67% annualized return.

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ALARX has a 1.12% expense ratio, which is higher than HAGAX's 1.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Institutional Fund (ALARX) and Carillon Eagle Mid Cap Growth Fund (HAGAX). 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 0.24, which is higher than the HAGAX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ALARX and HAGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ALARX has not paid dividends to shareholders, while HAGAX's dividend yield for the trailing twelve months is around 13.36%.

The maximum ALARX drawdown since its inception was -69.38%, which is greater than HAGAX's maximum drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for ALARX and HAGAX. For additional features, visit the drawdowns tool.

Alger Capital Appreciation Institutional Fund (ALARX) has a higher volatility of 9.82% compared to Carillon Eagle Mid Cap Growth Fund (HAGAX) at 8.21%. This indicates that ALARX's price experiences larger fluctuations and is considered to be riskier than HAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.