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ALARX vs. MXVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALARX vs. MXVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Institutional Fund (ALARX) and Great-West S&P 500 Index Fund (MXVIX). The values are adjusted to include any dividend payments, if applicable.

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ALARX vs. MXVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALARX
Alger Capital Appreciation Institutional Fund
-14.40%31.75%49.44%42.82%-36.88%18.38%41.50%33.13%-0.82%31.11%
MXVIX
Great-West S&P 500 Index Fund
-7.14%17.30%24.31%25.57%-18.56%29.04%16.96%30.84%-5.32%21.05%

Returns By Period

In the year-to-date period, ALARX achieves a -14.40% return, which is significantly lower than MXVIX's -7.14% return. Over the past 10 years, ALARX has outperformed MXVIX with an annualized return of 16.23%, while MXVIX has yielded a comparatively lower 12.80% annualized return.


ALARX

1D
-1.61%
1M
-9.50%
YTD
-14.40%
6M
-15.06%
1Y
28.27%
3Y*
28.46%
5Y*
12.22%
10Y*
16.23%

MXVIX

1D
-0.39%
1M
-7.71%
YTD
-7.14%
6M
-4.80%
1Y
13.89%
3Y*
16.57%
5Y*
10.85%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALARX vs. MXVIX - Expense Ratio Comparison

ALARX has a 1.12% expense ratio, which is higher than MXVIX's 0.51% expense ratio.


Return for Risk

ALARX vs. MXVIX — Risk / Return Rank

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

ALARX
ALARX Risk / Return Rank: 5353
Overall Rank
ALARX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ALARX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ALARX Omega Ratio Rank: 5252
Omega Ratio Rank
ALARX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ALARX Martin Ratio Rank: 4343
Martin Ratio Rank

MXVIX
MXVIX Risk / Return Rank: 3838
Overall Rank
MXVIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MXVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MXVIX Omega Ratio Rank: 3838
Omega Ratio Rank
MXVIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MXVIX Martin Ratio Rank: 4747
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.

ALARX vs. MXVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Institutional Fund (ALARX) and Great-West S&P 500 Index Fund (MXVIX). 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.


ALARXMXVIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.70

+0.30

Sortino ratio

Return per unit of downside risk

1.54

1.17

+0.37

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.31

0.99

+0.32

Martin ratio

Return relative to average drawdown

4.41

4.71

-0.30

ALARX vs. MXVIX - Sharpe Ratio Comparison

The current ALARX Sharpe Ratio is 1.00, which is higher than the MXVIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ALARX and MXVIX, 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


ALARXMXVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.70

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.64

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.71

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.44

+0.02

Correlation

The correlation between ALARX and MXVIX is 0.88, 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

ALARX vs. MXVIX - Dividend Comparison

ALARX's dividend yield for the trailing twelve months is around 8.16%, more than MXVIX's 0.41% yield.


TTM20252024202320222021202020192018201720162015
ALARX
Alger Capital Appreciation Institutional Fund
8.16%6.99%13.06%8.09%3.90%19.40%16.62%10.34%12.39%6.75%0.00%7.71%
MXVIX
Great-West S&P 500 Index Fund
0.41%0.38%0.95%5.22%1.25%4.97%8.27%5.11%10.56%2.06%0.00%0.00%

Drawdowns

ALARX vs. MXVIX - Drawdown Comparison

The maximum ALARX drawdown since its inception was -68.32%, which is greater than MXVIX's maximum drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for ALARX and MXVIX.


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Drawdown Indicators


ALARXMXVIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.32%

-58.12%

-10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-18.65%

-12.13%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-46.86%

-24.74%

-22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.86%

-33.82%

-13.04%

Current Drawdown

Current decline from peak

-18.65%

-8.94%

-9.71%

Average Drawdown

Average peak-to-trough decline

-21.07%

-8.74%

-12.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

2.90%

+2.64%

Volatility

ALARX vs. MXVIX - Volatility Comparison

Alger Capital Appreciation Institutional Fund (ALARX) has a higher volatility of 7.54% compared to Great-West S&P 500 Index Fund (MXVIX) at 4.23%. This indicates that ALARX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALARXMXVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

4.23%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

9.07%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

27.59%

19.21%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.71%

17.17%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

18.18%

+6.47%