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ALARX vs. SEEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALARX and SEEGX is 0.89, 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.


Performance

ALARX vs. SEEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Institutional Fund (ALARX) and JPMorgan Large Cap Growth Fund (SEEGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ALARX:

0.24

SEEGX:

0.42

Sortino Ratio

ALARX:

0.53

SEEGX:

0.73

Omega Ratio

ALARX:

1.08

SEEGX:

1.10

Calmar Ratio

ALARX:

0.24

SEEGX:

0.46

Martin Ratio

ALARX:

0.62

SEEGX:

1.51

Ulcer Index

ALARX:

12.79%

SEEGX:

6.55%

Daily Std Dev

ALARX:

32.39%

SEEGX:

23.90%

Max Drawdown

ALARX:

-69.38%

SEEGX:

-64.32%

Current Drawdown

ALARX:

-19.27%

SEEGX:

-9.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with ALARX having a -4.53% return and SEEGX slightly lower at -4.67%. Over the past 10 years, ALARX has underperformed SEEGX with an annualized return of 3.99%, while SEEGX has yielded a comparatively higher 7.65% annualized return.


ALARX

YTD

-4.53%

1M

12.94%

6M

-13.96%

1Y

7.17%

5Y*

2.99%

10Y*

3.99%

SEEGX

YTD

-4.67%

1M

8.46%

6M

-5.86%

1Y

9.91%

5Y*

11.36%

10Y*

7.65%

*Annualized

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ALARX vs. SEEGX - Expense Ratio Comparison

ALARX has a 1.12% expense ratio, which is higher than SEEGX's 0.69% expense ratio.


Risk-Adjusted Performance

ALARX vs. SEEGX — Risk-Adjusted Performance Rank

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

ALARX
The Risk-Adjusted Performance Rank of ALARX is 4141
Overall Rank
The Sharpe Ratio Rank of ALARX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ALARX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ALARX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ALARX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ALARX is 3636
Martin Ratio Rank

SEEGX
The Risk-Adjusted Performance Rank of SEEGX is 5555
Overall Rank
The Sharpe Ratio Rank of SEEGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SEEGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SEEGX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SEEGX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SEEGX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALARX vs. SEEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Institutional Fund (ALARX) and JPMorgan Large Cap Growth Fund (SEEGX). 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 lower than the SEEGX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ALARX and SEEGX, 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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Dividends

ALARX vs. SEEGX - Dividend Comparison

Neither ALARX nor SEEGX has paid dividends to shareholders.


TTM202420232022202120202019
ALARX
Alger Capital Appreciation Institutional Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEEGX
JPMorgan Large Cap Growth Fund
0.00%0.00%0.12%0.40%0.00%0.05%0.04%

Drawdowns

ALARX vs. SEEGX - Drawdown Comparison

The maximum ALARX drawdown since its inception was -69.38%, which is greater than SEEGX's maximum drawdown of -64.32%. Use the drawdown chart below to compare losses from any high point for ALARX and SEEGX. For additional features, visit the drawdowns tool.


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Volatility

ALARX vs. SEEGX - Volatility Comparison

Alger Capital Appreciation Institutional Fund (ALARX) has a higher volatility of 9.82% compared to JPMorgan Large Cap Growth Fund (SEEGX) at 7.03%. This indicates that ALARX's price experiences larger fluctuations and is considered to be riskier than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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