ALARX vs. WSTCX

In the year-to-date period, ALARX achieves a 36.44% return, which is significantly higher than WSTCX's -4.62% return. Over the past 10 years, ALARX has outperformed WSTCX with an annualized return of 5.24%, while WSTCX has yielded a comparatively lower -7.10% annualized return.

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ALARX has a 1.12% expense ratio, which is lower than WSTCX's 2.14% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Institutional Fund (ALARX) and Delaware Ivy Science and Technology Fund (WSTCX). 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 1.55, which is higher than the WSTCX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of ALARX and WSTCX, 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 WSTCX has paid dividends to shareholders.

The maximum ALARX drawdown since its inception was -69.38%, smaller than the maximum WSTCX drawdown of -77.63%. Use the drawdown chart below to compare losses from any high point for ALARX and WSTCX. For additional features, visit the drawdowns tool.

The current volatility for Alger Capital Appreciation Institutional Fund (ALARX) is 14.39%, while Delaware Ivy Science and Technology Fund (WSTCX) has a volatility of 33.74%. This indicates that ALARX experiences smaller price fluctuations and is considered to be less risky than WSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.