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ALBAX vs. NSEPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALBAX and NSEPX is 0.95, 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.


-0.50.00.51.00.9

Performance

ALBAX vs. NSEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Growth & Income Fund (ALBAX) and Columbia Select Large Cap Equity Fund (NSEPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.82%
5.28%
ALBAX
NSEPX

Key characteristics

Sharpe Ratio

ALBAX:

1.99

NSEPX:

1.78

Sortino Ratio

ALBAX:

2.63

NSEPX:

2.38

Omega Ratio

ALBAX:

1.36

NSEPX:

1.33

Calmar Ratio

ALBAX:

3.00

NSEPX:

2.54

Martin Ratio

ALBAX:

13.25

NSEPX:

10.41

Ulcer Index

ALBAX:

1.75%

NSEPX:

2.22%

Daily Std Dev

ALBAX:

11.72%

NSEPX:

13.03%

Max Drawdown

ALBAX:

-40.56%

NSEPX:

-52.50%

Current Drawdown

ALBAX:

-1.97%

NSEPX:

-4.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with ALBAX having a 22.75% return and NSEPX slightly lower at 22.29%. Over the past 10 years, ALBAX has underperformed NSEPX with an annualized return of 12.33%, while NSEPX has yielded a comparatively higher 12.98% annualized return.


ALBAX

YTD

22.75%

1M

1.02%

6M

7.82%

1Y

22.96%

5Y*

14.43%

10Y*

12.33%

NSEPX

YTD

22.29%

1M

-1.99%

6M

5.28%

1Y

22.82%

5Y*

14.56%

10Y*

12.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ALBAX vs. NSEPX - Expense Ratio Comparison

ALBAX has a 0.98% expense ratio, which is higher than NSEPX's 0.55% expense ratio.


ALBAX
Alger Growth & Income Fund
Expense ratio chart for ALBAX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for NSEPX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

ALBAX vs. NSEPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Growth & Income Fund (ALBAX) and Columbia Select Large Cap Equity Fund (NSEPX). 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.


Sharpe ratio
The chart of Sharpe ratio for ALBAX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.991.78
The chart of Sortino ratio for ALBAX, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.632.38
The chart of Omega ratio for ALBAX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.33
The chart of Calmar ratio for ALBAX, currently valued at 3.00, compared to the broader market0.002.004.006.008.0010.0012.003.002.54
The chart of Martin ratio for ALBAX, currently valued at 13.25, compared to the broader market0.0020.0040.0060.0013.2510.41
ALBAX
NSEPX

The current ALBAX Sharpe Ratio is 1.99, which is comparable to the NSEPX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ALBAX and NSEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.99
1.78
ALBAX
NSEPX

Dividends

ALBAX vs. NSEPX - Dividend Comparison

ALBAX's dividend yield for the trailing twelve months is around 0.67%, more than NSEPX's 0.23% yield.


TTM20232022202120202019201820172016201520142013
ALBAX
Alger Growth & Income Fund
0.67%1.29%1.24%0.85%1.20%1.46%1.64%1.19%1.53%1.57%1.78%1.60%
NSEPX
Columbia Select Large Cap Equity Fund
0.23%0.95%1.04%0.96%1.47%1.06%1.44%0.79%1.17%2.01%1.08%1.31%

Drawdowns

ALBAX vs. NSEPX - Drawdown Comparison

The maximum ALBAX drawdown since its inception was -40.56%, smaller than the maximum NSEPX drawdown of -52.50%. Use the drawdown chart below to compare losses from any high point for ALBAX and NSEPX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.97%
-4.36%
ALBAX
NSEPX

Volatility

ALBAX vs. NSEPX - Volatility Comparison

The current volatility for Alger Growth & Income Fund (ALBAX) is 4.09%, while Columbia Select Large Cap Equity Fund (NSEPX) has a volatility of 5.08%. This indicates that ALBAX experiences smaller price fluctuations and is considered to be less risky than NSEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.09%
5.08%
ALBAX
NSEPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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