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ALBAX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALBAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Growth & Income Fund (ALBAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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ALBAX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALBAX
Alger Growth & Income Fund
-4.27%19.89%21.81%22.60%-14.12%30.79%15.22%28.92%-4.72%20.18%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, ALBAX achieves a -4.27% return, which is significantly lower than VTI's -4.01% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: ALBAX at 13.60% and VTI at 13.60%.


ALBAX

1D
-0.42%
1M
-7.26%
YTD
-4.27%
6M
-0.85%
1Y
19.30%
3Y*
17.80%
5Y*
12.48%
10Y*
13.60%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALBAX vs. VTI - Expense Ratio Comparison

ALBAX has a 0.98% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

ALBAX vs. VTI — Risk / Return Rank

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

ALBAX
ALBAX Risk / Return Rank: 7171
Overall Rank
ALBAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ALBAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ALBAX Omega Ratio Rank: 7171
Omega Ratio Rank
ALBAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ALBAX Martin Ratio Rank: 7878
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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.

ALBAX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Growth & Income Fund (ALBAX) and Vanguard Total Stock Market ETF (VTI). 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.


ALBAXVTIDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.96

+0.22

Sortino ratio

Return per unit of downside risk

1.73

1.48

+0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.58

1.52

+0.06

Martin ratio

Return relative to average drawdown

7.60

7.26

+0.34

ALBAX vs. VTI - Sharpe Ratio Comparison

The current ALBAX Sharpe Ratio is 1.17, which is comparable to the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ALBAX and VTI, 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


ALBAXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.96

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.60

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.75

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.16

Correlation

The correlation between ALBAX and VTI 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.


Dividends

ALBAX vs. VTI - Dividend Comparison

ALBAX's dividend yield for the trailing twelve months is around 0.95%, less than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
ALBAX
Alger Growth & Income Fund
0.95%0.74%1.08%0.98%1.24%4.17%2.55%5.00%6.75%2.35%1.56%3.75%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

ALBAX vs. VTI - Drawdown Comparison

The maximum ALBAX drawdown since its inception was -40.56%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ALBAX and VTI.


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Drawdown Indicators


ALBAXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-55.45%

+14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-12.30%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-25.36%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

-35.00%

+0.74%

Current Drawdown

Current decline from peak

-7.86%

-6.25%

-1.61%

Average Drawdown

Average peak-to-trough decline

-7.38%

-8.08%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.58%

-0.22%

Volatility

ALBAX vs. VTI - Volatility Comparison

The current volatility for Alger Growth & Income Fund (ALBAX) is 4.09%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that ALBAX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALBAXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.45%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

9.73%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

19.01%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

17.42%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

18.29%

-1.09%