PortfoliosLab logo
ALGRX vs. DURPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALGRX and DURPX is 0.90, 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

ALGRX vs. DURPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Focus Equity Fund (ALGRX) and DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ALGRX:

0.99

DURPX:

0.52

Sortino Ratio

ALGRX:

1.44

DURPX:

0.78

Omega Ratio

ALGRX:

1.20

DURPX:

1.11

Calmar Ratio

ALGRX:

1.10

DURPX:

0.46

Martin Ratio

ALGRX:

3.42

DURPX:

1.73

Ulcer Index

ALGRX:

8.64%

DURPX:

4.89%

Daily Std Dev

ALGRX:

30.14%

DURPX:

18.33%

Max Drawdown

ALGRX:

-64.60%

DURPX:

-31.02%

Current Drawdown

ALGRX:

-4.54%

DURPX:

-6.28%

Returns By Period

In the year-to-date period, ALGRX achieves a 3.90% return, which is significantly higher than DURPX's -0.65% return.


ALGRX

YTD

3.90%

1M

19.56%

6M

4.07%

1Y

29.69%

3Y*

28.80%

5Y*

13.99%

10Y*

13.03%

DURPX

YTD

-0.65%

1M

6.45%

6M

-4.21%

1Y

9.47%

3Y*

14.23%

5Y*

14.27%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Alger Focus Equity Fund

ALGRX vs. DURPX - Expense Ratio Comparison

ALGRX has a 0.89% expense ratio, which is higher than DURPX's 0.23% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ALGRX vs. DURPX — Risk-Adjusted Performance Rank

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

ALGRX
The Risk-Adjusted Performance Rank of ALGRX is 8383
Overall Rank
The Sharpe Ratio Rank of ALGRX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGRX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ALGRX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ALGRX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ALGRX is 8080
Martin Ratio Rank

DURPX
The Risk-Adjusted Performance Rank of DURPX is 5858
Overall Rank
The Sharpe Ratio Rank of DURPX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DURPX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DURPX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DURPX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DURPX is 5757
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.

ALGRX vs. DURPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity Fund (ALGRX) and DFA US High Relative Profitability Portfolio (DURPX). 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 ALGRX Sharpe Ratio is 0.99, which is higher than the DURPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ALGRX and DURPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ALGRX vs. DURPX - Dividend Comparison

ALGRX has not paid dividends to shareholders, while DURPX's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017
ALGRX
Alger Focus Equity Fund
0.00%0.00%0.10%0.07%0.00%0.00%0.16%0.00%0.00%
DURPX
DFA US High Relative Profitability Portfolio
1.20%1.20%1.49%1.63%1.19%1.35%1.36%1.70%0.77%

Drawdowns

ALGRX vs. DURPX - Drawdown Comparison

The maximum ALGRX drawdown since its inception was -64.60%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for ALGRX and DURPX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ALGRX vs. DURPX - Volatility Comparison

Alger Focus Equity Fund (ALGRX) has a higher volatility of 6.49% compared to DFA US High Relative Profitability Portfolio (DURPX) at 4.70%. This indicates that ALGRX's price experiences larger fluctuations and is considered to be riskier than DURPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...