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ALGRX vs. GQRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALGRX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Focus Equity Fund Class I (ALGRX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALGRX achieves a 8.75% return, which is significantly higher than GQRIX's 7.29% return.


ALGRX

1D
4.69%
1M
-3.70%
6M
10.37%
YTD
8.75%
1Y
25.68%
3Y*
34.90%
5Y*
17.20%
10Y*
20.55%
ALL TIME*
10.08%

GQRIX

1D
0.43%
1M
0.43%
6M
3.55%
YTD
7.29%
1Y
9.44%
3Y*
11.84%
5Y*
9.20%
10Y*
ALL TIME*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ALGRX vs. GQRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ALGRX
Alger Focus Equity Fund Class I
8.75%39.68%51.77%44.20%-35.94%20.06%45.82%16.75%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.29%0.91%20.18%19.79%-3.64%17.13%14.75%12.84%

Correlation

The correlation between ALGRX and GQRIX is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.65

The correlation between ALGRX and GQRIX shifts across timeframes, from -0.22 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ALGRX vs. GQRIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ALGRX
ALGRX Risk / Return Rank: 3232
Overall Rank
ALGRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ALGRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
ALGRX Omega Ratio Rank: 3030
Omega Ratio Rank
ALGRX Calmar Ratio Rank: 3333
Calmar Ratio Rank
ALGRX Martin Ratio Rank: 3131
Martin Ratio Rank

GQRIX
GQRIX Risk / Return Rank: 2727
Overall Rank
GQRIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GQRIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
GQRIX Omega Ratio Rank: 2727
Omega Ratio Rank
GQRIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GQRIX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ALGRX vs. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity Fund Class I (ALGRX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALGRXGQRIXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.38

1.29

+0.10

Martin ratioReturn relative to average drawdown

4.33

2.93

+1.40

ALGRX vs. GQRIX - Sharpe Ratio Comparison

The current ALGRX Sharpe Ratio is 1.01, which is comparable to the GQRIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ALGRX and GQRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALGRX vs. GQRIX - Drawdown Comparison

The maximum ALGRX drawdown since its inception was -62.64%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for ALGRX and GQRIX.


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Drawdown Indicators


ALGRXGQRIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.64%

-28.86%

-33.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.55%

-7.00%

-10.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.96%

-16.47%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.57%

-20.29%

-23.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

Current Drawdown

Current decline from peak

-7.99%

-3.86%

-4.13%

Average Drawdown

Average peak-to-trough decline

-18.73%

-4.89%

-13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

3.07%

+2.52%

Volatility

ALGRX vs. GQRIX - Volatility Comparison

Alger Focus Equity Fund Class I (ALGRX) has a higher volatility of 8.31% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 2.73%. This indicates that ALGRX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALGRXGQRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

2.73%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.09%

7.50%

+11.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.15%

9.45%

+14.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

14.67%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.23%

17.15%

+7.08%

ALGRX vs. GQRIX - Expense Ratio Comparison

ALGRX has a 0.95% expense ratio, which is higher than GQRIX's 0.75% expense ratio.


Dividends

ALGRX vs. GQRIX - Dividend Comparison

ALGRX's dividend yield for the trailing twelve months is around 7.21%, less than GQRIX's 7.40% yield.


PositionTTM20252024202320222021202020192018
ALGRX
Alger Focus Equity Fund Class I
7.21%7.84%0.00%0.10%0.06%13.98%6.25%2.08%5.38%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.40%7.94%6.46%1.39%2.99%1.65%0.11%0.04%0.00%

Frequently Asked Questions


ALGRX and GQRIX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALGRX has higher volatility (8.31%) compared to GQRIX (2.73%). In terms of maximum drawdown, ALGRX dropped -62.64% vs GQRIX's -28.86%.

ALGRX currently has the higher Sharpe Ratio (1.01 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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