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ALMAX vs. AIEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALMAX vs. AIEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Weatherbie Specialized Growth Fund (ALMAX) and Alger Emerging Markets Fund (AIEMX). The values are adjusted to include any dividend payments, if applicable.

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ALMAX vs. AIEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALMAX
Alger Weatherbie Specialized Growth Fund
-15.06%0.50%13.78%11.22%-38.11%5.83%56.85%39.17%-4.10%21.83%
AIEMX
Alger Emerging Markets Fund
-2.95%25.30%5.60%13.49%-32.52%-0.45%37.17%21.98%-21.81%38.72%

Returns By Period

In the year-to-date period, ALMAX achieves a -15.06% return, which is significantly lower than AIEMX's -2.95% return. Over the past 10 years, ALMAX has outperformed AIEMX with an annualized return of 6.97%, while AIEMX has yielded a comparatively lower 6.24% annualized return.


ALMAX

1D
-0.75%
1M
-11.84%
YTD
-15.06%
6M
-13.51%
1Y
0.51%
3Y*
1.57%
5Y*
-6.88%
10Y*
6.97%

AIEMX

1D
-0.93%
1M
-13.45%
YTD
-2.95%
6M
0.20%
1Y
20.79%
3Y*
12.37%
5Y*
-0.63%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALMAX vs. AIEMX - Expense Ratio Comparison

ALMAX has a 1.20% expense ratio, which is lower than AIEMX's 1.45% expense ratio.


Return for Risk

ALMAX vs. AIEMX — Risk / Return Rank

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

ALMAX
ALMAX Risk / Return Rank: 55
Overall Rank
ALMAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ALMAX Sortino Ratio Rank: 66
Sortino Ratio Rank
ALMAX Omega Ratio Rank: 66
Omega Ratio Rank
ALMAX Calmar Ratio Rank: 55
Calmar Ratio Rank
ALMAX Martin Ratio Rank: 44
Martin Ratio Rank

AIEMX
AIEMX Risk / Return Rank: 5454
Overall Rank
AIEMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AIEMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIEMX Omega Ratio Rank: 5454
Omega Ratio Rank
AIEMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AIEMX Martin Ratio Rank: 5353
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.

ALMAX vs. AIEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Weatherbie Specialized Growth Fund (ALMAX) and Alger Emerging Markets Fund (AIEMX). 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.


ALMAXAIEMXDifference

Sharpe ratio

Return per unit of total volatility

0.01

1.08

-1.07

Sortino ratio

Return per unit of downside risk

0.19

1.51

-1.32

Omega ratio

Gain probability vs. loss probability

1.02

1.22

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.11

1.19

-1.30

Martin ratio

Return relative to average drawdown

-0.40

5.17

-5.57

ALMAX vs. AIEMX - Sharpe Ratio Comparison

The current ALMAX Sharpe Ratio is 0.01, which is lower than the AIEMX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ALMAX and AIEMX, 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


ALMAXAIEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.08

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.03

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.33

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.14

+0.15

Correlation

The correlation between ALMAX and AIEMX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ALMAX vs. AIEMX - Dividend Comparison

ALMAX has not paid dividends to shareholders, while AIEMX's dividend yield for the trailing twelve months is around 0.05%.


TTM20252024202320222021202020192018201720162015
ALMAX
Alger Weatherbie Specialized Growth Fund
0.00%0.00%0.00%0.00%0.00%24.48%4.64%4.00%9.86%0.00%12.44%55.85%
AIEMX
Alger Emerging Markets Fund
0.05%0.05%0.31%0.00%0.00%4.19%0.00%5.08%2.35%3.58%0.00%0.00%

Drawdowns

ALMAX vs. AIEMX - Drawdown Comparison

The maximum ALMAX drawdown since its inception was -60.51%, which is greater than AIEMX's maximum drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for ALMAX and AIEMX.


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Drawdown Indicators


ALMAXAIEMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.51%

-46.21%

-14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-15.17%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-53.89%

-43.75%

-10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-53.89%

-46.21%

-7.68%

Current Drawdown

Current decline from peak

-44.85%

-15.17%

-29.68%

Average Drawdown

Average peak-to-trough decline

-17.19%

-17.41%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

3.49%

+2.52%

Volatility

ALMAX vs. AIEMX - Volatility Comparison

The current volatility for Alger Weatherbie Specialized Growth Fund (ALMAX) is 7.42%, while Alger Emerging Markets Fund (AIEMX) has a volatility of 9.28%. This indicates that ALMAX experiences smaller price fluctuations and is considered to be less risky than AIEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALMAXAIEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

9.28%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

14.06%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

18.39%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.06%

18.87%

+10.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

19.25%

+7.84%