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ALMRX vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALMRX vs. FSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger MidCap Growth Institutional Fund (ALMRX) and Fidelity Extended Market Index Fund (FSMAX). The values are adjusted to include any dividend payments, if applicable.

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ALMRX vs. FSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALMRX
Alger MidCap Growth Institutional Fund
-11.69%17.01%20.02%22.68%-35.28%6.17%64.25%29.79%-7.77%28.75%
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%

Returns By Period

In the year-to-date period, ALMRX achieves a -11.69% return, which is significantly lower than FSMAX's -4.54% return. Both investments have delivered pretty close results over the past 10 years, with ALMRX having a 10.96% annualized return and FSMAX not far behind at 10.54%.


ALMRX

1D
-1.10%
1M
-11.81%
YTD
-11.69%
6M
-13.78%
1Y
14.51%
3Y*
11.66%
5Y*
0.39%
10Y*
10.96%

FSMAX

1D
-1.03%
1M
-7.76%
YTD
-4.54%
6M
-4.39%
1Y
16.77%
3Y*
13.78%
5Y*
3.66%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALMRX vs. FSMAX - Expense Ratio Comparison

ALMRX has a 1.44% expense ratio, which is higher than FSMAX's 0.04% expense ratio.


Return for Risk

ALMRX vs. FSMAX — Risk / Return Rank

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

ALMRX
ALMRX Risk / Return Rank: 2323
Overall Rank
ALMRX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ALMRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
ALMRX Omega Ratio Rank: 2121
Omega Ratio Rank
ALMRX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ALMRX Martin Ratio Rank: 2323
Martin Ratio Rank

FSMAX
FSMAX Risk / Return Rank: 3535
Overall Rank
FSMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 3838
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.

ALMRX vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger MidCap Growth Institutional Fund (ALMRX) and Fidelity Extended Market Index Fund (FSMAX). 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.


ALMRXFSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.72

-0.15

Sortino ratio

Return per unit of downside risk

0.96

1.16

-0.20

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

0.71

0.95

-0.23

Martin ratio

Return relative to average drawdown

2.45

3.91

-1.46

ALMRX vs. FSMAX - Sharpe Ratio Comparison

The current ALMRX Sharpe Ratio is 0.57, which is comparable to the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ALMRX and FSMAX, 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


ALMRXFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.72

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.16

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.35

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.41

-0.25

Correlation

The correlation between ALMRX and FSMAX is 0.66, 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

ALMRX vs. FSMAX - Dividend Comparison

ALMRX has not paid dividends to shareholders, while FSMAX's dividend yield for the trailing twelve months is around 0.60%.


TTM20252024202320222021202020192018201720162015
ALMRX
Alger MidCap Growth Institutional Fund
0.00%0.00%0.00%0.00%0.00%77.91%12.19%8.56%7.91%0.00%0.00%0.00%
FSMAX
Fidelity Extended Market Index Fund
0.60%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%

Drawdowns

ALMRX vs. FSMAX - Drawdown Comparison

The maximum ALMRX drawdown since its inception was -73.80%, which is greater than FSMAX's maximum drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for ALMRX and FSMAX.


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Drawdown Indicators


ALMRXFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-50.55%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-14.64%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-64.01%

-36.31%

-27.70%

Max Drawdown (10Y)

Largest decline over 10 years

-64.01%

-50.55%

-13.46%

Current Drawdown

Current decline from peak

-42.96%

-10.26%

-32.70%

Average Drawdown

Average peak-to-trough decline

-22.14%

-12.29%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.54%

+1.11%

Volatility

ALMRX vs. FSMAX - Volatility Comparison

Alger MidCap Growth Institutional Fund (ALMRX) has a higher volatility of 6.40% compared to Fidelity Extended Market Index Fund (FSMAX) at 6.01%. This indicates that ALMRX's price experiences larger fluctuations and is considered to be riskier than FSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALMRXFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

6.01%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

13.07%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.21%

22.79%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.57%

22.32%

+26.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.71%

30.19%

+7.52%