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ALSRX vs. AAGOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALSRX vs. AAGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger SmallCap Growth Institutional Fund (ALSRX) and Alger Large Cap Growth Portfolio Fund (AAGOX). The values are adjusted to include any dividend payments, if applicable.

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ALSRX vs. AAGOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSRX
Alger SmallCap Growth Institutional Fund
-9.98%4.83%8.76%14.83%-38.17%-4.44%64.90%29.87%-4.03%24.83%
AAGOX
Alger Large Cap Growth Portfolio Fund
-7.63%29.82%42.89%32.67%-38.76%12.63%67.21%27.43%2.36%28.61%

Returns By Period

In the year-to-date period, ALSRX achieves a -9.98% return, which is significantly lower than AAGOX's -7.63% return. Over the past 10 years, ALSRX has underperformed AAGOX with an annualized return of 7.67%, while AAGOX has yielded a comparatively higher 16.21% annualized return.


ALSRX

1D
5.62%
1M
-8.41%
YTD
-9.98%
6M
-6.55%
1Y
16.11%
3Y*
3.60%
5Y*
-7.60%
10Y*
7.67%

AAGOX

1D
5.23%
1M
-3.43%
YTD
-7.63%
6M
-11.22%
1Y
35.34%
3Y*
25.94%
5Y*
8.75%
10Y*
16.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALSRX vs. AAGOX - Expense Ratio Comparison

ALSRX has a 1.24% expense ratio, which is higher than AAGOX's 0.82% expense ratio.


Return for Risk

ALSRX vs. AAGOX — Risk / Return Rank

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

ALSRX
ALSRX Risk / Return Rank: 1818
Overall Rank
ALSRX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ALSRX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ALSRX Omega Ratio Rank: 1616
Omega Ratio Rank
ALSRX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ALSRX Martin Ratio Rank: 1818
Martin Ratio Rank

AAGOX
AAGOX Risk / Return Rank: 7070
Overall Rank
AAGOX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AAGOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
AAGOX Omega Ratio Rank: 6363
Omega Ratio Rank
AAGOX Calmar Ratio Rank: 7979
Calmar Ratio Rank
AAGOX Martin Ratio Rank: 6262
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.

ALSRX vs. AAGOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger SmallCap Growth Institutional Fund (ALSRX) and Alger Large Cap Growth Portfolio Fund (AAGOX). 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.


ALSRXAAGOXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.31

-0.71

Sortino ratio

Return per unit of downside risk

1.03

1.89

-0.86

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.68

1.98

-1.30

Martin ratio

Return relative to average drawdown

2.47

6.23

-3.76

ALSRX vs. AAGOX - Sharpe Ratio Comparison

The current ALSRX Sharpe Ratio is 0.59, which is lower than the AAGOX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ALSRX and AAGOX, 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


ALSRXAAGOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.31

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.34

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.66

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.54

-0.32

Correlation

The correlation between ALSRX and AAGOX is 0.86, 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

ALSRX vs. AAGOX - Dividend Comparison

ALSRX's dividend yield for the trailing twelve months is around 3.11%, less than AAGOX's 13.11% yield.


TTM20252024202320222021202020192018201720162015
ALSRX
Alger SmallCap Growth Institutional Fund
3.11%2.80%1.99%0.00%0.00%23.64%5.23%20.07%11.31%0.00%0.00%0.00%
AAGOX
Alger Large Cap Growth Portfolio Fund
13.11%12.11%0.00%0.00%5.91%28.74%14.75%1.88%22.68%9.81%0.00%12.42%

Drawdowns

ALSRX vs. AAGOX - Drawdown Comparison

The maximum ALSRX drawdown since its inception was -73.40%, which is greater than AAGOX's maximum drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for ALSRX and AAGOX.


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Drawdown Indicators


ALSRXAAGOXDifference

Max Drawdown

Largest peak-to-trough decline

-73.40%

-60.22%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.23%

-18.11%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-53.46%

-44.07%

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-55.04%

-44.07%

-10.97%

Current Drawdown

Current decline from peak

-40.86%

-13.82%

-27.04%

Average Drawdown

Average peak-to-trough decline

-28.66%

-15.77%

-12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

5.75%

+0.10%

Volatility

ALSRX vs. AAGOX - Volatility Comparison

Alger SmallCap Growth Institutional Fund (ALSRX) and Alger Large Cap Growth Portfolio Fund (AAGOX) have volatilities of 10.20% and 9.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSRXAAGOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

9.87%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

18.94%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

27.59%

28.41%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

26.12%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.66%

24.60%

+2.06%