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ALSRX vs. ALBAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALSRX vs. ALBAX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with ALSRX having a 12.54% return and ALBAX slightly higher at 13.01%. Over the past 10 years, ALSRX has underperformed ALBAX with an annualized return of 9.63%, while ALBAX has yielded a comparatively higher 15.46% annualized return.


ALSRX

1D
2.97%
1M
8.94%
YTD
12.54%
6M
8.22%
1Y
30.17%
3Y*
10.74%
5Y*
-3.48%
10Y*
9.63%

ALBAX

1D
1.19%
1M
0.96%
YTD
13.01%
6M
12.68%
1Y
33.41%
3Y*
21.55%
5Y*
15.10%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALSRX vs. ALBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSRX
Alger SmallCap Growth Institutional Fund
12.54%4.83%8.76%14.83%-38.17%-4.44%64.90%29.87%-4.03%24.83%
ALBAX
Alger Growth & Income Fund
13.01%19.89%21.81%22.60%-14.12%30.79%15.22%28.92%-4.72%20.18%

Correlation

The correlation between ALSRX and ALBAX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1997

0.81

The correlation between ALSRX and ALBAX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

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Return for Risk

ALSRX vs. ALBAX — 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: 1919
Sharpe Ratio Rank
ALSRX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ALSRX Omega Ratio Rank: 1717
Omega Ratio Rank
ALSRX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ALSRX Martin Ratio Rank: 1919
Martin Ratio Rank

ALBAX
ALBAX Risk / Return Rank: 8686
Overall Rank
ALBAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ALBAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ALBAX Omega Ratio Rank: 7979
Omega Ratio Rank
ALBAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ALBAX Martin Ratio Rank: 9393
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. ALBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger SmallCap Growth Institutional Fund (ALSRX) and Alger Growth & Income Fund (ALBAX). 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.


ALSRXALBAXDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.20

1.47

-0.27

Calmar ratioReturn relative to maximum drawdown

1.38

4.21

-2.82

Martin ratioReturn relative to average drawdown

4.56

18.61

-14.05

ALSRX vs. ALBAX - Sharpe Ratio Comparison

The current ALSRX Sharpe Ratio is 1.15, which is lower than the ALBAX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ALSRX and ALBAX, 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

ALSRX vs. ALBAX - Drawdown Comparison

The maximum ALSRX drawdown since its inception was -73.40%, which is greater than ALBAX's maximum drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for ALSRX and ALBAX.


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Drawdown Indicators


ALSRXALBAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.40%

-40.56%

-32.84%

Max Drawdown (1Y)

Largest decline over 1 year

-21.23%

-7.86%

-13.37%

Max Drawdown (3Y)

Largest decline over 3 years

-33.53%

-17.65%

-15.88%

Max Drawdown (5Y)

Largest decline over 5 years

-53.46%

-22.06%

-31.40%

Max Drawdown (10Y)

Largest decline over 10 years

-55.04%

-34.26%

-20.78%

Current Drawdown

Current decline from peak

-26.07%

-0.74%

-25.33%

Average Drawdown

Average peak-to-trough decline

-28.69%

-7.33%

-21.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

1.77%

+4.66%

Volatility

ALSRX vs. ALBAX - Volatility Comparison

Alger SmallCap Growth Institutional Fund (ALSRX) has a higher volatility of 9.91% compared to Alger Growth & Income Fund (ALBAX) at 4.39%. This indicates that ALSRX's price experiences larger fluctuations and is considered to be riskier than ALBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSRXALBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

4.39%

+5.52%

Volatility (6M)

Calculated over the trailing 6-month period

20.55%

9.79%

+10.76%

Volatility (1Y)

Calculated over the trailing 1-year period

25.51%

12.56%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

15.59%

+14.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

17.28%

+9.64%

ALSRX vs. ALBAX - Expense Ratio Comparison

ALSRX has a 1.24% expense ratio, which is higher than ALBAX's 0.98% expense ratio.


Dividends

ALSRX vs. ALBAX - Dividend Comparison

ALSRX's dividend yield for the trailing twelve months is around 2.49%, more than ALBAX's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
ALBAX
Alger Growth & Income Fund
0.72%0.74%1.08%0.98%1.24%4.17%2.55%5.00%6.75%2.35%1.56%3.75%
ALSRX
Alger SmallCap Growth Institutional Fund
2.49%2.80%1.99%0.00%0.00%23.64%5.23%20.07%11.31%0.00%0.00%0.00%

Frequently Asked Questions


ALSRX and ALBAX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALSRX has higher volatility (9.91%) compared to ALBAX (4.39%). In terms of maximum drawdown, ALSRX dropped -73.40% vs ALBAX's -40.56%.

ALBAX currently has the higher Sharpe Ratio (2.63 vs 1.15), 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.

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