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ALTFX vs. ALMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTFX vs. ALMAX - Performance Comparison

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

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ALTFX vs. ALMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALTFX
AB Sustainable Global Thematic Fund
-10.89%6.22%5.94%15.97%-27.19%22.64%39.40%33.60%-9.86%37.16%
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%

Returns By Period

In the year-to-date period, ALTFX achieves a -10.89% return, which is significantly higher than ALMAX's -15.06% return. Over the past 10 years, ALTFX has outperformed ALMAX with an annualized return of 9.62%, while ALMAX has yielded a comparatively lower 6.97% annualized return.


ALTFX

1D
-0.30%
1M
-9.85%
YTD
-10.89%
6M
-13.62%
1Y
1.12%
3Y*
3.26%
5Y*
0.18%
10Y*
9.62%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALTFX vs. ALMAX - Expense Ratio Comparison

ALTFX has a 1.02% expense ratio, which is lower than ALMAX's 1.20% expense ratio.


Return for Risk

ALTFX vs. ALMAX — Risk / Return Rank

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

ALTFX
ALTFX Risk / Return Rank: 66
Overall Rank
ALTFX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ALTFX Sortino Ratio Rank: 66
Sortino Ratio Rank
ALTFX Omega Ratio Rank: 66
Omega Ratio Rank
ALTFX Calmar Ratio Rank: 66
Calmar Ratio Rank
ALTFX Martin Ratio Rank: 66
Martin Ratio Rank

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
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.

ALTFX vs. ALMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Sustainable Global Thematic Fund (ALTFX) and Alger Weatherbie Specialized Growth Fund (ALMAX). 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.


ALTFXALMAXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.01

+0.04

Sortino ratio

Return per unit of downside risk

0.20

0.19

+0.01

Omega ratio

Gain probability vs. loss probability

1.03

1.02

0.00

Calmar ratio

Return relative to maximum drawdown

-0.05

-0.11

+0.07

Martin ratio

Return relative to average drawdown

-0.16

-0.40

+0.24

ALTFX vs. ALMAX - Sharpe Ratio Comparison

The current ALTFX Sharpe Ratio is 0.05, which is higher than the ALMAX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of ALTFX and ALMAX, 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


ALTFXALMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.01

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.24

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.26

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.03

Correlation

The correlation between ALTFX and ALMAX is 0.84, 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

ALTFX vs. ALMAX - Dividend Comparison

ALTFX's dividend yield for the trailing twelve months is around 15.18%, while ALMAX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ALTFX
AB Sustainable Global Thematic Fund
15.18%13.53%8.18%0.03%2.61%9.99%7.23%6.01%8.36%0.00%4.05%0.00%
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%

Drawdowns

ALTFX vs. ALMAX - Drawdown Comparison

The maximum ALTFX drawdown since its inception was -80.01%, which is greater than ALMAX's maximum drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for ALTFX and ALMAX.


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Drawdown Indicators


ALTFXALMAXDifference

Max Drawdown

Largest peak-to-trough decline

-80.01%

-60.51%

-19.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-20.91%

+5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-53.89%

+18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.87%

-53.89%

+18.02%

Current Drawdown

Current decline from peak

-16.56%

-44.85%

+28.29%

Average Drawdown

Average peak-to-trough decline

-37.13%

-17.19%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

6.01%

-1.08%

Volatility

ALTFX vs. ALMAX - Volatility Comparison

The current volatility for AB Sustainable Global Thematic Fund (ALTFX) is 5.52%, while Alger Weatherbie Specialized Growth Fund (ALMAX) has a volatility of 7.42%. This indicates that ALTFX experiences smaller price fluctuations and is considered to be less risky than ALMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTFXALMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

7.42%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

15.17%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

24.27%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

29.06%

-10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

27.09%

-9.13%