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ALVOX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALVOX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Portfolio (ALVOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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ALVOX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALVOX
Alger Capital Appreciation Portfolio
-14.35%32.25%48.13%43.13%-36.69%19.79%41.90%33.59%-0.01%31.17%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

The year-to-date returns for both investments are quite close, with ALVOX having a -14.35% return and VIGIX slightly higher at -13.83%. Over the past 10 years, ALVOX has outperformed VIGIX with an annualized return of 16.53%, while VIGIX has yielded a comparatively lower 15.58% annualized return.


ALVOX

1D
-1.51%
1M
-9.47%
YTD
-14.35%
6M
-15.10%
1Y
28.57%
3Y*
28.27%
5Y*
12.33%
10Y*
16.53%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALVOX vs. VIGIX - Expense Ratio Comparison

ALVOX has a 0.91% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Return for Risk

ALVOX vs. VIGIX — Risk / Return Rank

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

ALVOX
ALVOX Risk / Return Rank: 5555
Overall Rank
ALVOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ALVOX Sortino Ratio Rank: 6363
Sortino Ratio Rank
ALVOX Omega Ratio Rank: 5555
Omega Ratio Rank
ALVOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
ALVOX Martin Ratio Rank: 4444
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
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.

ALVOX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Portfolio (ALVOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


ALVOXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.61

+0.43

Sortino ratio

Return per unit of downside risk

1.59

1.04

+0.55

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.32

0.66

+0.66

Martin ratio

Return relative to average drawdown

4.42

2.38

+2.04

ALVOX vs. VIGIX - Sharpe Ratio Comparison

The current ALVOX Sharpe Ratio is 1.05, which is higher than the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ALVOX and VIGIX, 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


ALVOXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.61

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.73

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.43

+0.17

Correlation

The correlation between ALVOX and VIGIX is 0.94, 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

ALVOX vs. VIGIX - Dividend Comparison

ALVOX's dividend yield for the trailing twelve months is around 21.93%, more than VIGIX's 0.47% yield.


TTM20252024202320222021202020192018201720162015
ALVOX
Alger Capital Appreciation Portfolio
21.93%18.78%0.00%0.00%9.84%26.10%14.64%12.19%21.59%6.47%0.00%12.50%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

ALVOX vs. VIGIX - Drawdown Comparison

The maximum ALVOX drawdown since its inception was -67.54%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for ALVOX and VIGIX.


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Drawdown Indicators


ALVOXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.54%

-56.95%

-10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.86%

-16.51%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-41.01%

-35.62%

-5.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-35.62%

-5.39%

Current Drawdown

Current decline from peak

-18.86%

-16.51%

-2.35%

Average Drawdown

Average peak-to-trough decline

-18.88%

-16.36%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

4.56%

+1.05%

Volatility

ALVOX vs. VIGIX - Volatility Comparison

Alger Capital Appreciation Portfolio (ALVOX) has a higher volatility of 7.38% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 5.52%. This indicates that ALVOX's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALVOXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

5.52%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

12.10%

+3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

26.77%

22.69%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.53%

22.30%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

21.49%

+1.94%