ALVOX vs. VTMGX
Compare and contrast key facts about Alger Capital Appreciation Portfolio (ALVOX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
ALVOX is managed by Alger. It was launched on Jan 25, 1995. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
ALVOX vs. VTMGX - Performance Comparison
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ALVOX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALVOX Alger Capital Appreciation Portfolio | -10.16% | 32.25% | 48.13% | 43.13% | -36.69% | 19.79% | 41.90% | 33.59% | -0.01% | 31.17% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, ALVOX achieves a -10.16% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, ALVOX has outperformed VTMGX with an annualized return of 17.09%, while VTMGX has yielded a comparatively lower 9.31% annualized return.
ALVOX
- 1D
- 4.89%
- 1M
- -4.96%
- YTD
- -10.16%
- 6M
- -11.42%
- 1Y
- 33.04%
- 3Y*
- 30.33%
- 5Y*
- 12.94%
- 10Y*
- 17.09%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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ALVOX vs. VTMGX - Expense Ratio Comparison
ALVOX has a 0.91% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
ALVOX vs. VTMGX — Risk / Return Rank
ALVOX
VTMGX
ALVOX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Portfolio (ALVOX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| ALVOX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.79 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.35 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.44 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.99 | 9.56 | -3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALVOX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.79 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.57 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.29 | +0.32 |
Correlation
The correlation between ALVOX and VTMGX is 0.67, 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
ALVOX vs. VTMGX - Dividend Comparison
ALVOX's dividend yield for the trailing twelve months is around 20.91%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALVOX Alger Capital Appreciation Portfolio | 20.91% | 18.78% | 0.00% | 0.00% | 9.84% | 26.10% | 14.64% | 12.19% | 21.59% | 6.47% | 0.00% | 12.50% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
ALVOX vs. VTMGX - Drawdown Comparison
The maximum ALVOX drawdown since its inception was -67.54%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for ALVOX and VTMGX.
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Drawdown Indicators
| ALVOX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.54% | -60.58% | -6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -18.86% | -11.67% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -41.01% | -29.71% | -11.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -35.68% | -5.33% |
Current DrawdownCurrent decline from peak | -14.89% | -9.01% | -5.88% |
Average DrawdownAverage peak-to-trough decline | -18.88% | -14.74% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.97% | +2.72% |
Volatility
ALVOX vs. VTMGX - Volatility Comparison
Alger Capital Appreciation Portfolio (ALVOX) has a higher volatility of 9.06% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 7.83%. This indicates that ALVOX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALVOX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 7.83% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 11.28% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.14% | 16.68% | +10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 15.65% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.48% | 16.45% | +7.03% |