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EMCAX vs. AOFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMCAX vs. AOFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Empiric 2500 Fund (EMCAX) and Alger Small Cap Focus Fund (AOFIX). The values are adjusted to include any dividend payments, if applicable.

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EMCAX vs. AOFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMCAX
Empiric 2500 Fund
-3.08%2.37%13.89%12.43%-16.06%16.07%27.81%19.10%-4.64%21.82%
AOFIX
Alger Small Cap Focus Fund
-12.19%6.96%13.76%9.88%-37.62%-14.06%53.29%24.16%14.16%27.72%

Returns By Period

In the year-to-date period, EMCAX achieves a -3.08% return, which is significantly higher than AOFIX's -12.19% return. Over the past 10 years, EMCAX has outperformed AOFIX with an annualized return of 9.33%, while AOFIX has yielded a comparatively lower 7.64% annualized return.


EMCAX

1D
-0.66%
1M
-7.61%
YTD
-3.08%
6M
-3.82%
1Y
4.50%
3Y*
7.60%
5Y*
1.98%
10Y*
9.33%

AOFIX

1D
-2.21%
1M
-13.58%
YTD
-12.19%
6M
-9.04%
1Y
13.89%
3Y*
4.33%
5Y*
-8.08%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMCAX vs. AOFIX - Expense Ratio Comparison

EMCAX has a 1.96% expense ratio, which is higher than AOFIX's 1.14% expense ratio.


Return for Risk

EMCAX vs. AOFIX — Risk / Return Rank

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

EMCAX
EMCAX Risk / Return Rank: 1212
Overall Rank
EMCAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EMCAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
EMCAX Omega Ratio Rank: 1010
Omega Ratio Rank
EMCAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
EMCAX Martin Ratio Rank: 1414
Martin Ratio Rank

AOFIX
AOFIX Risk / Return Rank: 1616
Overall Rank
AOFIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AOFIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AOFIX Omega Ratio Rank: 1515
Omega Ratio Rank
AOFIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AOFIX Martin Ratio Rank: 1717
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.

EMCAX vs. AOFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Empiric 2500 Fund (EMCAX) and Alger Small Cap Focus Fund (AOFIX). 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.


EMCAXAOFIXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.41

-0.13

Sortino ratio

Return per unit of downside risk

0.52

0.78

-0.25

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.03

Calmar ratio

Return relative to maximum drawdown

0.32

0.46

-0.14

Martin ratio

Return relative to average drawdown

1.32

1.71

-0.39

EMCAX vs. AOFIX - Sharpe Ratio Comparison

The current EMCAX Sharpe Ratio is 0.28, which is lower than the AOFIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EMCAX and AOFIX, 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


EMCAXAOFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.41

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.29

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.29

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.23

+0.20

Correlation

The correlation between EMCAX and AOFIX is 0.82, 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

EMCAX vs. AOFIX - Dividend Comparison

EMCAX's dividend yield for the trailing twelve months is around 0.14%, while AOFIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018
EMCAX
Empiric 2500 Fund
0.14%0.13%0.13%0.00%0.00%0.51%7.46%0.00%0.00%
AOFIX
Alger Small Cap Focus Fund
0.00%0.00%0.00%0.00%0.00%6.94%0.00%2.36%0.85%

Drawdowns

EMCAX vs. AOFIX - Drawdown Comparison

The maximum EMCAX drawdown since its inception was -51.81%, smaller than the maximum AOFIX drawdown of -60.19%. Use the drawdown chart below to compare losses from any high point for EMCAX and AOFIX.


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Drawdown Indicators


EMCAXAOFIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.81%

-60.19%

+8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-19.88%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-55.64%

+25.04%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-60.19%

+17.40%

Current Drawdown

Current decline from peak

-8.60%

-46.23%

+37.63%

Average Drawdown

Average peak-to-trough decline

-13.34%

-19.25%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

5.34%

-2.87%

Volatility

EMCAX vs. AOFIX - Volatility Comparison

The current volatility for Empiric 2500 Fund (EMCAX) is 4.73%, while Alger Small Cap Focus Fund (AOFIX) has a volatility of 9.39%. This indicates that EMCAX experiences smaller price fluctuations and is considered to be less risky than AOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCAXAOFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

9.39%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

19.29%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

28.37%

-11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

27.85%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

26.10%

-5.91%