FSTEX vs. ALARX

In the year-to-date period, FSTEX achieves a -0.22% return, which is significantly lower than ALARX's 36.44% return. Over the past 10 years, FSTEX has underperformed ALARX with an annualized return of -0.22%, while ALARX has yielded a comparatively higher 5.24% annualized return.

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FSTEX has a 1.36% expense ratio, which is higher than ALARX's 1.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Alger Capital Appreciation Institutional Fund (ALARX). 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.

The current FSTEX Sharpe Ratio is -0.06, which is lower than the ALARX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FSTEX and ALARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FSTEX nor ALARX has paid dividends to shareholders.

The maximum FSTEX drawdown since its inception was -85.79%, which is greater than ALARX's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for FSTEX and ALARX. For additional features, visit the drawdowns tool.

The current volatility for Invesco Energy Fund (FSTEX) is 7.11%, while Alger Capital Appreciation Institutional Fund (ALARX) has a volatility of 14.39%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than ALARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.