GGEFX vs. ALSMX
GGEFX (Summitry Equity Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, GGEFX returned 9.35%/yr vs 13.30%/yr for ALSMX. Their correlation of 0.86 suggests significant overlap in exposure. GGEFX charges 1.25%/yr vs 0.96%/yr for ALSMX.
Performance
GGEFX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, GGEFX achieves a -1.23% return, which is significantly lower than ALSMX's 25.38% return.
GGEFX
- 1D
- 1.04%
- 1M
- -0.73%
- YTD
- -1.23%
- 6M
- -1.23%
- 1Y
- 8.05%
- 3Y*
- 15.08%
- 5Y*
- 9.35%
- 10Y*
- 12.00%
ALSMX
- 1D
- 1.18%
- 1M
- 1.02%
- YTD
- 25.38%
- 6M
- 23.53%
- 1Y
- 42.03%
- 3Y*
- 24.23%
- 5Y*
- 13.30%
- 10Y*
- —
GGEFX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | -1.23% | 11.26% | 25.39% | 30.93% | -20.46% | 25.28% | 15.38% | 0.26% |
ALSMX Archer Multi Cap Fund | 25.38% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% | 0.00% |
Correlation
The correlation between GGEFX and ALSMX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.86 |
The correlation between GGEFX and ALSMX shifts across timeframes, from 0.68 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GGEFX vs. ALSMX — Risk / Return Rank
GGEFX
ALSMX
GGEFX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Summitry Equity Fund (GGEFX) and Archer Multi Cap Fund (ALSMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GGEFX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.44 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 4.46 | -3.91 |
| Martin ratioReturn relative to average drawdown | 1.80 | 18.98 | -17.18 |
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Drawdowns
GGEFX vs. ALSMX - Drawdown Comparison
The maximum GGEFX drawdown since its inception was -37.49%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for GGEFX and ALSMX.
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Drawdown Indicators
| GGEFX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -97.87% | +60.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -9.42% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.03% | -97.87% | +77.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -97.87% | +70.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.49% | — | — |
Current DrawdownCurrent decline from peak | -5.52% | -96.43% | +90.91% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -28.48% | +23.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 2.21% | +2.06% |
Volatility
GGEFX vs. ALSMX - Volatility Comparison
The current volatility for Summitry Equity Fund (GGEFX) is 4.82%, while Archer Multi Cap Fund (ALSMX) has a volatility of 6.41%. This indicates that GGEFX experiences smaller price fluctuations and is considered to be less risky than ALSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGEFX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 6.41% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 14.22% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 16.92% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 1,292.06% | -1,273.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.52% | 1,136.37% | -1,116.85% |
GGEFX vs. ALSMX - Expense Ratio Comparison
GGEFX has a 1.25% expense ratio, which is higher than ALSMX's 0.96% expense ratio.
Dividends
GGEFX vs. ALSMX - Dividend Comparison
GGEFX's dividend yield for the trailing twelve months is around 17.12%, more than ALSMX's 5.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 5.71% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GGEFX Summitry Equity Fund | 17.12% | 16.91% | 9.19% | 8.39% | 16.43% | 6.82% | 0.00% | 5.18% | 8.33% | 8.20% | 7.93% | 12.92% |
Frequently Asked Questions
GGEFX and ALSMX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (6.41%) compared to GGEFX (4.82%). In terms of maximum drawdown, GGEFX dropped -37.49% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (2.48 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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