LPEFX vs. SSGLX
Compare and contrast key facts about ALPS/Red Rocks Global Opportunity Fund (LPEFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
LPEFX is managed by ALPS. It was launched on Dec 30, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
LPEFX vs. SSGLX - Performance Comparison
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LPEFX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPEFX ALPS/Red Rocks Global Opportunity Fund | -17.57% | 1.25% | 17.78% | 28.31% | -28.82% | 23.70% | 9.35% | 49.57% | -12.60% | 27.02% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, LPEFX achieves a -17.57% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, LPEFX has underperformed SSGLX with an annualized return of 8.14%, while SSGLX has yielded a comparatively higher 8.58% annualized return.
LPEFX
- 1D
- 0.64%
- 1M
- -8.58%
- YTD
- -17.57%
- 6M
- -18.30%
- 1Y
- -13.21%
- 3Y*
- 6.58%
- 5Y*
- 1.43%
- 10Y*
- 8.14%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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LPEFX vs. SSGLX - Expense Ratio Comparison
LPEFX has a 1.46% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
LPEFX vs. SSGLX — Risk / Return Rank
LPEFX
SSGLX
LPEFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Fund (LPEFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| LPEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | 1.56 | -2.22 |
Sortino ratioReturn per unit of downside risk | -0.80 | 2.12 | -2.92 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.32 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.00 | -2.68 |
Martin ratioReturn relative to average drawdown | -2.03 | 7.90 | -9.93 |
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
| LPEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 1.56 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.48 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.53 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.37 | -0.21 |
Correlation
The correlation between LPEFX and SSGLX is 0.77, 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
LPEFX vs. SSGLX - Dividend Comparison
LPEFX's dividend yield for the trailing twelve months is around 18.65%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPEFX ALPS/Red Rocks Global Opportunity Fund | 18.65% | 15.38% | 15.95% | 5.56% | 0.00% | 26.79% | 3.96% | 21.96% | 4.58% | 13.29% | 1.55% | 8.21% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
LPEFX vs. SSGLX - Drawdown Comparison
The maximum LPEFX drawdown since its inception was -77.00%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for LPEFX and SSGLX.
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Drawdown Indicators
| LPEFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -35.88% | -41.12% |
Max Drawdown (1Y)Largest decline over 1 year | -22.00% | -11.22% | -10.78% |
Max Drawdown (5Y)Largest decline over 5 years | -49.19% | -30.08% | -19.11% |
Max Drawdown (10Y)Largest decline over 10 years | -49.19% | -35.88% | -13.31% |
Current DrawdownCurrent decline from peak | -27.97% | -10.87% | -17.10% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -8.32% | -14.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 2.84% | +4.54% |
Volatility
LPEFX vs. SSGLX - Volatility Comparison
The current volatility for ALPS/Red Rocks Global Opportunity Fund (LPEFX) is 6.04%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that LPEFX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPEFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.44% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 10.02% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 15.49% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 14.49% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 16.15% | +6.61% |