PortfoliosLab logoPortfoliosLab logo
MXVIX vs. ALARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXVIX vs. ALARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P 500 Index Fund (MXVIX) and Alger Capital Appreciation Institutional Fund (ALARX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXVIX vs. ALARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXVIX
Great-West S&P 500 Index Fund
-7.14%17.30%24.31%25.57%-18.56%29.04%16.96%30.84%-5.32%21.05%
ALARX
Alger Capital Appreciation Institutional Fund
-14.40%31.75%49.44%42.82%-36.88%18.38%41.50%33.13%-0.82%31.11%

Returns By Period

In the year-to-date period, MXVIX achieves a -7.14% return, which is significantly higher than ALARX's -14.40% return. Over the past 10 years, MXVIX has underperformed ALARX with an annualized return of 12.80%, while ALARX has yielded a comparatively higher 16.23% annualized return.


MXVIX

1D
-0.39%
1M
-7.71%
YTD
-7.14%
6M
-4.80%
1Y
13.89%
3Y*
16.57%
5Y*
10.85%
10Y*
12.80%

ALARX

1D
-1.61%
1M
-9.50%
YTD
-14.40%
6M
-15.06%
1Y
28.27%
3Y*
28.46%
5Y*
12.22%
10Y*
16.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXVIX vs. ALARX - Expense Ratio Comparison

MXVIX has a 0.51% expense ratio, which is lower than ALARX's 1.12% expense ratio.


Return for Risk

MXVIX vs. ALARX — Risk / Return Rank

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

MXVIX
MXVIX Risk / Return Rank: 3838
Overall Rank
MXVIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MXVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MXVIX Omega Ratio Rank: 3838
Omega Ratio Rank
MXVIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MXVIX Martin Ratio Rank: 4747
Martin Ratio Rank

ALARX
ALARX Risk / Return Rank: 5353
Overall Rank
ALARX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ALARX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ALARX Omega Ratio Rank: 5252
Omega Ratio Rank
ALARX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ALARX Martin Ratio Rank: 4343
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.

MXVIX vs. ALARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) 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.


MXVIXALARXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.00

-0.30

Sortino ratio

Return per unit of downside risk

1.17

1.54

-0.37

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

0.99

1.31

-0.32

Martin ratio

Return relative to average drawdown

4.71

4.41

+0.30

MXVIX vs. ALARX - Sharpe Ratio Comparison

The current MXVIX Sharpe Ratio is 0.70, which is comparable to the ALARX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MXVIX 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.


Loading graphics...

Sharpe Ratios by Period


MXVIXALARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.00

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.44

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.66

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.46

-0.02

Correlation

The correlation between MXVIX and ALARX is 0.88, 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

MXVIX vs. ALARX - Dividend Comparison

MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than ALARX's 8.16% yield.


TTM20252024202320222021202020192018201720162015
MXVIX
Great-West S&P 500 Index Fund
0.41%0.38%0.95%5.22%1.25%4.97%8.27%5.11%10.56%2.06%0.00%0.00%
ALARX
Alger Capital Appreciation Institutional Fund
8.16%6.99%13.06%8.09%3.90%19.40%16.62%10.34%12.39%6.75%0.00%7.71%

Drawdowns

MXVIX vs. ALARX - Drawdown Comparison

The maximum MXVIX drawdown since its inception was -58.12%, smaller than the maximum ALARX drawdown of -68.32%. Use the drawdown chart below to compare losses from any high point for MXVIX and ALARX.


Loading graphics...

Drawdown Indicators


MXVIXALARXDifference

Max Drawdown

Largest peak-to-trough decline

-58.12%

-68.32%

+10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-18.65%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-46.86%

+22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-46.86%

+13.04%

Current Drawdown

Current decline from peak

-8.94%

-18.65%

+9.71%

Average Drawdown

Average peak-to-trough decline

-8.74%

-21.07%

+12.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

5.54%

-2.64%

Volatility

MXVIX vs. ALARX - Volatility Comparison

The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 4.23%, while Alger Capital Appreciation Institutional Fund (ALARX) has a volatility of 7.54%. This indicates that MXVIX 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.


Loading graphics...

Volatility by Period


MXVIXALARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

7.54%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

16.53%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

27.59%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

27.71%

-10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

24.65%

-6.47%