SPEDX vs. AGG

In the year-to-date period, SPEDX achieves a -4.02% return, which is significantly lower than AGG's 2.74% return. Over the past 10 years, SPEDX has outperformed AGG with an annualized return of 4.92%, while AGG has yielded a comparatively lower 1.48% annualized return.

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SPEDX has a 0.91% expense ratio, which is higher than AGG's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 SPEDX Sharpe Ratio is 0.79, which is lower than the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SPEDX and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPEDX has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.76%.

The maximum SPEDX drawdown since its inception was -32.93%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SPEDX and AGG. For additional features, visit the drawdowns tool.

Alger Dynamic Opportunities Fund (SPEDX) has a higher volatility of 3.23% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 2.25%. This indicates that SPEDX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.