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SPEDX vs. ALBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. ALBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Dynamic Opportunities Fund (SPEDX) and Alger Growth & Income Fund (ALBAX). The values are adjusted to include any dividend payments, if applicable.

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SPEDX vs. ALBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEDX
Alger Dynamic Opportunities Fund
-7.22%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%9.46%
ALBAX
Alger Growth & Income Fund
-4.27%19.89%21.81%22.60%-14.12%30.79%15.22%28.92%-4.72%20.18%

Returns By Period

In the year-to-date period, SPEDX achieves a -7.22% return, which is significantly lower than ALBAX's -4.27% return. Over the past 10 years, SPEDX has underperformed ALBAX with an annualized return of 7.51%, while ALBAX has yielded a comparatively higher 13.60% annualized return.


SPEDX

1D
-0.24%
1M
-2.74%
YTD
-7.22%
6M
-8.54%
1Y
4.09%
3Y*
8.27%
5Y*
1.91%
10Y*
7.51%

ALBAX

1D
-0.42%
1M
-7.26%
YTD
-4.27%
6M
-0.85%
1Y
19.30%
3Y*
17.80%
5Y*
12.48%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEDX vs. ALBAX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than ALBAX's 0.98% expense ratio.


Return for Risk

SPEDX vs. ALBAX — Risk / Return Rank

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

SPEDX
SPEDX Risk / Return Rank: 1313
Overall Rank
SPEDX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1111
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1414
Martin Ratio Rank

ALBAX
ALBAX Risk / Return Rank: 7171
Overall Rank
ALBAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ALBAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ALBAX Omega Ratio Rank: 7171
Omega Ratio Rank
ALBAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ALBAX Martin Ratio Rank: 7878
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.

SPEDX vs. ALBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and Alger Growth & Income Fund (ALBAX). 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.


SPEDXALBAXDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.17

-0.78

Sortino ratio

Return per unit of downside risk

0.60

1.73

-1.13

Omega ratio

Gain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratio

Return relative to maximum drawdown

0.41

1.58

-1.17

Martin ratio

Return relative to average drawdown

1.26

7.60

-6.34

SPEDX vs. ALBAX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.39, which is lower than the ALBAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SPEDX and ALBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPEDXALBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.17

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.81

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.79

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.63

-0.16

Correlation

The correlation between SPEDX and ALBAX is 0.73, 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

SPEDX vs. ALBAX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, less than ALBAX's 0.95% yield.


TTM20252024202320222021202020192018201720162015
SPEDX
Alger Dynamic Opportunities Fund
0.10%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%0.00%
ALBAX
Alger Growth & Income Fund
0.95%0.74%1.08%0.98%1.24%4.17%2.55%5.00%6.75%2.35%1.56%3.75%

Drawdowns

SPEDX vs. ALBAX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, smaller than the maximum ALBAX drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for SPEDX and ALBAX.


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Drawdown Indicators


SPEDXALBAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-40.56%

+11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-11.37%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-22.06%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-34.26%

+5.24%

Current Drawdown

Current decline from peak

-9.18%

-7.86%

-1.32%

Average Drawdown

Average peak-to-trough decline

-7.00%

-7.38%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.36%

+0.63%

Volatility

SPEDX vs. ALBAX - Volatility Comparison

The current volatility for Alger Dynamic Opportunities Fund (SPEDX) is 2.69%, while Alger Growth & Income Fund (ALBAX) has a volatility of 4.09%. This indicates that SPEDX experiences smaller price fluctuations and is considered to be less risky than ALBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXALBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.09%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

9.31%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

17.20%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

15.46%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

17.20%

-4.42%