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SPEDX vs. ALVOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. ALVOX - Performance Comparison

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

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SPEDX vs. ALVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEDX
Alger Dynamic Opportunities Fund
-6.41%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%9.46%
ALVOX
Alger Capital Appreciation Portfolio
-10.16%32.25%48.13%43.13%-36.69%19.79%41.90%33.59%-0.01%31.17%

Returns By Period

In the year-to-date period, SPEDX achieves a -6.41% return, which is significantly higher than ALVOX's -10.16% return. Over the past 10 years, SPEDX has underperformed ALVOX with an annualized return of 7.60%, while ALVOX has yielded a comparatively higher 17.09% annualized return.


SPEDX

1D
0.88%
1M
-1.33%
YTD
-6.41%
6M
-7.69%
1Y
4.68%
3Y*
8.59%
5Y*
1.72%
10Y*
7.60%

ALVOX

1D
4.89%
1M
-4.96%
YTD
-10.16%
6M
-11.42%
1Y
33.04%
3Y*
30.33%
5Y*
12.94%
10Y*
17.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEDX vs. ALVOX - Expense Ratio Comparison

Both SPEDX and ALVOX have an expense ratio of 0.91%.


Return for Risk

SPEDX vs. ALVOX — 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: 1414
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: 1313
Martin Ratio Rank

ALVOX
ALVOX Risk / Return Rank: 6868
Overall Rank
ALVOX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ALVOX Sortino Ratio Rank: 7474
Sortino Ratio Rank
ALVOX Omega Ratio Rank: 6565
Omega Ratio Rank
ALVOX Calmar Ratio Rank: 7373
Calmar Ratio Rank
ALVOX Martin Ratio Rank: 6060
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. ALVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and Alger Capital Appreciation Portfolio (ALVOX). 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.


SPEDXALVOXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.29

-0.81

Sortino ratio

Return per unit of downside risk

0.72

1.90

-1.18

Omega ratio

Gain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratio

Return relative to maximum drawdown

0.54

1.81

-1.26

Martin ratio

Return relative to average drawdown

1.64

5.99

-4.35

SPEDX vs. ALVOX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.48, which is lower than the ALVOX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SPEDX and ALVOX, 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


SPEDXALVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.29

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.51

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.73

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between SPEDX and ALVOX is 0.85, 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. ALVOX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, less than ALVOX's 20.91% 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%
ALVOX
Alger Capital Appreciation Portfolio
20.91%18.78%0.00%0.00%9.84%26.10%14.64%12.19%21.59%6.47%0.00%12.50%

Drawdowns

SPEDX vs. ALVOX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, smaller than the maximum ALVOX drawdown of -67.54%. Use the drawdown chart below to compare losses from any high point for SPEDX and ALVOX.


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Drawdown Indicators


SPEDXALVOXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-67.54%

+38.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-18.86%

+9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-41.01%

+11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-41.01%

+11.99%

Current Drawdown

Current decline from peak

-8.39%

-14.89%

+6.50%

Average Drawdown

Average peak-to-trough decline

-7.00%

-18.88%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

5.69%

-2.65%

Volatility

SPEDX vs. ALVOX - Volatility Comparison

The current volatility for Alger Dynamic Opportunities Fund (SPEDX) is 2.82%, while Alger Capital Appreciation Portfolio (ALVOX) has a volatility of 9.06%. This indicates that SPEDX experiences smaller price fluctuations and is considered to be less risky than ALVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXALVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

9.06%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

16.56%

-8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

27.14%

-16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

25.61%

-13.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

23.48%

-10.70%