PortfoliosLab logoPortfoliosLab logo
SPEDX vs. LONGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. LONGX - Performance Comparison

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

Loading graphics...

SPEDX vs. LONGX - 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%
LONGX
Longboard Alternative Growth Fund
0.33%1.49%14.95%5.64%-13.21%13.89%27.70%13.82%270.32%19.08%

Returns By Period

In the year-to-date period, SPEDX achieves a -7.22% return, which is significantly lower than LONGX's 0.33% return. Over the past 10 years, SPEDX has underperformed LONGX with an annualized return of 7.51%, while LONGX has yielded a comparatively higher 23.63% 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%

LONGX

1D
-0.40%
1M
-5.53%
YTD
0.33%
6M
-0.40%
1Y
3.94%
3Y*
8.06%
5Y*
3.23%
10Y*
23.63%
*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.


SPEDX vs. LONGX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than LONGX's 1.99% expense ratio.


Return for Risk

SPEDX vs. LONGX — 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

LONGX
LONGX Risk / Return Rank: 1515
Overall Rank
LONGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LONGX Sortino Ratio Rank: 1414
Sortino Ratio Rank
LONGX Omega Ratio Rank: 1313
Omega Ratio Rank
LONGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
LONGX Martin Ratio Rank: 1616
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. LONGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and Longboard Alternative Growth Fund (LONGX). 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.


SPEDXLONGXDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.39

+0.01

Sortino ratio

Return per unit of downside risk

0.60

0.60

0.00

Omega ratio

Gain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.41

0.48

-0.07

Martin ratio

Return relative to average drawdown

1.26

1.52

-0.26

SPEDX vs. LONGX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.39, which is comparable to the LONGX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SPEDX and LONGX, 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


SPEDXLONGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.39

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.27

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.17

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.16

+0.32

Correlation

The correlation between SPEDX and LONGX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPEDX vs. LONGX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, while LONGX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
LONGX
Longboard Alternative Growth Fund
0.00%0.00%0.00%5.40%7.64%1.73%0.00%0.00%3.10%268.50%23.29%

Drawdowns

SPEDX vs. LONGX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, smaller than the maximum LONGX drawdown of -77.16%. Use the drawdown chart below to compare losses from any high point for SPEDX and LONGX.


Loading graphics...

Drawdown Indicators


SPEDXLONGXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-77.16%

+48.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-7.13%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-19.28%

-9.74%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-77.16%

+48.14%

Current Drawdown

Current decline from peak

-9.18%

-6.53%

-2.65%

Average Drawdown

Average peak-to-trough decline

-7.00%

-7.47%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.26%

+0.73%

Volatility

SPEDX vs. LONGX - Volatility Comparison

The current volatility for Alger Dynamic Opportunities Fund (SPEDX) is 2.69%, while Longboard Alternative Growth Fund (LONGX) has a volatility of 4.15%. This indicates that SPEDX experiences smaller price fluctuations and is considered to be less risky than LONGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPEDXLONGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.15%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

8.13%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

11.21%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

11.84%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

137.75%

-124.97%