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SPEDX vs. QLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. QLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Dynamic Opportunities Fund (SPEDX) and AQR Long-Short Equity Fund (QLEIX). The values are adjusted to include any dividend payments, if applicable.

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SPEDX vs. QLEIX - 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%
QLEIX
AQR Long-Short Equity Fund
-3.26%34.43%30.50%23.95%19.18%31.10%-13.92%1.19%-16.33%15.74%

Returns By Period

In the year-to-date period, SPEDX achieves a -7.22% return, which is significantly lower than QLEIX's -3.26% return. Over the past 10 years, SPEDX has underperformed QLEIX with an annualized return of 7.51%, while QLEIX has yielded a comparatively higher 11.54% 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%

QLEIX

1D
0.54%
1M
-2.71%
YTD
-3.26%
6M
4.53%
1Y
19.60%
3Y*
26.54%
5Y*
22.51%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEDX vs. QLEIX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than QLEIX's 1.30% expense ratio.


Return for Risk

SPEDX vs. QLEIX — 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

QLEIX
QLEIX Risk / Return Rank: 9494
Overall Rank
QLEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLEIX Omega Ratio Rank: 9494
Omega Ratio Rank
QLEIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9393
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. QLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and AQR Long-Short Equity Fund (QLEIX). 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.


SPEDXQLEIXDifference

Sharpe ratio

Return per unit of total volatility

0.39

2.30

-1.91

Sortino ratio

Return per unit of downside risk

0.60

2.98

-2.37

Omega ratio

Gain probability vs. loss probability

1.07

1.47

-0.40

Calmar ratio

Return relative to maximum drawdown

0.41

2.88

-2.47

Martin ratio

Return relative to average drawdown

1.26

11.49

-10.23

SPEDX vs. QLEIX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.39, which is lower than the QLEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SPEDX and QLEIX, 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


SPEDXQLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

2.30

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

2.21

-2.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

1.10

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.11

-0.63

Correlation

The correlation between SPEDX and QLEIX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPEDX vs. QLEIX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, less than QLEIX's 1.81% 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%
QLEIX
AQR Long-Short Equity Fund
1.81%1.75%7.12%20.88%14.15%0.00%1.57%0.00%6.03%9.11%3.01%4.98%

Drawdowns

SPEDX vs. QLEIX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for SPEDX and QLEIX.


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Drawdown Indicators


SPEDXQLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-38.11%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-6.49%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-17.07%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-38.11%

+9.09%

Current Drawdown

Current decline from peak

-9.18%

-3.85%

-5.33%

Average Drawdown

Average peak-to-trough decline

-7.00%

-7.80%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.63%

+1.36%

Volatility

SPEDX vs. QLEIX - Volatility Comparison

Alger Dynamic Opportunities Fund (SPEDX) has a higher volatility of 2.69% compared to AQR Long-Short Equity Fund (QLEIX) at 1.87%. This indicates that SPEDX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXQLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

1.87%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

4.89%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

8.63%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

10.23%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

10.55%

+2.23%