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SPEDX vs. WRAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEDX vs. WRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Dynamic Opportunities Fund (SPEDX) and Wilmington Global Alpha Equities Fund (WRAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPEDX achieves a 9.52% return, which is significantly higher than WRAIX's 3.06% return. Over the past 10 years, SPEDX has outperformed WRAIX with an annualized return of 9.38%, while WRAIX has yielded a comparatively lower 5.38% annualized return.


SPEDX

1D
0.71%
1M
3.72%
YTD
9.52%
6M
8.20%
1Y
13.51%
3Y*
13.25%
5Y*
4.60%
10Y*
9.38%

WRAIX

1D
0.27%
1M
-0.27%
YTD
3.06%
6M
2.99%
1Y
7.66%
3Y*
8.10%
5Y*
5.44%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEDX vs. WRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEDX
Alger Dynamic Opportunities Fund
9.52%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%9.46%
WRAIX
Wilmington Global Alpha Equities Fund
3.06%9.13%7.74%7.73%-3.41%6.52%1.04%12.34%-2.67%9.75%

Correlation

The correlation between SPEDX and WRAIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.59

The correlation between SPEDX and WRAIX has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

SPEDX vs. WRAIX — Risk / Return Rank

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

SPEDX
SPEDX Risk / Return Rank: 1717
Overall Rank
SPEDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1616
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1515
Martin Ratio Rank

WRAIX
WRAIX Risk / Return Rank: 2323
Overall Rank
WRAIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WRAIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
WRAIX Omega Ratio Rank: 2424
Omega Ratio Rank
WRAIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
WRAIX Martin Ratio Rank: 2828
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. WRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and Wilmington Global Alpha Equities Fund (WRAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPEDXWRAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.43

1.48

-0.06

Martin ratioReturn relative to average drawdown

3.94

6.19

-2.24

SPEDX vs. WRAIX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 1.09, which is comparable to the WRAIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SPEDX and WRAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPEDX vs. WRAIX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, which is greater than WRAIX's maximum drawdown of -15.44%. Use the drawdown chart below to compare losses from any high point for SPEDX and WRAIX.


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Drawdown Indicators


SPEDXWRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-15.44%

-13.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-5.03%

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.23%

-5.03%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-9.24%

-19.78%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-15.44%

-13.58%

Current Drawdown

Current decline from peak

0.00%

-0.67%

+0.67%

Average Drawdown

Average peak-to-trough decline

-6.93%

-1.97%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.20%

+2.11%

Volatility

SPEDX vs. WRAIX - Volatility Comparison

Alger Dynamic Opportunities Fund (SPEDX) has a higher volatility of 5.42% compared to Wilmington Global Alpha Equities Fund (WRAIX) at 2.08%. This indicates that SPEDX's price experiences larger fluctuations and is considered to be riskier than WRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXWRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

2.08%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

5.06%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

6.16%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.01%

6.52%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.93%

6.75%

+6.18%

SPEDX vs. WRAIX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than WRAIX's 1.24% expense ratio.


Dividends

SPEDX vs. WRAIX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.08%, less than WRAIX's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
SPEDX
Alger Dynamic Opportunities Fund
0.08%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%0.00%
WRAIX
Wilmington Global Alpha Equities Fund
0.17%0.17%1.47%1.31%2.77%0.52%1.98%1.15%1.25%1.15%0.30%2.38%

Frequently Asked Questions


SPEDX and WRAIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPEDX has higher volatility (5.42%) compared to WRAIX (2.08%). In terms of maximum drawdown, SPEDX dropped -29.02% vs WRAIX's -15.44%.

WRAIX currently has the higher Sharpe Ratio (1.21 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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