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SPEGX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEGX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Responsible Investing Fund (SPEGX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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SPEGX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEGX
Alger Responsible Investing Fund
-11.51%22.09%31.46%36.73%-30.82%24.12%35.83%33.90%-1.63%10.44%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, SPEGX achieves a -11.51% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, SPEGX has underperformed SPY with an annualized return of 12.53%, while SPY has yielded a comparatively higher 13.98% annualized return.


SPEGX

1D
-0.88%
1M
-7.98%
YTD
-11.51%
6M
-9.97%
1Y
20.65%
3Y*
19.80%
5Y*
10.40%
10Y*
12.53%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEGX vs. SPY - Expense Ratio Comparison

SPEGX has a 1.27% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

SPEGX vs. SPY — Risk / Return Rank

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

SPEGX
SPEGX Risk / Return Rank: 4545
Overall Rank
SPEGX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPEGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPEGX Omega Ratio Rank: 4343
Omega Ratio Rank
SPEGX Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPEGX Martin Ratio Rank: 4141
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

SPEGX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Responsible Investing Fund (SPEGX) and State Street SPDR S&P 500 ETF (SPY). 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.


SPEGXSPYDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.93

-0.05

Sortino ratio

Return per unit of downside risk

1.38

1.45

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.22

1.53

-0.30

Martin ratio

Return relative to average drawdown

4.22

7.30

-3.08

SPEGX vs. SPY - Sharpe Ratio Comparison

The current SPEGX Sharpe Ratio is 0.88, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SPEGX and SPY, 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


SPEGXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.93

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.69

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.78

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.56

-0.35

Correlation

The correlation between SPEGX and SPY is 0.91, 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

SPEGX vs. SPY - Dividend Comparison

SPEGX's dividend yield for the trailing twelve months is around 9.67%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
SPEGX
Alger Responsible Investing Fund
9.67%8.55%8.89%2.92%0.81%8.42%7.23%7.54%7.04%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

SPEGX vs. SPY - Drawdown Comparison

The maximum SPEGX drawdown since its inception was -67.29%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPEGX and SPY.


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Drawdown Indicators


SPEGXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-67.29%

-55.19%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-12.05%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-24.50%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.33%

-33.72%

-2.61%

Current Drawdown

Current decline from peak

-14.24%

-6.24%

-8.00%

Average Drawdown

Average peak-to-trough decline

-24.67%

-9.09%

-15.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.52%

+1.60%

Volatility

SPEGX vs. SPY - Volatility Comparison

Alger Responsible Investing Fund (SPEGX) has a higher volatility of 5.83% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that SPEGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEGXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

5.31%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

9.47%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

19.05%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

17.06%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

17.92%

+3.69%