SPEGX vs. VOO
Compare and contrast key facts about Alger Responsible Investing Fund (SPEGX) and Vanguard S&P 500 ETF (VOO).
SPEGX is managed by Alger. It was launched on Dec 4, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SPEGX vs. VOO - Performance Comparison
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SPEGX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SPEGX achieves a -11.51% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, SPEGX has underperformed VOO with an annualized return of 12.53%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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SPEGX vs. VOO - Expense Ratio Comparison
SPEGX has a 1.27% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SPEGX vs. VOO — Risk / Return Rank
SPEGX
VOO
SPEGX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Responsible Investing Fund (SPEGX) and Vanguard S&P 500 ETF (VOO). 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.
| SPEGX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.98 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.50 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.53 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.22 | 7.29 | -3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPEGX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.98 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
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 | 0.83 | -0.62 |
Correlation
The correlation between SPEGX and VOO is 0.93, 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. VOO - Dividend Comparison
SPEGX's dividend yield for the trailing twelve months is around 9.67%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SPEGX vs. VOO - Drawdown Comparison
The maximum SPEGX drawdown since its inception was -67.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPEGX and VOO.
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Drawdown Indicators
| SPEGX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.29% | -33.99% | -33.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -11.98% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -24.52% | -11.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -33.99% | -2.34% |
Current DrawdownCurrent decline from peak | -14.24% | -6.29% | -7.95% |
Average DrawdownAverage peak-to-trough decline | -24.67% | -3.72% | -20.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.52% | +1.60% |
Volatility
SPEGX vs. VOO - Volatility Comparison
Alger Responsible Investing Fund (SPEGX) has a higher volatility of 5.83% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SPEGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPEGX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 5.29% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 9.44% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 18.10% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.75% | 16.82% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 17.99% | +3.62% |