TOCQX vs. ALSMX
TOCQX (Tocqueville Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TOCQX returned 13.00%/yr vs 10.66%/yr for ALSMX. Their correlation of 0.89 means they have usually moved in the same direction. TOCQX charges 1.25%/yr vs 0.96%/yr for ALSMX.
Performance
TOCQX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, TOCQX achieves a 11.79% return, which is significantly lower than ALSMX's 19.07% return.
TOCQX
- 1D
- 1.16%
- 1M
- -5.95%
- 6M
- 6.31%
- YTD
- 11.79%
- 1Y
- 26.84%
- 3Y*
- 19.09%
- 5Y*
- 13.00%
- 10Y*
- 13.56%
- ALL TIME*
- 9.64%
ALSMX
- 1D
- 0.50%
- 1M
- -2.82%
- 6M
- 11.79%
- YTD
- 19.07%
- 1Y
- 29.59%
- 3Y*
- 20.23%
- 5Y*
- 10.66%
- 10Y*
- —
- ALL TIME*
- 12.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TOCQX Tocqueville Fund | $0.00 | $0.00 | $0.00 |
TOCQX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TOCQX Tocqueville Fund | 11.79% | 22.96% | 20.70% | 16.82% | -13.72% | 25.81% | 12.58% | 0.24% |
ALSMX Archer Multi Cap Fund | 19.07% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% | 0.00% |
Correlation
The correlation between TOCQX and ALSMX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.89 |
The correlation between TOCQX and ALSMX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
TOCQX vs. ALSMX — Risk / Return Rank
TOCQX
ALSMX
TOCQX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tocqueville Fund (TOCQX) and Archer Multi Cap Fund (ALSMX). 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.
| TOCQX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.99 | -1.06 |
| Martin ratioReturn relative to average drawdown | 7.15 | 10.47 | -3.32 |
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Drawdowns
TOCQX vs. ALSMX - Drawdown Comparison
The maximum TOCQX drawdown since its inception was -54.34%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for TOCQX and ALSMX.
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Drawdown Indicators
| TOCQX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.34% | -97.87% | +43.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -9.42% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -97.87% | +77.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -97.87% | +75.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | — | — |
Current DrawdownCurrent decline from peak | -9.73% | -96.61% | +86.88% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -29.68% | +21.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.68% | +0.78% |
Volatility
TOCQX vs. ALSMX - Volatility Comparison
Tocqueville Fund (TOCQX) and Archer Multi Cap Fund (ALSMX) have volatilities of 5.60% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOCQX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.74% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.32% | 15.25% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 17.95% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 1,292.07% | -1,273.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 1,126.36% | -1,107.86% |
TOCQX vs. ALSMX - Expense Ratio Comparison
TOCQX has a 1.25% expense ratio, which is higher than ALSMX's 0.96% expense ratio.
Dividends
TOCQX vs. ALSMX - Dividend Comparison
TOCQX's dividend yield for the trailing twelve months is around 6.06%, which matches ALSMX's 6.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 6.01% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOCQX Tocqueville Fund | 6.06% | 6.77% | 8.65% | 5.91% | 5.05% | 10.71% | 3.38% | 7.10% | 9.39% | 9.73% | 5.66% | 2.09% |
Frequently Asked Questions
TOCQX and ALSMX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (5.74%) compared to TOCQX (5.60%). In terms of maximum drawdown, TOCQX dropped -54.34% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (1.57 vs 1.27), 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.
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