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ALAFX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALAFX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Focus Equity A Fund (ALAFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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ALAFX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALAFX
Alger Focus Equity A Fund
-9.39%39.65%51.72%44.15%-35.95%20.00%45.73%33.84%1.33%28.70%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with ALAFX having a -9.39% return and SCHG slightly lower at -9.73%. Over the past 10 years, ALAFX has outperformed SCHG with an annualized return of 18.81%, while SCHG has yielded a comparatively lower 16.95% annualized return.


ALAFX

1D
4.94%
1M
-4.35%
YTD
-9.39%
6M
-10.40%
1Y
40.70%
3Y*
34.13%
5Y*
15.27%
10Y*
18.81%

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALAFX vs. SCHG - Expense Ratio Comparison

ALAFX has a 0.95% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Return for Risk

ALAFX vs. SCHG — Risk / Return Rank

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

ALAFX
ALAFX Risk / Return Rank: 8282
Overall Rank
ALAFX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ALAFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ALAFX Omega Ratio Rank: 7676
Omega Ratio Rank
ALAFX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ALAFX Martin Ratio Rank: 8080
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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.

ALAFX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity A Fund (ALAFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


ALAFXSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.76

+0.80

Sortino ratio

Return per unit of downside risk

2.20

1.24

+0.95

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

2.39

1.09

+1.29

Martin ratio

Return relative to average drawdown

8.06

3.71

+4.35

ALAFX vs. SCHG - Sharpe Ratio Comparison

The current ALAFX Sharpe Ratio is 1.56, which is higher than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ALAFX and SCHG, 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


ALAFXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.76

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.79

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.79

+0.02

Correlation

The correlation between ALAFX and SCHG is 0.96, 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

ALAFX vs. SCHG - Dividend Comparison

ALAFX's dividend yield for the trailing twelve months is around 8.73%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
ALAFX
Alger Focus Equity A Fund
8.73%7.91%0.00%0.10%0.06%14.09%6.28%1.98%5.41%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

ALAFX vs. SCHG - Drawdown Comparison

The maximum ALAFX drawdown since its inception was -43.65%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ALAFX and SCHG.


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Drawdown Indicators


ALAFXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-34.59%

-9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-16.41%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.65%

-34.59%

-9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-34.59%

-9.06%

Current Drawdown

Current decline from peak

-13.50%

-12.51%

-0.99%

Average Drawdown

Average peak-to-trough decline

-7.75%

-5.22%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

4.84%

+0.37%

Volatility

ALAFX vs. SCHG - Volatility Comparison

Alger Focus Equity A Fund (ALAFX) has a higher volatility of 9.22% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that ALAFX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAFXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.22%

6.77%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.06%

12.54%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

27.51%

22.45%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

22.31%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

21.51%

+2.39%