ALZFX vs. SCHG
Compare and contrast key facts about Alger Focus Equity Fund Class Z (ALZFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
ALZFX is an actively managed fund by Alger. It was launched on Nov 8, 1993. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
ALZFX vs. SCHG - Performance Comparison
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ALZFX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALZFX Alger Focus Equity Fund Class Z | -9.33% | 40.08% | 52.22% | 44.63% | -35.75% | 20.37% | 46.19% | 34.29% | 1.68% | 29.12% |
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 ALZFX having a -9.33% return and SCHG slightly lower at -9.73%. Over the past 10 years, ALZFX has outperformed SCHG with an annualized return of 19.19%, while SCHG has yielded a comparatively lower 16.95% annualized return.
ALZFX
- 1D
- 4.93%
- 1M
- -4.33%
- YTD
- -9.33%
- 6M
- -10.26%
- 1Y
- 41.15%
- 3Y*
- 34.55%
- 5Y*
- 15.64%
- 10Y*
- 19.19%
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%
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ALZFX vs. SCHG - Expense Ratio Comparison
ALZFX has a 0.63% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
ALZFX vs. SCHG — Risk / Return Rank
ALZFX
SCHG
ALZFX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity Fund Class Z (ALZFX) 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.
| ALZFX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.76 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.24 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.09 | +1.34 |
Martin ratioReturn relative to average drawdown | 8.21 | 3.71 | +4.51 |
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
| ALZFX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.76 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.79 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.79 | +0.04 |
Correlation
The correlation between ALZFX 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
ALZFX vs. SCHG - Dividend Comparison
ALZFX's dividend yield for the trailing twelve months is around 8.31%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALZFX Alger Focus Equity Fund Class Z | 8.31% | 7.53% | 0.00% | 0.12% | 0.10% | 13.63% | 6.16% | 2.21% | 5.55% | 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
ALZFX vs. SCHG - Drawdown Comparison
The maximum ALZFX drawdown since its inception was -43.22%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ALZFX and SCHG.
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Drawdown Indicators
| ALZFX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.22% | -34.59% | -8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -16.41% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -43.22% | -34.59% | -8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -34.59% | -8.63% |
Current DrawdownCurrent decline from peak | -13.38% | -12.51% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -5.22% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 4.84% | +0.32% |
Volatility
ALZFX vs. SCHG - Volatility Comparison
Alger Focus Equity Fund Class Z (ALZFX) has a higher volatility of 9.21% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that ALZFX'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
| ALZFX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 6.77% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 17.06% | 12.54% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.50% | 22.45% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 22.31% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.85% | 21.51% | +2.34% |