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ATFV vs. FTCS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATFV vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger 35 ETF (ATFV) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

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ATFV vs. FTCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ATFV
Alger 35 ETF
-10.04%38.20%46.14%32.75%-35.97%4.19%
FTCS
First Trust Capital Strength ETF
0.58%6.46%11.19%8.48%-10.22%13.90%

Returns By Period

In the year-to-date period, ATFV achieves a -10.04% return, which is significantly lower than FTCS's 0.58% return.


ATFV

1D
4.80%
1M
-5.88%
YTD
-10.04%
6M
-11.50%
1Y
43.26%
3Y*
29.84%
5Y*
10Y*

FTCS

1D
0.97%
1M
-6.34%
YTD
0.58%
6M
-0.35%
1Y
4.65%
3Y*
9.74%
5Y*
6.80%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATFV vs. FTCS - Expense Ratio Comparison

ATFV has a 0.55% expense ratio, which is lower than FTCS's 0.56% expense ratio.


Return for Risk

ATFV vs. FTCS — Risk / Return Rank

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

ATFV
ATFV Risk / Return Rank: 8181
Overall Rank
ATFV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ATFV Sortino Ratio Rank: 8585
Sortino Ratio Rank
ATFV Omega Ratio Rank: 7979
Omega Ratio Rank
ATFV Calmar Ratio Rank: 8383
Calmar Ratio Rank
ATFV Martin Ratio Rank: 7878
Martin Ratio Rank

FTCS
FTCS Risk / Return Rank: 2525
Overall Rank
FTCS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 2222
Sortino Ratio Rank
FTCS Omega Ratio Rank: 2222
Omega Ratio Rank
FTCS Calmar Ratio Rank: 2828
Calmar Ratio Rank
FTCS Martin Ratio Rank: 3030
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.

ATFV vs. FTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger 35 ETF (ATFV) and First Trust Capital Strength ETF (FTCS). 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.


ATFVFTCSDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.34

+1.23

Sortino ratio

Return per unit of downside risk

2.21

0.60

+1.61

Omega ratio

Gain probability vs. loss probability

1.30

1.08

+0.22

Calmar ratio

Return relative to maximum drawdown

2.31

0.63

+1.69

Martin ratio

Return relative to average drawdown

8.03

2.42

+5.61

ATFV vs. FTCS - Sharpe Ratio Comparison

The current ATFV Sharpe Ratio is 1.57, which is higher than the FTCS Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ATFV and FTCS, 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


ATFVFTCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.34

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.12

Correlation

The correlation between ATFV and FTCS is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ATFV vs. FTCS - Dividend Comparison

ATFV's dividend yield for the trailing twelve months is around 0.23%, less than FTCS's 1.11% yield.


TTM20252024202320222021202020192018201720162015
ATFV
Alger 35 ETF
0.23%0.20%0.16%0.01%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTCS
First Trust Capital Strength ETF
1.11%1.04%1.33%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%

Drawdowns

ATFV vs. FTCS - Drawdown Comparison

The maximum ATFV drawdown since its inception was -45.34%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for ATFV and FTCS.


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Drawdown Indicators


ATFVFTCSDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-53.64%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-9.38%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-14.36%

-6.42%

-7.94%

Average Drawdown

Average peak-to-trough decline

-18.36%

-6.93%

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.42%

+2.85%

Volatility

ATFV vs. FTCS - Volatility Comparison

Alger 35 ETF (ATFV) has a higher volatility of 9.38% compared to First Trust Capital Strength ETF (FTCS) at 3.20%. This indicates that ATFV's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATFVFTCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

3.20%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

7.06%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.67%

13.60%

+14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

13.14%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.63%

15.54%

+11.09%