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ATFV vs. PWB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATFV vs. PWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger 35 ETF (ATFV) and Invesco Large Cap Growth ETF (PWB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATFV achieves a 10.01% return, which is significantly lower than PWB's 20.52% return.


ATFV

1D
2.68%
1M
-2.89%
6M
12.26%
YTD
10.01%
1Y
26.14%
3Y*
33.90%
5Y*
12.57%
10Y*
ALL TIME*
13.54%

PWB

1D
0.86%
1M
-3.41%
6M
14.31%
YTD
20.52%
1Y
31.05%
3Y*
28.93%
5Y*
15.18%
10Y*
17.31%
ALL TIME*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.07M$1.55M$2.50M
$15.62M$17.39M$15.67M

ATFV vs. PWB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ATFV
Alger 35 ETF
10.01%38.20%46.14%32.75%-35.97%3.03%
PWB
Invesco Large Cap Growth ETF
20.52%24.94%31.04%30.61%-25.81%14.24%

Correlation

The correlation between ATFV and PWB is 0.84, 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.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (All Time)
Calculated using the full available price history since May 4, 2021

0.86

The correlation between ATFV and PWB has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

ATFV vs. PWB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ATFV
ATFV Risk / Return Rank: 3535
Overall Rank
ATFV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ATFV Sortino Ratio Rank: 3535
Sortino Ratio Rank
ATFV Omega Ratio Rank: 3333
Omega Ratio Rank
ATFV Calmar Ratio Rank: 3636
Calmar Ratio Rank
ATFV Martin Ratio Rank: 3737
Martin Ratio Rank

PWB
PWB Risk / Return Rank: 5555
Overall Rank
PWB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PWB Sortino Ratio Rank: 4949
Sortino Ratio Rank
PWB Omega Ratio Rank: 4949
Omega Ratio Rank
PWB Calmar Ratio Rank: 6060
Calmar Ratio Rank
PWB Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ATFV vs. PWB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger 35 ETF (ATFV) and Invesco Large Cap Growth ETF (PWB). 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.


ATFVPWBDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.23

2.11

-0.88

Martin ratioReturn relative to average drawdown

3.72

7.89

-4.17

ATFV vs. PWB - Sharpe Ratio Comparison

The current ATFV Sharpe Ratio is 0.84, which is lower than the PWB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ATFV and PWB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATFV vs. PWB - Drawdown Comparison

The maximum ATFV drawdown since its inception was -45.34%, smaller than the maximum PWB drawdown of -52.58%. Use the drawdown chart below to compare losses from any high point for ATFV and PWB.


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Drawdown Indicators


ATFVPWBDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-52.58%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-13.73%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.01%

-22.10%

-6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-45.34%

-31.41%

-13.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.36%

Current Drawdown

Current decline from peak

-8.11%

-9.09%

+0.98%

Average Drawdown

Average peak-to-trough decline

-17.46%

-8.21%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

3.66%

+2.39%

Volatility

ATFV vs. PWB - Volatility Comparison

Alger 35 ETF (ATFV) has a higher volatility of 10.70% compared to Invesco Large Cap Growth ETF (PWB) at 9.36%. This indicates that ATFV's price experiences larger fluctuations and is considered to be riskier than PWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATFVPWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

9.36%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

21.93%

20.08%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

26.95%

23.17%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

21.90%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.99%

21.17%

+5.82%

ATFV vs. PWB - Expense Ratio Comparison

Both ATFV and PWB have an expense ratio of 0.55%.


Dividends

ATFV vs. PWB - Dividend Comparison

ATFV's dividend yield for the trailing twelve months is around 0.18%, while PWB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATFV
Alger 35 ETF
0.18%0.20%0.16%0.01%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWB
Invesco Large Cap Growth ETF
0.00%0.00%0.08%0.37%0.31%0.04%0.21%0.58%0.97%0.54%0.82%0.67%

Frequently Asked Questions


ATFV and PWB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATFV has higher volatility (10.70%) compared to PWB (9.36%). In terms of maximum drawdown, ATFV dropped -45.34% vs PWB's -52.58%.

On 5-year performance, PWB leads with 15.18% vs 12.57% for ATFV. Both ETFs have the same 0.55% expense ratio. On volatility, PWB has been the lower-risk option at 9.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PWB has performed better with a 15.18% return vs 12.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ATFV and PWB have the same expense ratio: 0.55% per year.

ATFV has the higher dividend yield at 0.18%, compared with 0.00% for PWB.

ATFV tracks S&P 500, while PWB tracks Dynamic Large Cap Growth Intellidex Index. They also come from different issuers: Alger and Invesco.

PWB currently has the higher Sharpe Ratio (1.25 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for ATFV and PWB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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