CHUSX vs. IOO

As of year-to-date, both investments have demonstrated similar returns, with CHUSX at 2.04% and IOO at 2.04%. Over the past 10 years, CHUSX has underperformed IOO with an annualized return of 6.78%, while IOO has yielded a comparatively higher 12.30% annualized return.

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CHUSX has a 1.50% expense ratio, which is higher than IOO's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alger Global Focus Fund (CHUSX) and iShares Global 100 ETF (IOO). 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.

The current CHUSX Sharpe Ratio is 0.48, which is comparable to the IOO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CHUSX and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHUSX's dividend yield for the trailing twelve months is around 16.05%, more than IOO's 1.06% yield.

The maximum CHUSX drawdown since its inception was -66.10%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for CHUSX and IOO.

The current volatility for Alger Global Focus Fund (CHUSX) is 4.09%, while iShares Global 100 ETF (IOO) has a volatility of 4.59%. This indicates that CHUSX experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.