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FRTY vs. ARKQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRTY vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Mid Cap 40 ETF (FRTY) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

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FRTY vs. ARKQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRTY
Alger Mid Cap 40 ETF
-7.48%12.82%38.86%16.81%-42.23%2.07%
ARKQ
ARK Autonomous Technology & Robotics ETF
-1.93%48.81%33.88%40.70%-46.75%-13.22%

Returns By Period

In the year-to-date period, FRTY achieves a -7.48% return, which is significantly lower than ARKQ's -1.93% return.


FRTY

1D
5.07%
1M
-6.70%
YTD
-7.48%
6M
-12.80%
1Y
22.58%
3Y*
17.05%
5Y*
0.73%
10Y*

ARKQ

1D
5.63%
1M
-8.16%
YTD
-1.93%
6M
1.06%
1Y
70.15%
3Y*
30.88%
5Y*
5.97%
10Y*
20.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRTY vs. ARKQ - Expense Ratio Comparison

FRTY has a 0.60% expense ratio, which is lower than ARKQ's 0.75% expense ratio.


Return for Risk

FRTY vs. ARKQ — Risk / Return Rank

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

FRTY
FRTY Risk / Return Rank: 4343
Overall Rank
FRTY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FRTY Sortino Ratio Rank: 4646
Sortino Ratio Rank
FRTY Omega Ratio Rank: 4141
Omega Ratio Rank
FRTY Calmar Ratio Rank: 4646
Calmar Ratio Rank
FRTY Martin Ratio Rank: 3636
Martin Ratio Rank

ARKQ
ARKQ Risk / Return Rank: 8989
Overall Rank
ARKQ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARKQ Sortino Ratio Rank: 9191
Sortino Ratio Rank
ARKQ Omega Ratio Rank: 8585
Omega Ratio Rank
ARKQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARKQ Martin Ratio Rank: 8989
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.

FRTY vs. ARKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Mid Cap 40 ETF (FRTY) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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.


FRTYARKQDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.93

-1.12

Sortino ratio

Return per unit of downside risk

1.23

2.54

-1.31

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

1.15

3.31

-2.15

Martin ratio

Return relative to average drawdown

3.27

10.41

-7.14

FRTY vs. ARKQ - Sharpe Ratio Comparison

The current FRTY Sharpe Ratio is 0.81, which is lower than the ARKQ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FRTY and ARKQ, 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


FRTYARKQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.93

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.19

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.60

-0.60

Correlation

The correlation between FRTY and ARKQ is 0.77, 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

FRTY vs. ARKQ - Dividend Comparison

FRTY's dividend yield for the trailing twelve months is around 0.21%, less than ARKQ's 0.27% yield.


TTM20252024202320222021202020192018201720162015
FRTY
Alger Mid Cap 40 ETF
0.21%0.19%0.10%0.00%0.00%5.35%0.00%0.00%0.00%0.00%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.27%0.27%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.98%

Drawdowns

FRTY vs. ARKQ - Drawdown Comparison

The maximum FRTY drawdown since its inception was -53.15%, smaller than the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for FRTY and ARKQ.


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Drawdown Indicators


FRTYARKQDifference

Max Drawdown

Largest peak-to-trough decline

-53.15%

-59.89%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-20.58%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-53.15%

-55.71%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-59.89%

Current Drawdown

Current decline from peak

-18.23%

-16.11%

-2.12%

Average Drawdown

Average peak-to-trough decline

-28.59%

-17.43%

-11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

6.53%

+0.43%

Volatility

FRTY vs. ARKQ - Volatility Comparison

The current volatility for Alger Mid Cap 40 ETF (FRTY) is 9.77%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 11.82%. This indicates that FRTY experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRTYARKQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

11.82%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.64%

25.86%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

28.00%

36.50%

-8.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.02%

31.95%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

29.63%

-2.51%