FRTY vs. BBHM
FRTY (Alger Mid Cap 40 ETF) and BBHM (BBH Select Mid Cap ETF) are both Mid Cap Growth Equities funds. FRTY is actively managed, while BBHM is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. FRTY charges 0.60%/yr vs 0.81%/yr for BBHM.
Performance
FRTY vs. BBHM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FRTY achieves a 12.43% return, which is significantly higher than BBHM's 1.78% return.
FRTY
- 1D
- -0.76%
- 1M
- 10.48%
- YTD
- 12.43%
- 6M
- 12.10%
- 1Y
- 30.04%
- 3Y*
- 23.96%
- 5Y*
- 4.95%
- 10Y*
- —
BBHM
- 1D
- -0.35%
- 1M
- -1.65%
- YTD
- 1.78%
- 6M
- -0.32%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FRTY vs. BBHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRTY Alger Mid Cap 40 ETF | 12.43% | 5.06% |
BBHM BBH Select Mid Cap ETF | 1.78% | 2.74% |
Correlation
The correlation between FRTY and BBHM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.67 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FRTY vs. BBHM — Risk / Return Rank
FRTY
BBHM
FRTY vs. BBHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Mid Cap 40 ETF (FRTY) and BBH Select Mid Cap ETF (BBHM). 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.
| FRTY | BBHM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | — | — |
| Martin ratioReturn relative to average drawdown | 3.97 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FRTY | BBHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.50 | -0.36 |
Drawdowns
FRTY vs. BBHM - Drawdown Comparison
The maximum FRTY drawdown since its inception was -53.15%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for FRTY and BBHM.
Loading charts...
Drawdown Indicators
| FRTY | BBHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.15% | -9.78% | -43.37% |
Max Drawdown (1Y)Largest decline over 1 year | -19.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -31.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.15% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -5.28% | +4.52% |
Average DrawdownAverage peak-to-trough decline | -27.97% | -2.71% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | — | — |
Volatility
FRTY vs. BBHM - Volatility Comparison
Loading charts...
Volatility by Period
| FRTY | BBHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.86% | 17.46% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.19% | 17.46% | +9.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.11% | 17.46% | +9.65% |
FRTY vs. BBHM - Expense Ratio Comparison
FRTY has a 0.60% expense ratio, which is lower than BBHM's 0.81% expense ratio.
Dividends
FRTY vs. BBHM - Dividend Comparison
FRTY's dividend yield for the trailing twelve months is around 0.17%, while BBHM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BBHM BBH Select Mid Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRTY Alger Mid Cap 40 ETF | 0.17% | 0.19% | 0.10% | 0.00% | 0.00% | 5.35% |
Frequently Asked Questions
FRTY and BBHM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRTY is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRTY is cheaper with a 0.60% expense ratio, compared with 0.81% for BBHM.
FRTY has the higher dividend yield at 0.17%, compared with 0.00% for BBHM.
They also come from different issuers: Alger Group Holdings LLC and BBH. Their fees differ too: 0.60% for FRTY and 0.81% for BBHM.
Find the right allocation for FRTY and BBHM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer