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FRTY vs. VRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRTY vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Mid Cap 40 ETF (FRTY) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRTY achieves a 14.80% return, which is significantly lower than VRT's 121.05% return.


FRTY

1D
0.04%
1M
8.73%
YTD
14.80%
6M
13.31%
1Y
31.77%
3Y*
24.89%
5Y*
4.22%
10Y*

VRT

1D
7.48%
1M
9.34%
YTD
121.05%
6M
115.41%
1Y
202.31%
3Y*
147.70%
5Y*
67.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRTY vs. VRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRTY
Alger Mid Cap 40 ETF
14.80%12.82%38.86%16.81%-42.23%2.46%
VRT
Vertiv Holdings Co.
121.05%42.80%136.82%251.81%-45.25%19.35%

Correlation

The correlation between FRTY and VRT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2021

0.65

The correlation between FRTY and VRT has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

FRTY vs. VRT — Risk / Return Rank

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

FRTY
FRTY Risk / Return Rank: 3232
Overall Rank
FRTY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FRTY Sortino Ratio Rank: 3232
Sortino Ratio Rank
FRTY Omega Ratio Rank: 3131
Omega Ratio Rank
FRTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FRTY Martin Ratio Rank: 3030
Martin Ratio Rank

VRT
VRT Risk / Return Rank: 9595
Overall Rank
VRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9494
Sortino Ratio Rank
VRT Omega Ratio Rank: 9292
Omega Ratio Rank
VRT Calmar Ratio Rank: 9696
Calmar Ratio Rank
VRT Martin Ratio Rank: 9696
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. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Mid Cap 40 ETF (FRTY) and Vertiv Holdings Co. (VRT). 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.


FRTYVRTDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.21

1.46

-0.26

Calmar ratioReturn relative to maximum drawdown

1.62

8.04

-6.43

Martin ratioReturn relative to average drawdown

4.17

21.32

-17.15

FRTY vs. VRT - Sharpe Ratio Comparison

The current FRTY Sharpe Ratio is 1.19, which is lower than the VRT Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of FRTY and VRT, 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

FRTY vs. VRT - Drawdown Comparison

The maximum FRTY drawdown since its inception was -53.15%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for FRTY and VRT.


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Drawdown Indicators


FRTYVRTDifference

Max Drawdown

Largest peak-to-trough decline

-53.15%

-71.24%

+18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-25.32%

+5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-31.48%

-61.28%

+29.80%

Max Drawdown (5Y)

Largest decline over 5 years

-53.15%

-71.24%

+18.09%

Current Drawdown

Current decline from peak

0.00%

-4.83%

+4.83%

Average Drawdown

Average peak-to-trough decline

-27.73%

-16.22%

-11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

9.53%

-1.90%

Volatility

FRTY vs. VRT - Volatility Comparison

The current volatility for Alger Mid Cap 40 ETF (FRTY) is 9.71%, while Vertiv Holdings Co. (VRT) has a volatility of 17.12%. This indicates that FRTY experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRTYVRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

17.12%

-7.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

45.12%

-25.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.88%

59.08%

-32.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

62.12%

-34.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.22%

54.70%

-27.48%

Dividends

FRTY vs. VRT - Dividend Comparison

FRTY's dividend yield for the trailing twelve months is around 0.17%, more than VRT's 0.06% yield.


PositionTTM202520242023202220212020
FRTY
Alger Mid Cap 40 ETF
0.17%0.19%0.10%0.00%0.00%5.35%0.00%
VRT
Vertiv Holdings Co.
0.06%0.11%0.10%0.05%0.07%0.04%0.05%

Frequently Asked Questions


FRTY and VRT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRT has higher volatility (17.12%) compared to FRTY (9.71%). In terms of maximum drawdown, FRTY dropped -53.15% vs VRT's -71.24%.

VRT currently has the higher Sharpe Ratio (3.45 vs 1.19), 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 FRTY and VRT

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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