NCGFX vs. ALSMX
NCGFX (New Covenant Growth Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, NCGFX returned 9.93%/yr vs 10.55%/yr for ALSMX. Their correlation of 0.91 means they have usually moved in the same direction. NCGFX charges 0.97%/yr vs 0.96%/yr for ALSMX.
Performance
NCGFX vs. ALSMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NCGFX achieves a 9.17% return, which is significantly lower than ALSMX's 18.47% return.
NCGFX
- 1D
- 1.68%
- 1M
- -1.01%
- 6M
- 7.63%
- YTD
- 9.17%
- 1Y
- 20.10%
- 3Y*
- 17.23%
- 5Y*
- 9.93%
- 10Y*
- 13.30%
- ALL TIME*
- 6.91%
ALSMX
- 1D
- 2.71%
- 1M
- -3.31%
- 6M
- 13.13%
- YTD
- 18.47%
- 1Y
- 28.94%
- 3Y*
- 19.78%
- 5Y*
- 10.55%
- 10Y*
- —
- ALL TIME*
- 12.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NCGFX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NCGFX New Covenant Growth Fund | 9.17% | 15.84% | 22.15% | 25.24% | -19.62% | 20.69% | 20.25% | 0.31% |
ALSMX Archer Multi Cap Fund | 18.47% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% | 0.00% |
Correlation
The correlation between NCGFX and ALSMX 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. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.91 |
The correlation between NCGFX and ALSMX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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
NCGFX vs. ALSMX — Risk / Return Rank
NCGFX
ALSMX
NCGFX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Covenant Growth Fund (NCGFX) and Archer Multi Cap Fund (ALSMX). 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.
| NCGFX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.79 | -0.89 |
| Martin ratioReturn relative to average drawdown | 8.07 | 9.86 | -1.79 |
Loading charts...
Drawdowns
NCGFX vs. ALSMX - Drawdown Comparison
The maximum NCGFX drawdown since its inception was -55.18%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for NCGFX and ALSMX.
Loading charts...
Drawdown Indicators
| NCGFX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -97.87% | +42.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -9.42% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -25.32% | -97.87% | +72.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -97.87% | +69.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | -96.62% | +94.64% |
Average DrawdownAverage peak-to-trough decline | -11.41% | -29.64% | +18.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.66% | -0.47% |
Volatility
NCGFX vs. ALSMX - Volatility Comparison
The current volatility for New Covenant Growth Fund (NCGFX) is 3.46%, while Archer Multi Cap Fund (ALSMX) has a volatility of 5.82%. This indicates that NCGFX experiences smaller price fluctuations and is considered to be less risky than ALSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NCGFX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.82% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 15.24% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 17.95% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 1,292.58% | -1,273.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 1,126.70% | -1,107.75% |
NCGFX vs. ALSMX - Expense Ratio Comparison
NCGFX has a 0.97% expense ratio, which is higher than ALSMX's 0.96% expense ratio.
Dividends
NCGFX vs. ALSMX - Dividend Comparison
NCGFX's dividend yield for the trailing twelve months is around 8.87%, more than ALSMX's 6.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 6.04% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NCGFX New Covenant Growth Fund | 8.87% | 9.67% | 10.12% | 6.81% | 1.61% | 1.45% | 4.07% | 5.55% | 8.44% | 6.54% | 0.66% | 7.83% |
Frequently Asked Questions
NCGFX and ALSMX 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.
ALSMX has higher volatility (5.82%) compared to NCGFX (3.46%). In terms of maximum drawdown, NCGFX dropped -55.18% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (1.46 vs 1.34), 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.
Find the right allocation for NCGFX and ALSMX
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