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VXF vs. FRTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXF vs. FRTY - Performance Comparison

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

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VXF vs. FRTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VXF
Vanguard Extended Market ETF
-0.59%11.40%16.89%25.51%-26.52%0.83%
FRTY
Alger Mid Cap 40 ETF
-7.33%12.82%38.86%16.81%-42.23%2.07%

Returns By Period

In the year-to-date period, VXF achieves a -0.59% return, which is significantly higher than FRTY's -7.33% return.


VXF

1D
0.69%
1M
-4.65%
YTD
-0.59%
6M
-0.70%
1Y
21.08%
3Y*
15.35%
5Y*
4.13%
10Y*
11.00%

FRTY

1D
0.15%
1M
-6.34%
YTD
-7.33%
6M
-12.57%
1Y
21.96%
3Y*
17.11%
5Y*
0.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VXF vs. FRTY - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than FRTY's 0.60% expense ratio.


Return for Risk

VXF vs. FRTY — Risk / Return Rank

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

VXF
VXF Risk / Return Rank: 5353
Overall Rank
VXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 5151
Sortino Ratio Rank
VXF Omega Ratio Rank: 4848
Omega Ratio Rank
VXF Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXF Martin Ratio Rank: 5959
Martin Ratio Rank

FRTY
FRTY Risk / Return Rank: 3838
Overall Rank
FRTY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FRTY Sortino Ratio Rank: 4040
Sortino Ratio Rank
FRTY Omega Ratio Rank: 3636
Omega Ratio Rank
FRTY Calmar Ratio Rank: 4141
Calmar Ratio Rank
FRTY Martin Ratio Rank: 3434
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.

VXF vs. FRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and Alger Mid Cap 40 ETF (FRTY). 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.


VXFFRTYDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.79

+0.13

Sortino ratio

Return per unit of downside risk

1.42

1.20

+0.22

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.48

1.15

+0.33

Martin ratio

Return relative to average drawdown

6.06

3.24

+2.82

VXF vs. FRTY - Sharpe Ratio Comparison

The current VXF Sharpe Ratio is 0.92, which is comparable to the FRTY Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VXF and FRTY, 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


VXFFRTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.79

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.03

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.00

+0.43

Correlation

The correlation between VXF and FRTY is 0.80, 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

VXF vs. FRTY - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.17%, more than FRTY's 0.21% yield.


TTM20252024202320222021202020192018201720162015
VXF
Vanguard Extended Market ETF
1.17%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
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%

Drawdowns

VXF vs. FRTY - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.03%, which is greater than FRTY's maximum drawdown of -53.15%. Use the drawdown chart below to compare losses from any high point for VXF and FRTY.


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Drawdown Indicators


VXFFRTYDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-53.15%

-4.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-19.75%

+5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-53.15%

+16.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-6.47%

-18.10%

+11.63%

Average Drawdown

Average peak-to-trough decline

-9.61%

-28.58%

+18.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

7.02%

-3.43%

Volatility

VXF vs. FRTY - Volatility Comparison

The current volatility for Vanguard Extended Market ETF (VXF) is 6.89%, while Alger Mid Cap 40 ETF (FRTY) has a volatility of 9.29%. This indicates that VXF experiences smaller price fluctuations and is considered to be less risky than FRTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXFFRTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

9.29%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

19.59%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

28.00%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

27.02%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

27.11%

-4.86%