^DWCF vs. FNGS
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+ ETN (FNGS).
FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWCF or FNGS.
Key characteristics
| ^DWCF | FNGS | |
|---|---|---|
| YTD Return | 23.87% | 42.95% |
| 1Y Return | 32.31% | 52.01% |
| 3Y Return (Ann) | 6.85% | 16.24% |
| 5Y Return (Ann) | 13.22% | 34.25% |
| Sharpe Ratio | 2.60 | 2.13 |
| Sortino Ratio | 3.48 | 2.72 |
| Omega Ratio | 1.48 | 1.37 |
| Calmar Ratio | 3.77 | 2.93 |
| Martin Ratio | 16.32 | 9.54 |
| Ulcer Index | 1.99% | 5.47% |
| Daily Std Dev | 12.53% | 24.53% |
| Max Drawdown | -35.14% | -48.98% |
| Current Drawdown | -1.14% | -0.44% |
Correlation
The correlation between ^DWCF and FNGS is 0.78, 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.
Performance
^DWCF vs. FNGS - Performance Comparison
In the year-to-date period, ^DWCF achieves a 23.87% return, which is significantly lower than FNGS's 42.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DWCF vs. FNGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+ ETN (FNGS). 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.
Drawdowns
^DWCF vs. FNGS - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum FNGS drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for ^DWCF and FNGS. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. FNGS - Volatility Comparison
The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 4.03%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 6.38%. This indicates that ^DWCF experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.