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ACGR vs. FPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACGR vs. FPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Growth ETF (ACGR) and First Trust US Equity Opportunities ETF (FPX). The values are adjusted to include any dividend payments, if applicable.

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ACGR vs. FPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ACGR
American Century Large Cap Growth ETF
-10.03%14.50%26.66%43.24%-30.13%39.24%11.27%
FPX
First Trust US Equity Opportunities ETF
-2.88%37.62%24.75%22.26%-35.11%3.69%41.56%

Returns By Period

In the year-to-date period, ACGR achieves a -10.03% return, which is significantly lower than FPX's -2.88% return.


ACGR

1D
3.56%
1M
-4.96%
YTD
-10.03%
6M
-8.85%
1Y
16.72%
3Y*
17.55%
5Y*
11.42%
10Y*

FPX

1D
4.38%
1M
-4.68%
YTD
-2.88%
6M
-4.25%
1Y
42.94%
3Y*
23.97%
5Y*
5.98%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACGR vs. FPX - Expense Ratio Comparison

ACGR has a 0.39% expense ratio, which is lower than FPX's 0.57% expense ratio.


Return for Risk

ACGR vs. FPX — Risk / Return Rank

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

ACGR
ACGR Risk / Return Rank: 4141
Overall Rank
ACGR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ACGR Sortino Ratio Rank: 4444
Sortino Ratio Rank
ACGR Omega Ratio Rank: 4242
Omega Ratio Rank
ACGR Calmar Ratio Rank: 4040
Calmar Ratio Rank
ACGR Martin Ratio Rank: 3838
Martin Ratio Rank

FPX
FPX Risk / Return Rank: 8383
Overall Rank
FPX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPX Omega Ratio Rank: 7676
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8787
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.

ACGR vs. FPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Growth ETF (ACGR) and First Trust US Equity Opportunities ETF (FPX). 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.


ACGRFPXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.47

-0.71

Sortino ratio

Return per unit of downside risk

1.25

2.04

-0.79

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.06

2.99

-1.93

Martin ratio

Return relative to average drawdown

3.64

10.16

-6.51

ACGR vs. FPX - Sharpe Ratio Comparison

The current ACGR Sharpe Ratio is 0.76, which is lower than the FPX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ACGR and FPX, 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


ACGRFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.47

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.23

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.04

Correlation

The correlation between ACGR and FPX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACGR vs. FPX - Dividend Comparison

ACGR's dividend yield for the trailing twelve months is around 0.11%, less than FPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
ACGR
American Century Large Cap Growth ETF
0.11%0.11%0.23%0.37%0.48%0.58%1.44%0.00%0.00%0.00%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.59%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%

Drawdowns

ACGR vs. FPX - Drawdown Comparison

The maximum ACGR drawdown since its inception was -34.54%, smaller than the maximum FPX drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for ACGR and FPX.


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Drawdown Indicators


ACGRFPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.54%

-56.29%

+21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-14.19%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.54%

-43.14%

+8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-12.84%

-8.22%

-4.62%

Average Drawdown

Average peak-to-trough decline

-8.65%

-11.43%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

4.18%

+0.41%

Volatility

ACGR vs. FPX - Volatility Comparison

The current volatility for American Century Large Cap Growth ETF (ACGR) is 6.60%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 9.13%. This indicates that ACGR experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGRFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

9.13%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

18.62%

-6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

29.34%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

26.54%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

24.17%

-2.60%