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AOTG vs. FDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOTG and FDG is 0.85, 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

AOTG vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AOT Growth and Innovation ETF (AOTG) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AOTG:

0.68

FDG:

0.78

Sortino Ratio

AOTG:

1.08

FDG:

1.30

Omega Ratio

AOTG:

1.15

FDG:

1.17

Calmar Ratio

AOTG:

0.74

FDG:

0.88

Martin Ratio

AOTG:

2.43

FDG:

2.72

Ulcer Index

AOTG:

8.32%

FDG:

8.47%

Daily Std Dev

AOTG:

30.75%

FDG:

28.17%

Max Drawdown

AOTG:

-31.62%

FDG:

-43.69%

Current Drawdown

AOTG:

-4.22%

FDG:

-6.18%

Returns By Period

In the year-to-date period, AOTG achieves a 2.53% return, which is significantly higher than FDG's -0.67% return.


AOTG

YTD

2.53%

1M

12.04%

6M

-0.85%

1Y

20.79%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FDG

YTD

-0.67%

1M

9.89%

6M

0.50%

1Y

21.96%

3Y*

21.32%

5Y*

14.53%

10Y*

N/A

*Annualized

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AOT Growth and Innovation ETF

AOTG vs. FDG - Expense Ratio Comparison

AOTG has a 0.75% expense ratio, which is higher than FDG's 0.45% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AOTG vs. FDG — Risk-Adjusted Performance Rank

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

AOTG
The Risk-Adjusted Performance Rank of AOTG is 6363
Overall Rank
The Sharpe Ratio Rank of AOTG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of AOTG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AOTG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of AOTG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AOTG is 6161
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 7171
Overall Rank
The Sharpe Ratio Rank of FDG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AOTG vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AOT Growth and Innovation ETF (AOTG) and American Century Focused Dynamic Growth ETF (FDG). 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.


The current AOTG Sharpe Ratio is 0.68, which is comparable to the FDG Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AOTG and FDG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AOTG vs. FDG - Dividend Comparison

Neither AOTG nor FDG has paid dividends to shareholders.


TTM20242023202220212020
AOTG
AOT Growth and Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.01%

Drawdowns

AOTG vs. FDG - Drawdown Comparison

The maximum AOTG drawdown since its inception was -31.62%, smaller than the maximum FDG drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for AOTG and FDG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AOTG vs. FDG - Volatility Comparison

AOT Growth and Innovation ETF (AOTG) has a higher volatility of 6.53% compared to American Century Focused Dynamic Growth ETF (FDG) at 6.02%. This indicates that AOTG's price experiences larger fluctuations and is considered to be riskier than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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