PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ATFV vs. FFOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATFV and FFOG is 0.83, 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.


-0.50.00.51.00.8

Performance

ATFV vs. FFOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger 35 ETF (ATFV) and Franklin Focused Growth ETF (FFOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.18%
12.71%
ATFV
FFOG

Key characteristics

Sharpe Ratio

ATFV:

2.42

FFOG:

2.07

Sortino Ratio

ATFV:

3.02

FFOG:

2.72

Omega Ratio

ATFV:

1.39

FFOG:

1.36

Calmar Ratio

ATFV:

1.89

FFOG:

2.92

Martin Ratio

ATFV:

13.71

FFOG:

10.91

Ulcer Index

ATFV:

3.91%

FFOG:

4.06%

Daily Std Dev

ATFV:

22.21%

FFOG:

21.39%

Max Drawdown

ATFV:

-45.34%

FFOG:

-15.14%

Current Drawdown

ATFV:

-1.41%

FFOG:

-0.67%

Returns By Period

In the year-to-date period, ATFV achieves a 51.79% return, which is significantly higher than FFOG's 44.02% return.


ATFV

YTD

51.79%

1M

4.38%

6M

23.52%

1Y

53.66%

5Y*

N/A

10Y*

N/A

FFOG

YTD

44.02%

1M

5.67%

6M

13.16%

1Y

44.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ATFV vs. FFOG - Expense Ratio Comparison

Both ATFV and FFOG have an expense ratio of 0.55%.


ATFV
Alger 35 ETF
Expense ratio chart for ATFV: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

ATFV vs. FFOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger 35 ETF (ATFV) and Franklin Focused Growth ETF (FFOG). 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.


Sharpe ratio
The chart of Sharpe ratio for ATFV, currently valued at 2.42, compared to the broader market0.002.004.002.422.07
The chart of Sortino ratio for ATFV, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.003.022.72
The chart of Omega ratio for ATFV, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.36
The chart of Calmar ratio for ATFV, currently valued at 3.48, compared to the broader market0.005.0010.0015.003.482.92
The chart of Martin ratio for ATFV, currently valued at 13.71, compared to the broader market0.0020.0040.0060.0080.00100.0013.7110.91
ATFV
FFOG

The current ATFV Sharpe Ratio is 2.42, which is comparable to the FFOG Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ATFV and FFOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.802.002.202.402.602.803.003.20Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.42
2.07
ATFV
FFOG

Dividends

ATFV vs. FFOG - Dividend Comparison

ATFV's dividend yield for the trailing twelve months is around 0.16%, while FFOG has not paid dividends to shareholders.


TTM20232022
ATFV
Alger 35 ETF
0.16%0.01%0.05%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%

Drawdowns

ATFV vs. FFOG - Drawdown Comparison

The maximum ATFV drawdown since its inception was -45.34%, which is greater than FFOG's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for ATFV and FFOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.41%
-0.67%
ATFV
FFOG

Volatility

ATFV vs. FFOG - Volatility Comparison

Alger 35 ETF (ATFV) has a higher volatility of 6.77% compared to Franklin Focused Growth ETF (FFOG) at 5.65%. This indicates that ATFV's price experiences larger fluctuations and is considered to be riskier than FFOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
5.65%
ATFV
FFOG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab