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CHAT vs. FFOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHAT and FFOG is 0.84, 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

CHAT vs. FFOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Generative AI & Technology ETF (CHAT) and Franklin Focused Growth ETF (FFOG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
34.95%
48.16%
CHAT
FFOG

Key characteristics

Sharpe Ratio

CHAT:

0.28

FFOG:

0.50

Sortino Ratio

CHAT:

0.60

FFOG:

0.85

Omega Ratio

CHAT:

1.08

FFOG:

1.11

Calmar Ratio

CHAT:

0.28

FFOG:

0.54

Martin Ratio

CHAT:

0.84

FFOG:

1.64

Ulcer Index

CHAT:

10.57%

FFOG:

8.36%

Daily Std Dev

CHAT:

33.92%

FFOG:

28.87%

Max Drawdown

CHAT:

-31.34%

FFOG:

-25.38%

Current Drawdown

CHAT:

-14.96%

FFOG:

-10.29%

Returns By Period

In the year-to-date period, CHAT achieves a -7.18% return, which is significantly lower than FFOG's -4.63% return.


CHAT

YTD

-7.18%

1M

8.17%

6M

-8.22%

1Y

9.43%

5Y*

N/A

10Y*

N/A

FFOG

YTD

-4.63%

1M

6.99%

6M

-4.61%

1Y

14.22%

5Y*

N/A

10Y*

N/A

*Annualized

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CHAT vs. FFOG - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than FFOG's 0.55% expense ratio.


Risk-Adjusted Performance

CHAT vs. FFOG — Risk-Adjusted Performance Rank

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

CHAT
The Risk-Adjusted Performance Rank of CHAT is 4141
Overall Rank
The Sharpe Ratio Rank of CHAT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CHAT is 4444
Sortino Ratio Rank
The Omega Ratio Rank of CHAT is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CHAT is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CHAT is 3838
Martin Ratio Rank

FFOG
The Risk-Adjusted Performance Rank of FFOG is 5959
Overall Rank
The Sharpe Ratio Rank of FFOG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 5555
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.

CHAT vs. FFOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) 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.


The current CHAT Sharpe Ratio is 0.28, which is lower than the FFOG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of CHAT 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.28
0.50
CHAT
FFOG

Dividends

CHAT vs. FFOG - Dividend Comparison

Neither CHAT nor FFOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHAT vs. FFOG - Drawdown Comparison

The maximum CHAT drawdown since its inception was -31.34%, which is greater than FFOG's maximum drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for CHAT and FFOG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.96%
-10.29%
CHAT
FFOG

Volatility

CHAT vs. FFOG - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 10.96% compared to Franklin Focused Growth ETF (FFOG) at 10.31%. This indicates that CHAT'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
10.96%
10.31%
CHAT
FFOG