DRUP vs. FDG

Last updated Aug 1, 2026

DRUP (GraniteShares Nasdaq Select Disruptors ETF) and FDG (American Century Focused Dynamic Growth ETF) are both Large Cap Growth Equities funds. DRUP is passively managed, while FDG is actively managed. Over the past 5 years, DRUP returned 9.37%/yr vs 8.96%/yr for FDG. Their correlation of 0.86 means they have usually moved in the same direction. DRUP charges 0.60%/yr vs 0.45%/yr for FDG.

Performance

DRUP vs. FDG - Performance Comparison

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

Returns By Period

In the year-to-date period, DRUP achieves a -2.96% return, which is significantly lower than FDG's 0.10% return.

DRUP

• 1D: 1.79%
• 1M: 1.65%
• 6M: 4.42%
• YTD: -2.96%
• 1Y: 3.95%
• 3Y*: 16.20%
• 5Y*: 9.37%
• 10Y*: —
• ALL TIME*: 15.16%

FDG

• 1D: 3.17%
• 1M: -3.88%
• 6M: 0.24%
• YTD: 0.10%
• 1Y: 14.28%
• 3Y*: 22.99%
• 5Y*: 8.96%
• 10Y*: —
• ALL TIME*: 21.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRUP GraniteShares Nasdaq Select Disruptors ETF	$66.56K	$69.04K	$115.65K
FDG American Century Focused Dynamic Growth ETF	$1.83M	$1.61M	$2.38M

DRUP vs. FDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DRUP GraniteShares Nasdaq Select Disruptors ETF	-2.96%	18.18%	23.11%	42.32%	-28.18%	26.13%	61.14%
FDG American Century Focused Dynamic Growth ETF	0.10%	22.13%	45.89%	37.22%	-35.74%	8.52%	96.27%

Correlation

The correlation between DRUP and FDG is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (5Y) Shows whether the relationship held over a longer period.	0.86
Correlation (All Time) Calculated using the full available price history since Apr 2, 2020	0.86

Over the past year, the correlation between DRUP and FDG has dropped to 0.65 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

DRUP vs. FDG - Sectors Allocation Comparison

Sectors	DRUP	FDG
Technology	50.5%	39.9%
Healthcare	29.8%	9.2%
Communication Services	14.8%	24.5%
Industrials	3.0%	5.5%
Consumer Cyclical	1.3%	16.8%
Real Estate	0.6%	-
Financial Services	0.1%	3.5%
Basic Materials	-	-
Consumer Defensive	-	0.0%
Energy	-	0.6%
Utilities	-	0.1%

Return for Risk

DRUP vs. FDG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRUP

DRUP Risk / Return Rank: 13
DRUP Sharpe Ratio Rank: 13
DRUP Sortino Ratio Rank: 13
DRUP Omega Ratio Rank: 13
DRUP Calmar Ratio Rank: 12
DRUP Martin Ratio Rank: 12

FDG

FDG Risk / Return Rank: 24
FDG Sharpe Ratio Rank: 24
FDG Sortino Ratio Rank: 24
FDG Omega Ratio Rank: 23
FDG Calmar Ratio Rank: 24
FDG Martin Ratio Rank: 26

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRUP vs. FDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DRUP	FDG	Difference
Sharpe ratio: Return per unit of total volatility	0.12	0.55	-0.43
Sortino ratio: Return per unit of downside risk	0.30	0.87	-0.57
Omega ratio: Gain probability vs. loss probability	1.04	1.11	-0.07
Calmar ratio: Return relative to maximum drawdown	0.10	0.71	-0.61
Martin ratio: Return relative to average drawdown	0.24	2.06	-1.82

DRUP vs. FDG - Sharpe Ratio Comparison

The current DRUP Sharpe Ratio is 0.12, which is lower than the FDG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of DRUP and FDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRUP vs. FDG - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, smaller than the maximum FDG drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for DRUP and FDG.

Drawdown Indicators

	DRUP	FDG	Difference
Max Drawdown Largest peak-to-trough decline	-31.29%	-43.69%	+12.40%
Max Drawdown (1Y) Largest decline over 1 year	-23.21%	-15.71%	-7.50%
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	-26.14%	+2.37%
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	-43.69%	+12.40%
Current Drawdown Current decline from peak	-5.81%	-9.82%	+4.01%
Average Drawdown Average peak-to-trough decline	-8.42%	-13.27%	+4.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.96%	5.45%	+4.51%

Volatility

DRUP vs. FDG - Volatility Comparison

The current volatility for GraniteShares Nasdaq Select Disruptors ETF (DRUP) is 4.69%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 7.67%. This indicates that DRUP experiences smaller price fluctuations and is considered to be less risky than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRUP	FDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	7.67%	-2.98%
Volatility (6M) Calculated over the trailing 6-month period	16.64%	17.13%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	20.52%	20.59%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.95%	25.09%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.14%	24.99%	-1.85%

DRUP vs. FDG - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is higher than FDG's 0.45% expense ratio.

Dividends

DRUP vs. FDG - Dividend Comparison

Neither DRUP nor FDG has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DRUP GraniteShares Nasdaq Select Disruptors ETF	0.00%	0.00%	0.00%	0.40%	0.51%	0.28%	0.53%	0.19%
FDG American Century Focused Dynamic Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.00%

Frequently Asked Questions

Can I hold both DRUP and FDG in my portfolio?

DRUP and FDG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRUP or FDG?

FDG has higher volatility (7.67%) compared to DRUP (4.69%). In terms of maximum drawdown, DRUP dropped -31.29% vs FDG's -43.69%.

Which ETF is better, DRUP or FDG?

On 5-year performance, DRUP leads with 9.37% vs 8.96% for FDG. On fees, FDG is cheaper at 0.45% per year. On volatility, DRUP has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRUP or FDG?

Over the 5-year period, DRUP has performed better with a 9.37% return vs 8.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRUP or FDG?

FDG is cheaper with a 0.45% expense ratio, compared with 0.60% for DRUP.

Which ETF pays a higher dividend yield, DRUP or FDG?

DRUP and FDG have nearly identical dividend yields, around 0.00%.

What is the main difference between DRUP and FDG?

They also come from different issuers: GraniteShares and American Century. Their fees differ too: 0.60% for DRUP and 0.45% for FDG.

Which has better risk-adjusted returns?

FDG currently has the higher Sharpe Ratio (0.55 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.