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

Correlation

The correlation between ESGY and FDG is 0.78, 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

ESGY vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Sustainable Growth ETF (ESGY) 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

ESGY:

0.35

FDG:

0.84

Sortino Ratio

ESGY:

0.67

FDG:

1.19

Omega Ratio

ESGY:

1.10

FDG:

1.16

Calmar Ratio

ESGY:

0.35

FDG:

0.79

Martin Ratio

ESGY:

1.13

FDG:

2.42

Ulcer Index

ESGY:

7.62%

FDG:

8.48%

Daily Std Dev

ESGY:

24.57%

FDG:

28.19%

Max Drawdown

ESGY:

-34.54%

FDG:

-43.69%

Current Drawdown

ESGY:

-6.49%

FDG:

-7.06%

Returns By Period

In the year-to-date period, ESGY achieves a -2.58% return, which is significantly lower than FDG's -1.60% return.


ESGY

YTD

-2.58%

1M

8.18%

6M

-1.55%

1Y

10.43%

3Y*

16.76%

5Y*

13.72%

10Y*

N/A

FDG

YTD

-1.60%

1M

9.08%

6M

-1.57%

1Y

23.47%

3Y*

21.09%

5Y*

14.32%

10Y*

N/A

*Annualized

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ESGY vs. FDG - Expense Ratio Comparison

ESGY has a 0.39% expense ratio, which is lower 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

ESGY vs. FDG — Risk-Adjusted Performance Rank

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

ESGY
The Risk-Adjusted Performance Rank of ESGY is 3636
Overall Rank
The Sharpe Ratio Rank of ESGY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGY is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ESGY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ESGY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ESGY is 3535
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 6767
Overall Rank
The Sharpe Ratio Rank of FDG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 6161
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.

ESGY vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Sustainable Growth ETF (ESGY) 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 ESGY Sharpe Ratio is 0.35, which is lower than the FDG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ESGY 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

ESGY vs. FDG - Dividend Comparison

ESGY's dividend yield for the trailing twelve months is around 0.22%, while FDG has not paid dividends to shareholders.


TTM20242023202220212020
ESGY
American Century Sustainable Growth ETF
0.22%0.23%0.37%0.48%0.58%1.44%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.01%

Drawdowns

ESGY vs. FDG - Drawdown Comparison

The maximum ESGY drawdown since its inception was -34.54%, smaller than the maximum FDG drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for ESGY and FDG.


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

Volatility

ESGY vs. FDG - Volatility Comparison

The current volatility for American Century Sustainable Growth ETF (ESGY) is 5.48%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 6.14%. This indicates that ESGY 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.


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