FBGX vs. MS
Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Morgan Stanley (MS).
FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBGX or MS.
Key characteristics
| FBGX | MS | |
|---|---|---|
| YTD Return | 11.97% | 1.26% |
| 1Y Return | 64.06% | 13.82% |
| 3Y Return (Ann) | 7.23% | 7.70% |
| 5Y Return (Ann) | 23.27% | 17.77% |
| Sharpe Ratio | 2.12 | 0.47 |
| Daily Std Dev | 29.37% | 24.88% |
| Max Drawdown | -59.88% | -88.12% |
| Current Drawdown | -12.29% | -7.27% |
Correlation
The correlation between FBGX and MS is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FBGX vs. MS - Performance Comparison
In the year-to-date period, FBGX achieves a 11.97% return, which is significantly higher than MS's 1.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FBGX vs. MS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Morgan Stanley (MS). 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.
Dividends
FBGX vs. MS - Dividend Comparison
FBGX has not paid dividends to shareholders, while MS's dividend yield for the trailing twelve months is around 3.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBGX UBS AG FI Enhanced Large Cap Growth ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MS Morgan Stanley | 3.67% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
FBGX vs. MS - Drawdown Comparison
The maximum FBGX drawdown since its inception was -59.88%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for FBGX and MS. For additional features, visit the drawdowns tool.
Volatility
FBGX vs. MS - Volatility Comparison
UBS AG FI Enhanced Large Cap Growth ETN (FBGX) has a higher volatility of 10.51% compared to Morgan Stanley (MS) at 7.83%. This indicates that FBGX's price experiences larger fluctuations and is considered to be riskier than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.