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

Correlation

The correlation between FDG and AVUS 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.


-0.50.00.51.00.8

Performance

FDG vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Dynamic Growth ETF (FDG) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.42%
9.28%
FDG
AVUS

Key characteristics

Sharpe Ratio

FDG:

2.52

AVUS:

1.71

Sortino Ratio

FDG:

3.20

AVUS:

2.34

Omega Ratio

FDG:

1.45

AVUS:

1.32

Calmar Ratio

FDG:

2.21

AVUS:

2.56

Martin Ratio

FDG:

14.72

AVUS:

10.14

Ulcer Index

FDG:

3.44%

AVUS:

2.19%

Daily Std Dev

FDG:

20.10%

AVUS:

12.99%

Max Drawdown

FDG:

-43.69%

AVUS:

-37.04%

Current Drawdown

FDG:

-2.09%

AVUS:

-3.72%

Returns By Period

In the year-to-date period, FDG achieves a 50.09% return, which is significantly higher than AVUS's 21.67% return.


FDG

YTD

50.09%

1M

3.92%

6M

22.42%

1Y

50.44%

5Y*

N/A

10Y*

N/A

AVUS

YTD

21.67%

1M

-2.39%

6M

9.28%

1Y

21.85%

5Y*

14.12%

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.


FDG vs. AVUS - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is higher than AVUS's 0.15% expense ratio.


FDG
American Century Focused Dynamic Growth ETF
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for AVUS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FDG vs. AVUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and Avantis U.S. Equity ETF (AVUS). 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 FDG, currently valued at 2.52, compared to the broader market0.002.004.002.521.71
The chart of Sortino ratio for FDG, currently valued at 3.20, compared to the broader market-2.000.002.004.006.008.0010.003.202.34
The chart of Omega ratio for FDG, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.32
The chart of Calmar ratio for FDG, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.212.56
The chart of Martin ratio for FDG, currently valued at 14.72, compared to the broader market0.0020.0040.0060.0080.00100.0014.7210.14
FDG
AVUS

The current FDG Sharpe Ratio is 2.52, which is higher than the AVUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FDG and AVUS, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.52
1.71
FDG
AVUS

Dividends

FDG vs. AVUS - Dividend Comparison

FDG has not paid dividends to shareholders, while AVUS's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.01%0.00%
AVUS
Avantis U.S. Equity ETF
1.25%1.41%1.60%1.08%1.19%0.35%

Drawdowns

FDG vs. AVUS - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, which is greater than AVUS's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for FDG and AVUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.09%
-3.72%
FDG
AVUS

Volatility

FDG vs. AVUS - Volatility Comparison

American Century Focused Dynamic Growth ETF (FDG) has a higher volatility of 5.74% compared to Avantis U.S. Equity ETF (AVUS) at 3.98%. This indicates that FDG's price experiences larger fluctuations and is considered to be riskier than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
3.98%
FDG
AVUS
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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.

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