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FDG vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDG vs. BDVL - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDG achieves a 7.52% return, which is significantly higher than BDVL's 4.71% return.


FDG

1D
-2.00%
1M
3.68%
YTD
7.52%
6M
9.17%
1Y
31.12%
3Y*
29.27%
5Y*
12.61%
10Y*

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDG vs. BDVL - Yearly Performance Comparison


Correlation

The correlation between FDG and BDVL is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.60

FDG vs. BDVL - Sectors Allocation Comparison


Sectors
FDG
BDVL

Technology

37.7%
23.0%

Communication Services

21.5%
10.7%

Consumer Cyclical

17.1%
8.5%

Healthcare

13.2%
11.1%

Industrials

5.2%
15.4%

Financial Services

4.7%
13.9%

Energy

0.6%
2.8%

Utilities

0.1%
4.8%

Basic Materials

-

2.6%

Consumer Defensive

-

6.3%

Real Estate

-

1.0%

Technology

FDG
37.7%
BDVL
23.0%

Communication Services

FDG
21.5%
BDVL
10.7%

Consumer Cyclical

FDG
17.1%
BDVL
8.5%

Healthcare

FDG
13.2%
BDVL
11.1%

Industrials

FDG
5.2%
BDVL
15.4%

Financial Services

FDG
4.7%
BDVL
13.9%

Energy

FDG
0.6%
BDVL
2.8%

Utilities

FDG
0.1%
BDVL
4.8%

Basic Materials

FDG

-

BDVL
2.6%

Consumer Defensive

FDG

-

BDVL
6.3%

Real Estate

FDG

-

BDVL
1.0%

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Return for Risk

FDG vs. BDVL — Risk / Return Rank

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

FDG
FDG Risk / Return Rank: 4646
Overall Rank
FDG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FDG Sortino Ratio Rank: 4848
Sortino Ratio Rank
FDG Omega Ratio Rank: 4747
Omega Ratio Rank
FDG Calmar Ratio Rank: 4040
Calmar Ratio Rank
FDG Martin Ratio Rank: 4343
Martin Ratio Rank

BDVL
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDG vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.


FDGBDVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

7.02

FDG vs. BDVL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FDGBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.01

-0.10

Drawdowns

FDG vs. BDVL - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for FDG and BDVL.


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Drawdown Indicators


FDGBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-43.69%

-7.71%

-35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.14%

Max Drawdown (5Y)

Largest decline over 5 years

-43.69%

Current Drawdown

Current decline from peak

-3.13%

-0.95%

-2.18%

Average Drawdown

Average peak-to-trough decline

-13.43%

-1.19%

-12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

Volatility

FDG vs. BDVL - Volatility Comparison


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Volatility by Period


FDGBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

9.49%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

9.49%

+15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.90%

9.49%

+15.41%

FDG vs. BDVL - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is higher than BDVL's 0.40% expense ratio.


Dividends

FDG vs. BDVL - Dividend Comparison

FDG has not paid dividends to shareholders, while BDVL's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM202520242023202220212020
BDVL
iShares Disciplined Volatility Equity Active ETF
2.66%2.79%0.00%0.00%0.00%0.00%0.00%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.01%

Frequently Asked Questions


FDG and BDVL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.45% for FDG.

BDVL has the higher dividend yield at 2.66%, compared with 0.00% for FDG.

They also come from different issuers: American Century and iShares. Their fees differ too: 0.45% for FDG and 0.40% for BDVL.

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