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FDG vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDG and BRK-B is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FDG vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Dynamic Growth ETF (FDG) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
175.33%
152.16%
FDG
BRK-B

Key characteristics

Sharpe Ratio

FDG:

2.56

BRK-B:

1.90

Sortino Ratio

FDG:

3.25

BRK-B:

2.69

Omega Ratio

FDG:

1.45

BRK-B:

1.34

Calmar Ratio

FDG:

2.25

BRK-B:

3.63

Martin Ratio

FDG:

14.99

BRK-B:

8.89

Ulcer Index

FDG:

3.44%

BRK-B:

3.10%

Daily Std Dev

FDG:

20.10%

BRK-B:

14.48%

Max Drawdown

FDG:

-43.69%

BRK-B:

-53.86%

Current Drawdown

FDG:

-3.05%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, FDG achieves a 48.62% return, which is significantly higher than BRK-B's 27.07% return.


FDG

YTD

48.62%

1M

3.74%

6M

20.12%

1Y

49.13%

5Y*

N/A

10Y*

N/A

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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Risk-Adjusted Performance

FDG vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and Berkshire Hathaway Inc. (BRK-B). 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 2.56, compared to the broader market0.002.004.002.561.90
The chart of Sortino ratio for FDG, currently valued at 3.25, compared to the broader market-2.000.002.004.006.008.0010.003.252.69
The chart of Omega ratio for FDG, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.34
The chart of Calmar ratio for FDG, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.253.63
The chart of Martin ratio for FDG, currently valued at 14.99, compared to the broader market0.0020.0040.0060.0080.00100.0014.998.89
FDG
BRK-B

The current FDG Sharpe Ratio is 2.56, which is higher than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FDG and BRK-B, 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
2.56
1.90
FDG
BRK-B

Dividends

FDG vs. BRK-B - Dividend Comparison

Neither FDG nor BRK-B has paid dividends to shareholders.


TTM2023202220212020
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.01%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDG vs. BRK-B - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FDG and BRK-B. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
-6.19%
FDG
BRK-B

Volatility

FDG vs. BRK-B - Volatility Comparison

American Century Focused Dynamic Growth ETF (FDG) has a higher volatility of 5.71% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that FDG's price experiences larger fluctuations and is considered to be riskier than BRK-B 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
5.71%
3.82%
FDG
BRK-B
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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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