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

Correlation

The correlation between FDG and BRK-B is 0.63, 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

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.

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Key characteristics

Sharpe Ratio

FDG:

0.80

BRK-B:

1.14

Sortino Ratio

FDG:

1.31

BRK-B:

1.57

Omega Ratio

FDG:

1.18

BRK-B:

1.22

Calmar Ratio

FDG:

0.89

BRK-B:

2.45

Martin Ratio

FDG:

2.76

BRK-B:

6.01

Ulcer Index

FDG:

8.42%

BRK-B:

3.60%

Daily Std Dev

FDG:

28.05%

BRK-B:

19.80%

Max Drawdown

FDG:

-43.69%

BRK-B:

-53.86%

Current Drawdown

FDG:

-7.26%

BRK-B:

-6.07%

Returns By Period

In the year-to-date period, FDG achieves a -1.81% return, which is significantly lower than BRK-B's 11.86% return.


FDG

YTD

-1.81%

1M

21.35%

6M

0.00%

1Y

22.25%

3Y*

23.46%

5Y*

14.68%

10Y*

N/A

BRK-B

YTD

11.86%

1M

0.02%

6M

8.15%

1Y

22.36%

3Y*

18.58%

5Y*

23.72%

10Y*

13.37%

*Annualized

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Berkshire Hathaway Inc.

Risk-Adjusted Performance

FDG vs. BRK-B — Risk-Adjusted Performance Rank

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

FDG
The Risk-Adjusted Performance Rank of FDG is 7474
Overall Rank
The Sharpe Ratio Rank of FDG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 6969
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8585
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

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.


The current FDG Sharpe Ratio is 0.80, which is comparable to the BRK-B Sharpe Ratio of 1.14. 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.


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Dividends

FDG vs. BRK-B - Dividend Comparison

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


TTM20242023202220212020
FDG
American Century Focused Dynamic Growth ETF
0.00%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%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.


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Volatility

FDG vs. BRK-B - Volatility Comparison

American Century Focused Dynamic Growth ETF (FDG) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 6.57% and 6.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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