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

Correlation

The correlation between FDG and FFOG is 0.87, 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.


Performance

FDG vs. FFOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FDG:

0.80

FFOG:

0.61

Sortino Ratio

FDG:

1.31

FFOG:

1.09

Omega Ratio

FDG:

1.18

FFOG:

1.15

Calmar Ratio

FDG:

0.89

FFOG:

0.75

Martin Ratio

FDG:

2.76

FFOG:

2.26

Ulcer Index

FDG:

8.42%

FFOG:

8.40%

Daily Std Dev

FDG:

28.05%

FFOG:

29.22%

Max Drawdown

FDG:

-43.69%

FFOG:

-25.38%

Current Drawdown

FDG:

-7.26%

FFOG:

-4.66%

Returns By Period

In the year-to-date period, FDG achieves a -1.81% return, which is significantly lower than FFOG's 1.35% return.


FDG

YTD

-1.81%

1M

21.35%

6M

0.00%

1Y

22.25%

3Y*

23.46%

5Y*

14.68%

10Y*

N/A

FFOG

YTD

1.35%

1M

24.62%

6M

2.87%

1Y

17.79%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Franklin Focused Growth ETF

FDG vs. FFOG - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is lower than FFOG's 0.55% expense ratio.


Risk-Adjusted Performance

FDG vs. FFOG — 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

FFOG
The Risk-Adjusted Performance Rank of FFOG is 6666
Overall Rank
The Sharpe Ratio Rank of FFOG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 6262
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. FFOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and Franklin Focused Growth ETF (FFOG). 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 higher than the FFOG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FDG and FFOG, 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. FFOG - Dividend Comparison

Neither FDG nor FFOG 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%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDG vs. FFOG - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, which is greater than FFOG's maximum drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for FDG and FFOG. For additional features, visit the drawdowns tool.


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Volatility

FDG vs. FFOG - Volatility Comparison

The current volatility for American Century Focused Dynamic Growth ETF (FDG) is 6.57%, while Franklin Focused Growth ETF (FFOG) has a volatility of 7.74%. This indicates that FDG experiences smaller price fluctuations and is considered to be less risky than FFOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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