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

Correlation

The correlation between FDG and VUG is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FDG vs. VUG - Performance Comparison

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

120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
136.28%
148.91%
FDG
VUG

Key characteristics

Sharpe Ratio

FDG:

0.38

VUG:

0.33

Sortino Ratio

FDG:

0.72

VUG:

0.62

Omega Ratio

FDG:

1.09

VUG:

1.09

Calmar Ratio

FDG:

0.39

VUG:

0.34

Martin Ratio

FDG:

1.49

VUG:

1.41

Ulcer Index

FDG:

6.84%

VUG:

5.56%

Daily Std Dev

FDG:

27.10%

VUG:

24.04%

Max Drawdown

FDG:

-43.69%

VUG:

-50.68%

Current Drawdown

FDG:

-17.43%

VUG:

-13.87%

Returns By Period

In the year-to-date period, FDG achieves a -12.58% return, which is significantly lower than VUG's -10.27% return.


FDG

YTD

-12.58%

1M

1.76%

6M

-3.15%

1Y

10.46%

5Y*

16.42%

10Y*

N/A

VUG

YTD

-10.27%

1M

-1.24%

6M

-4.88%

1Y

7.82%

5Y*

17.78%

10Y*

13.96%

*Annualized

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. VUG - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for FDG: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDG: 0.45%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

FDG vs. VUG — 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 7373
Overall Rank
The Sharpe Ratio Rank of FDG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 7272
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7474
Overall Rank
The Sharpe Ratio Rank of VUG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7474
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and Vanguard Growth ETF (VUG). 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 chart of Sharpe ratio for FDG, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
FDG: 0.38
VUG: 0.33
The chart of Sortino ratio for FDG, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
FDG: 0.72
VUG: 0.62
The chart of Omega ratio for FDG, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
FDG: 1.09
VUG: 1.09
The chart of Calmar ratio for FDG, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
FDG: 0.39
VUG: 0.34
The chart of Martin ratio for FDG, currently valued at 1.49, compared to the broader market0.0020.0040.0060.0080.00
FDG: 1.49
VUG: 1.41

The current FDG Sharpe Ratio is 0.38, which is comparable to the VUG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FDG and VUG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.33
FDG
VUG

Dividends

FDG vs. VUG - Dividend Comparison

FDG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.53%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FDG vs. VUG - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FDG and VUG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.43%
-13.87%
FDG
VUG

Volatility

FDG vs. VUG - Volatility Comparison

American Century Focused Dynamic Growth ETF (FDG) and Vanguard Growth ETF (VUG) have volatilities of 16.26% and 15.71%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.26%
15.71%
FDG
VUG