FDG vs. VYM
Compare and contrast key facts about American Century Focused Dynamic Growth ETF (FDG) and Vanguard High Dividend Yield ETF (VYM).
FDG and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDG is an actively managed fund by American Century Investments. It was launched on Mar 31, 2020. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDG or VYM.
Performance
FDG vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, FDG achieves a 44.43% return, which is significantly higher than VYM's 22.22% return.
FDG
44.43%
9.47%
22.61%
54.64%
N/A
N/A
VYM
22.22%
3.01%
13.64%
30.40%
11.40%
10.11%
Key characteristics
| FDG | VYM | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.86 |
| Sortino Ratio | 3.47 | 4.06 |
| Omega Ratio | 1.49 | 1.52 |
| Calmar Ratio | 2.13 | 5.86 |
| Martin Ratio | 16.00 | 18.52 |
| Ulcer Index | 3.42% | 1.64% |
| Daily Std Dev | 19.66% | 10.63% |
| Max Drawdown | -43.69% | -56.98% |
| Current Drawdown | -0.81% | 0.00% |
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FDG vs. VYM - Expense Ratio Comparison
FDG has a 0.45% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between FDG and VYM is 0.51, 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.
Risk-Adjusted Performance
FDG vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
FDG vs. VYM - Dividend Comparison
FDG has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.72%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDG American Century Focused Dynamic Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.72% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
FDG vs. VYM - Drawdown Comparison
The maximum FDG drawdown since its inception was -43.69%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FDG and VYM. For additional features, visit the drawdowns tool.
Volatility
FDG vs. VYM - Volatility Comparison
American Century Focused Dynamic Growth ETF (FDG) has a higher volatility of 6.55% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. This indicates that FDG's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.