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FDGR vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDGR and SMH is 0.79, 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

FDGR vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foundations Dynamic Growth ETF (FDGR) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDGR:

0.54

SMH:

0.05

Sortino Ratio

FDGR:

0.89

SMH:

0.35

Omega Ratio

FDGR:

1.13

SMH:

1.05

Calmar Ratio

FDGR:

0.60

SMH:

0.05

Martin Ratio

FDGR:

2.00

SMH:

0.11

Ulcer Index

FDGR:

6.04%

SMH:

15.21%

Daily Std Dev

FDGR:

22.38%

SMH:

42.82%

Max Drawdown

FDGR:

-20.24%

SMH:

-83.29%

Current Drawdown

FDGR:

-7.80%

SMH:

-20.22%

Returns By Period

In the year-to-date period, FDGR achieves a -3.87% return, which is significantly higher than SMH's -7.75% return.


FDGR

YTD

-3.87%

1M

4.91%

6M

-3.53%

1Y

11.97%

5Y*

N/A

10Y*

N/A

SMH

YTD

-7.75%

1M

5.96%

6M

-13.48%

1Y

2.00%

5Y*

27.68%

10Y*

24.50%

*Annualized

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FDGR vs. SMH - Expense Ratio Comparison

FDGR has a 0.79% expense ratio, which is higher than SMH's 0.35% expense ratio.


Risk-Adjusted Performance

FDGR vs. SMH — Risk-Adjusted Performance Rank

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

FDGR
The Risk-Adjusted Performance Rank of FDGR is 6363
Overall Rank
The Sharpe Ratio Rank of FDGR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FDGR is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FDGR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FDGR is 6161
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2424
Overall Rank
The Sharpe Ratio Rank of SMH is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2121
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.

FDGR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Foundations Dynamic Growth ETF (FDGR) and VanEck Vectors Semiconductor ETF (SMH). 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 FDGR Sharpe Ratio is 0.54, which is higher than the SMH Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of FDGR and SMH, 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

FDGR vs. SMH - Dividend Comparison

FDGR has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
FDGR
Foundations Dynamic Growth ETF
0.00%0.00%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.48%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

FDGR vs. SMH - Drawdown Comparison

The maximum FDGR drawdown since its inception was -20.24%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for FDGR and SMH. For additional features, visit the drawdowns tool.


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Volatility

FDGR vs. SMH - Volatility Comparison


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