FFND vs. CCOR

Last updated Aug 5, 2026

FFND (One Global ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 3 years, FFND returned 20.67%/yr vs -0.96%/yr for CCOR. Their 0.08 correlation means their historical movements had little consistent relationship. FFND charges 1.00%/yr vs 1.09%/yr for CCOR.

Performance

FFND vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Global ETF (FFND) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFND achieves a 11.26% return, which is significantly higher than CCOR's 1.40% return.

FFND

• 1D: 1.54%
• 1M: 2.38%
• 6M: 8.64%
• YTD: 11.26%
• 1Y: 18.86%
• 3Y*: 20.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.11%

CCOR

• 1D: 0.37%
• 1M: 1.50%
• 6M: -2.63%
• YTD: 1.40%
• 1Y: 0.01%
• 3Y*: -0.96%
• 5Y*: -1.46%
• 10Y*: —
• ALL TIME*: 1.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOR Core Alternative ETF	$61.50K	$56.93K	$78.52K
FFND One Global ETF	$316.09K	$218.99K	$261.85K

FFND vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FFND One Global ETF	11.26%	19.38%	24.05%	40.05%	-39.84%	-3.43%
CCOR Core Alternative ETF	1.40%	3.52%	-5.70%	-11.92%	2.51%	2.59%

Correlation

The correlation between FFND and CCOR is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	-0.05
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021	0.08

The correlation between FFND and CCOR shifts across timeframes, from -0.05 (3 years) to 0.08 (all time), reflecting how their relationship changes across market environments.

FFND vs. CCOR - Sectors Allocation Comparison

Sectors	FFND	CCOR
Technology	30.2%	15.7%
Industrials	15.8%	9.4%
Healthcare	12.9%	12.2%
Financial Services	11.7%	18.6%
Consumer Cyclical	10.7%	9.1%
Communication Services	8.6%	7.8%
Consumer Defensive	4.0%	6.9%
Utilities	1.9%	6.3%
Basic Materials	1.6%	4.9%
Energy	1.4%	6.4%
Real Estate	1.1%	2.8%

Return for Risk

FFND vs. CCOR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFND

FFND Risk / Return Rank: 50
FFND Sharpe Ratio Rank: 50
FFND Sortino Ratio Rank: 50
FFND Omega Ratio Rank: 48
FFND Calmar Ratio Rank: 45
FFND Martin Ratio Rank: 57

CCOR

CCOR Risk / Return Rank: 10
CCOR Sharpe Ratio Rank: 10
CCOR Sortino Ratio Rank: 9
CCOR Omega Ratio Rank: 9
CCOR Calmar Ratio Rank: 10
CCOR Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFND vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Global ETF (FFND) and Core Alternative ETF (CCOR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FFND	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.40	0.00	+1.39
Sortino ratio: Return per unit of downside risk	2.02	0.06	+1.96
Omega ratio: Gain probability vs. loss probability	1.25	1.01	+0.25
Calmar ratio: Return relative to maximum drawdown	1.80	0.00	+1.80
Martin ratio: Return relative to average drawdown	7.56	0.00	+7.56

FFND vs. CCOR - Sharpe Ratio Comparison

The current FFND Sharpe Ratio is 1.40, which is higher than the CCOR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of FFND and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFND vs. CCOR - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for FFND and CCOR.

Drawdown Indicators

	FFND	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-47.84%	-22.99%	-24.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.53%	-8.79%	-1.74%
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	-12.31%	-6.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.99%	—
Current Drawdown Current decline from peak	0.00%	-15.78%	+15.78%
Average Drawdown Average peak-to-trough decline	-18.19%	-7.47%	-10.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	4.19%	-1.69%

Volatility

FFND vs. CCOR - Volatility Comparison

One Global ETF (FFND) has a higher volatility of 4.13% compared to Core Alternative ETF (CCOR) at 3.00%. This indicates that FFND's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFND	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.00%	+1.13%
Volatility (6M) Calculated over the trailing 6-month period	11.25%	6.47%	+4.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.66%	8.23%	+5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.77%	11.19%	+13.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.77%	10.77%	+14.00%

FFND vs. CCOR - Expense Ratio Comparison

FFND has a 1.00% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

FFND vs. CCOR - Dividend Comparison

FFND's dividend yield for the trailing twelve months is around 0.58%, less than CCOR's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	0.98%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
FFND One Global ETF	0.58%	0.65%	0.00%	0.00%	0.00%	0.03%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFND and CCOR in my portfolio?

FFND and CCOR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFND or CCOR?

FFND has higher volatility (4.13%) compared to CCOR (3.00%). In terms of maximum drawdown, FFND dropped -47.84% vs CCOR's -22.99%.

Which ETF is better, FFND or CCOR?

On 3-year performance, FFND leads with 20.67% vs -0.96% for CCOR. On fees, FFND is cheaper at 1.00% per year. On volatility, CCOR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFND or CCOR?

Over the 3-year period, FFND has performed better with a 20.67% return vs -0.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFND or CCOR?

FFND is cheaper with a 1.00% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, FFND or CCOR?

CCOR has the higher dividend yield at 0.98%, compared with 0.58% for FFND.

What is the main difference between FFND and CCOR?

They also come from different issuers: Future Fund and Core Alternative. Their fees differ too: 1.00% for FFND and 1.09% for CCOR.

Which has better risk-adjusted returns?

FFND currently has the higher Sharpe Ratio (1.40 vs 0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.