PortfoliosLab logoPortfoliosLab logo
FFOG vs. BAMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOG vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FFOG achieves a 5.41% return, which is significantly higher than BAMU's 1.18% return.


FFOG

1D
-3.52%
1M
-1.89%
YTD
5.41%
6M
3.83%
1Y
17.51%
3Y*
5Y*
10Y*

BAMU

1D
0.00%
1M
0.16%
YTD
1.18%
6M
1.29%
1Y
2.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFOG vs. BAMU - Yearly Performance Comparison


2026 (YTD)202520242023
FFOG
Franklin Focused Growth ETF
5.41%17.09%38.20%12.25%
BAMU
Brookstone Ultra-Short Bond ETF
1.18%3.21%4.14%0.72%

Correlation

The correlation between FFOG and BAMU is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

-0.01

Over the past year, the inverse relationship between FFOG and BAMU has strengthened: their correlation has moved from -0.01 to -0.22, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FFOG vs. BAMU — Risk / Return Rank

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

FFOG
FFOG Risk / Return Rank: 2222
Overall Rank
FFOG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FFOG Sortino Ratio Rank: 2222
Sortino Ratio Rank
FFOG Omega Ratio Rank: 2323
Omega Ratio Rank
FFOG Calmar Ratio Rank: 1919
Calmar Ratio Rank
FFOG Martin Ratio Rank: 2121
Martin Ratio Rank

BAMU
BAMU Risk / Return Rank: 9898
Overall Rank
BAMU Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BAMU Sortino Ratio Rank: 9898
Sortino Ratio Rank
BAMU Omega Ratio Rank: 9898
Omega Ratio Rank
BAMU Calmar Ratio Rank: 9999
Calmar Ratio Rank
BAMU Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFOG vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Brookstone Ultra-Short Bond ETF (BAMU). 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.


FFOGBAMUDifference
Sharpe ratioReturn per unit of total volatility

-4.13

Sortino ratioReturn per unit of downside risk

-7.53

Omega ratioGain probability vs. loss probability

1.15

2.41

-1.25

Calmar ratioReturn relative to maximum drawdown

0.80

24.37

-23.57

Martin ratioReturn relative to average drawdown

2.35

96.52

-94.17

FFOG vs. BAMU - Sharpe Ratio Comparison

The current FFOG Sharpe Ratio is 0.81, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of FFOG and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FFOG vs. BAMU - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for FFOG and BAMU.


Loading charts...

Drawdown Indicators


FFOGBAMUDifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-0.36%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-0.12%

-21.78%

Current Drawdown

Current decline from peak

-5.68%

0.00%

-5.68%

Average Drawdown

Average peak-to-trough decline

-4.58%

-0.02%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

0.03%

+7.43%

Volatility

FFOG vs. BAMU - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 9.49% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FFOGBAMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

0.09%

+9.40%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

0.39%

+17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

0.58%

+21.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

0.87%

+23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

0.87%

+23.32%

FFOG vs. BAMU - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is lower than BAMU's 1.09% expense ratio.


Dividends

FFOG vs. BAMU - Dividend Comparison

FFOG has not paid dividends to shareholders, while BAMU's dividend yield for the trailing twelve months is around 3.05%.


PositionTTM202520242023
BAMU
Brookstone Ultra-Short Bond ETF
3.05%3.20%3.97%0.84%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFOG and BAMU have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFOG has higher volatility (9.49%) compared to BAMU (0.09%). In terms of maximum drawdown, FFOG dropped -25.38% vs BAMU's -0.36%.

On 1-year performance, FFOG leads with 17.51% vs 2.87% for BAMU. On fees, FFOG is cheaper at 0.55% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFOG has performed better with a 17.51% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FFOG is cheaper with a 0.55% expense ratio, compared with 1.09% for BAMU.

BAMU has the higher dividend yield at 3.05%, compared with 0.00% for FFOG.

FFOG is categorized as Large Cap Growth Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Franklin Templeton and Brookstone. Their fees differ too: 0.55% for FFOG and 1.09% for BAMU.

BAMU currently has the higher Sharpe Ratio (4.94 vs 0.81), 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.

Portfolio Optimizer

Find the right allocation for FFOG and BAMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer