PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFOG vs. CHAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFOG vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.29%
11.87%
FFOG
CHAT

Returns By Period

In the year-to-date period, FFOG achieves a 36.29% return, which is significantly higher than CHAT's 29.94% return.


FFOG

YTD

36.29%

1M

4.61%

6M

13.29%

1Y

43.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

CHAT

YTD

29.94%

1M

4.64%

6M

11.87%

1Y

34.74%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FFOGCHAT
Sharpe Ratio2.061.43
Sortino Ratio2.731.99
Omega Ratio1.371.26
Calmar Ratio2.851.83
Martin Ratio10.705.53
Ulcer Index4.03%6.28%
Daily Std Dev20.92%24.31%
Max Drawdown-15.14%-18.98%
Current Drawdown-1.82%-2.76%

Compare stocks, funds, or ETFs

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


FFOG vs. CHAT - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is lower than CHAT's 0.75% expense ratio.


CHAT
Roundhill Generative AI & Technology ETF
Expense ratio chart for CHAT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Correlation

-0.50.00.51.00.9

The correlation between FFOG and CHAT is 0.88, 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.

Risk-Adjusted Performance

FFOG vs. CHAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Roundhill Generative AI & Technology ETF (CHAT). 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.


Sharpe ratio
The chart of Sharpe ratio for FFOG, currently valued at 2.06, compared to the broader market0.002.004.002.061.43
The chart of Sortino ratio for FFOG, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.0012.002.731.99
The chart of Omega ratio for FFOG, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.26
The chart of Calmar ratio for FFOG, currently valued at 2.85, compared to the broader market0.005.0010.0015.0020.002.851.83
The chart of Martin ratio for FFOG, currently valued at 10.70, compared to the broader market0.0020.0040.0060.0080.00100.0010.705.53
FFOG
CHAT

The current FFOG Sharpe Ratio is 2.06, which is higher than the CHAT Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FFOG and CHAT, 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 Ratio1.401.601.802.002.202.402.60Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21
2.06
1.43
FFOG
CHAT

Dividends

FFOG vs. CHAT - Dividend Comparison

Neither FFOG nor CHAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFOG vs. CHAT - Drawdown Comparison

The maximum FFOG drawdown since its inception was -15.14%, smaller than the maximum CHAT drawdown of -18.98%. Use the drawdown chart below to compare losses from any high point for FFOG and CHAT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.82%
-2.76%
FFOG
CHAT

Volatility

FFOG vs. CHAT - Volatility Comparison

The current volatility for Franklin Focused Growth ETF (FFOG) is 6.06%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 6.82%. This indicates that FFOG experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.06%
6.82%
FFOG
CHAT