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FFOG vs. DIVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOG vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FFOG having a 10.66% return and DIVI slightly higher at 10.89%.


FFOG

1D
-0.97%
1M
5.98%
YTD
10.66%
6M
9.70%
1Y
23.96%
3Y*
5Y*
10Y*

DIVI

1D
-0.76%
1M
3.56%
YTD
10.89%
6M
13.56%
1Y
26.77%
3Y*
18.22%
5Y*
13.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFOG vs. DIVI - Yearly Performance Comparison


2026 (YTD)202520242023
FFOG
Franklin Focused Growth ETF
10.66%17.09%38.20%12.41%
DIVI
Franklin International Core Dividend Tilt Index ETF
10.89%34.86%1.77%10.64%

Correlation

The correlation between FFOG and DIVI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2023

0.51

The correlation between FFOG and DIVI has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

FFOG vs. DIVI - Sectors Allocation Comparison


Sectors
FFOG
DIVI

Technology

56.0%
10.2%

Consumer Cyclical

13.7%
7.1%

Communication Services

13.5%
5.0%

Healthcare

5.7%
9.1%

Industrials

4.9%
17.2%

Financial Services

2.1%
27.3%

Utilities

1.4%
4.9%

Energy

0.7%
4.4%

Basic Materials

-

5.6%

Consumer Defensive

-

6.8%

Real Estate

-

2.3%

Technology

FFOG
56.0%
DIVI
10.2%

Consumer Cyclical

FFOG
13.7%
DIVI
7.1%

Communication Services

FFOG
13.5%
DIVI
5.0%

Healthcare

FFOG
5.7%
DIVI
9.1%

Industrials

FFOG
4.9%
DIVI
17.2%

Financial Services

FFOG
2.1%
DIVI
27.3%

Utilities

FFOG
1.4%
DIVI
4.9%

Energy

FFOG
0.7%
DIVI
4.4%

Basic Materials

FFOG

-

DIVI
5.6%

Consumer Defensive

FFOG

-

DIVI
6.8%

Real Estate

FFOG

-

DIVI
2.3%

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Return for Risk

FFOG vs. DIVI — Risk / Return Rank

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

FFOG
FFOG Risk / Return Rank: 2929
Overall Rank
FFOG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FFOG Sortino Ratio Rank: 3131
Sortino Ratio Rank
FFOG Omega Ratio Rank: 3232
Omega Ratio Rank
FFOG Calmar Ratio Rank: 2424
Calmar Ratio Rank
FFOG Martin Ratio Rank: 2525
Martin Ratio Rank

DIVI
DIVI Risk / Return Rank: 5252
Overall Rank
DIVI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 5151
Sortino Ratio Rank
DIVI Omega Ratio Rank: 5050
Omega Ratio Rank
DIVI Calmar Ratio Rank: 5151
Calmar Ratio Rank
DIVI Martin Ratio Rank: 5656
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. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.


FFOGDIVIDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.21

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.10

2.55

-1.45

Martin ratioReturn relative to average drawdown

3.25

9.83

-6.57

FFOG vs. DIVI - Sharpe Ratio Comparison

The current FFOG Sharpe Ratio is 1.20, which is lower than the DIVI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FFOG and DIVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FFOGDIVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.82

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.67

+0.66

Drawdowns

FFOG vs. DIVI - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum DIVI drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for FFOG and DIVI.


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Drawdown Indicators


FFOGDIVIDifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-27.76%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-10.54%

-11.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.76%

Current Drawdown

Current decline from peak

-0.97%

-1.01%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.59%

-3.63%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

2.73%

+4.66%

Volatility

FFOG vs. DIVI - Volatility Comparison

The current volatility for Franklin Focused Growth ETF (FFOG) is 4.75%, while Franklin International Core Dividend Tilt Index ETF (DIVI) has a volatility of 5.11%. This indicates that FFOG experiences smaller price fluctuations and is considered to be less risky than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFOGDIVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.11%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

12.18%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

14.84%

+5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

15.30%

+8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

16.46%

+7.33%

FFOG vs. DIVI - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is higher than DIVI's 0.09% expense ratio.


Dividends

FFOG vs. DIVI - Dividend Comparison

FFOG has not paid dividends to shareholders, while DIVI's dividend yield for the trailing twelve months is around 3.53%.


PositionTTM2025202420232022202120202019201820172016
DIVI
Franklin International Core Dividend Tilt Index ETF
3.53%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFOG and DIVI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVI has higher volatility (5.11%) compared to FFOG (4.75%). In terms of maximum drawdown, FFOG dropped -25.38% vs DIVI's -27.76%.

On 1-year performance, DIVI leads with 26.77% vs 23.96% for FFOG. On fees, DIVI is cheaper at 0.09% per year. On volatility, FFOG has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVI has performed better with a 26.77% return vs 23.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVI is cheaper with a 0.09% expense ratio, compared with 0.55% for FFOG.

DIVI has the higher dividend yield at 3.53%, compared with 0.00% for FFOG.

FFOG is categorized as Large Cap Growth Equities, while DIVI is Foreign Large Cap Equities. Their fees differ too: 0.55% for FFOG and 0.09% for DIVI.

DIVI currently has the higher Sharpe Ratio (1.81 vs 1.20), 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 DIVI

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