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FFOG vs. FAIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOG vs. FAIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Fair Oaks Income Limited (FAIR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFOG achieves a 10.66% return, which is significantly lower than FAIR.L's 40.25% return.


FFOG

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

FAIR.L

1D
0.00%
1M
7.32%
YTD
40.25%
6M
37.39%
1Y
231.21%
3Y*
404.35%
5Y*
472.10%
10Y*
142.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFOG vs. FAIR.L - Yearly Performance Comparison


2026 (YTD)202520242023
FFOG
Franklin Focused Growth ETF
10.66%17.09%38.20%12.41%
FAIR.L
Fair Oaks Income Limited
40.25%458.44%455.50%64.53%

Correlation

The correlation between FFOG and FAIR.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

-0.02

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Return for Risk

FFOG vs. FAIR.L — 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

FAIR.L
FAIR.L Risk / Return Rank: 9797
Overall Rank
FAIR.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FAIR.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
FAIR.L Omega Ratio Rank: 9999
Omega Ratio Rank
FAIR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FAIR.L Martin Ratio Rank: 9797
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. FAIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Fair Oaks Income Limited (FAIR.L). 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.


FFOGFAIR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-6.78

Omega ratioGain probability vs. loss probability

1.21

2.89

-1.68

Calmar ratioReturn relative to maximum drawdown

1.10

9.77

-8.67

Martin ratioReturn relative to average drawdown

3.25

27.91

-24.66

FFOG vs. FAIR.L - Sharpe Ratio Comparison

The current FFOG Sharpe Ratio is 1.20, which is lower than the FAIR.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FFOG and FAIR.L, 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


FFOGFAIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.25

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

1.32

+0.01

Drawdowns

FFOG vs. FAIR.L - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum FAIR.L drawdown of -75.06%. Use the drawdown chart below to compare losses from any high point for FFOG and FAIR.L.


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Drawdown Indicators


FFOGFAIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-75.06%

+49.68%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-23.50%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-74.88%

Current Drawdown

Current decline from peak

-0.97%

-17.90%

+16.93%

Average Drawdown

Average peak-to-trough decline

-4.59%

-12.97%

+8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

8.24%

-0.85%

Volatility

FFOG vs. FAIR.L - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 4.75% compared to Fair Oaks Income Limited (FAIR.L) at 3.74%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than FAIR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFOGFAIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

3.74%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

50.77%

-35.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

101.97%

-81.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

118.75%

-94.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

88.45%

-64.66%

Dividends

FFOG vs. FAIR.L - Dividend Comparison

FFOG has not paid dividends to shareholders, while FAIR.L's dividend yield for the trailing twelve months is around 148.60%.


PositionTTM20252024202320222021
FAIR.L
Fair Oaks Income Limited
148.60%166.67%148.15%145.45%193.88%116.47%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFOG and FAIR.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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