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FFOG vs. FDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FFOGFDG
YTD Return25.47%25.53%
Daily Std Dev21.32%19.84%
Max Drawdown-15.14%-43.69%
Current Drawdown-5.53%-4.23%

Correlation

-0.50.00.51.00.9

The correlation between FFOG and FDG is 0.94, 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.

Performance

FFOG vs. FDG - Performance Comparison

The year-to-date returns for both investments are quite close, with FFOG having a 25.47% return and FDG slightly higher at 25.53%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.49%
8.85%
FFOG
FDG

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FFOG vs. FDG - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is higher than FDG's 0.45% expense ratio.


FFOG
Franklin Focused Growth ETF
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%
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FFOG vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and American Century Focused Dynamic Growth ETF (FDG). 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.


FFOG
Sharpe ratio
No data
FDG
Sharpe ratio
The chart of Sharpe ratio for FDG, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for FDG, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.0012.002.40
Omega ratio
The chart of Omega ratio for FDG, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for FDG, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.07
Martin ratio
The chart of Martin ratio for FDG, currently valued at 9.42, compared to the broader market0.0020.0040.0060.0080.00100.009.42

FFOG vs. FDG - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FFOG vs. FDG - Dividend Comparison

Neither FFOG nor FDG has paid dividends to shareholders.


TTM2023202220212020
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.01%

Drawdowns

FFOG vs. FDG - Drawdown Comparison

The maximum FFOG drawdown since its inception was -15.14%, smaller than the maximum FDG drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for FFOG and FDG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.53%
-4.23%
FFOG
FDG

Volatility

FFOG vs. FDG - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 6.96% compared to American Century Focused Dynamic Growth ETF (FDG) at 6.41%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.96%
6.41%
FFOG
FDG