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

Correlation

The correlation between FFOG and FDG is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FFOG vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
41.12%
47.93%
FFOG
FDG

Key characteristics

Sharpe Ratio

FFOG:

0.42

FDG:

0.66

Sortino Ratio

FFOG:

0.79

FDG:

1.10

Omega Ratio

FFOG:

1.10

FDG:

1.15

Calmar Ratio

FFOG:

0.48

FDG:

0.71

Martin Ratio

FFOG:

1.52

FDG:

2.32

Ulcer Index

FFOG:

8.06%

FDG:

7.96%

Daily Std Dev

FFOG:

28.95%

FDG:

27.82%

Max Drawdown

FFOG:

-25.38%

FDG:

-43.69%

Current Drawdown

FFOG:

-14.55%

FDG:

-15.30%

Returns By Period

In the year-to-date period, FFOG achieves a -9.16% return, which is significantly higher than FDG's -10.32% return.


FFOG

YTD

-9.16%

1M

3.46%

6M

-4.76%

1Y

10.60%

5Y*

N/A

10Y*

N/A

FDG

YTD

-10.32%

1M

1.90%

6M

-2.66%

1Y

16.69%

5Y*

14.77%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for FFOG: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFOG: 0.55%
Expense ratio chart for FDG: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDG: 0.45%

Risk-Adjusted Performance

FFOG vs. FDG — Risk-Adjusted Performance Rank

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

FFOG
The Risk-Adjusted Performance Rank of FFOG is 5656
Overall Rank
The Sharpe Ratio Rank of FFOG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 5353
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 7070
Overall Rank
The Sharpe Ratio Rank of FDG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FFOG, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
FFOG: 0.42
FDG: 0.66
The chart of Sortino ratio for FFOG, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
FFOG: 0.79
FDG: 1.10
The chart of Omega ratio for FFOG, currently valued at 1.10, compared to the broader market0.501.001.502.00
FFOG: 1.10
FDG: 1.15
The chart of Calmar ratio for FFOG, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
FFOG: 0.48
FDG: 0.71
The chart of Martin ratio for FFOG, currently valued at 1.52, compared to the broader market0.0020.0040.0060.00
FFOG: 1.52
FDG: 2.32

The current FFOG Sharpe Ratio is 0.42, which is lower than the FDG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FFOG and FDG, 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 Ratio0.001.002.003.00December2025FebruaryMarchApril
0.42
0.66
FFOG
FDG

Dividends

FFOG vs. FDG - Dividend Comparison

Neither FFOG nor FDG has paid dividends to shareholders.


TTM20242023202220212020
FFOG
Franklin Focused Growth ETF
0.00%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%0.00%0.01%

Drawdowns

FFOG vs. FDG - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.55%
-15.30%
FFOG
FDG

Volatility

FFOG vs. FDG - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 17.99% compared to American Century Focused Dynamic Growth ETF (FDG) at 16.89%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.99%
16.89%
FFOG
FDG