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FFOG vs. HFGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOG vs. HFGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Hartford Large Cap Growth ETF (HFGO). 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 5.21% return, which is significantly higher than HFGO's 4.03% return.


FFOG

1D
-0.18%
1M
-2.07%
YTD
5.21%
6M
3.49%
1Y
15.05%
3Y*
5Y*
10Y*

HFGO

1D
-0.22%
1M
-3.20%
YTD
4.03%
6M
2.42%
1Y
18.09%
3Y*
23.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFOG vs. HFGO - Yearly Performance Comparison


2026 (YTD)202520242023
FFOG
Franklin Focused Growth ETF
5.21%17.09%38.20%12.25%
HFGO
Hartford Large Cap Growth ETF
4.03%15.52%40.73%12.18%

Correlation

The correlation between FFOG and HFGO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.95

The correlation between FFOG and HFGO has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

FFOG vs. HFGO - Sectors Allocation Comparison


Sectors
FFOG
HFGO

Technology

58.2%
55.3%

Communication Services

12.9%
19.7%

Consumer Cyclical

11.7%
11.8%

Industrials

6.1%
3.6%

Healthcare

5.6%
7.2%

Financial Services

2.4%
2.0%

Utilities

1.6%

-

Energy

0.7%
0.5%

Basic Materials

-

-

Consumer Defensive

-

0.5%

Real Estate

-

-

Technology

FFOG
58.2%
HFGO
55.3%

Communication Services

FFOG
12.9%
HFGO
19.7%

Consumer Cyclical

FFOG
11.7%
HFGO
11.8%

Industrials

FFOG
6.1%
HFGO
3.6%

Healthcare

FFOG
5.6%
HFGO
7.2%

Financial Services

FFOG
2.4%
HFGO
2.0%

Utilities

FFOG
1.6%
HFGO

-

Energy

FFOG
0.7%
HFGO
0.5%

Basic Materials

FFOG

-

HFGO

-

Consumer Defensive

FFOG

-

HFGO
0.5%

Real Estate

FFOG

-

HFGO

-

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Return for Risk

FFOG vs. HFGO — Risk / Return Rank

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

FFOG
FFOG Risk / Return Rank: 2020
Overall Rank
FFOG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FFOG Sortino Ratio Rank: 2020
Sortino Ratio Rank
FFOG Omega Ratio Rank: 2121
Omega Ratio Rank
FFOG Calmar Ratio Rank: 1818
Calmar Ratio Rank
FFOG Martin Ratio Rank: 1919
Martin Ratio Rank

HFGO
HFGO Risk / Return Rank: 2626
Overall Rank
HFGO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HFGO Sortino Ratio Rank: 2727
Sortino Ratio Rank
HFGO Omega Ratio Rank: 2727
Omega Ratio Rank
HFGO Calmar Ratio Rank: 2323
Calmar Ratio Rank
HFGO Martin Ratio Rank: 2626
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. HFGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Hartford Large Cap Growth ETF (HFGO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFOGHFGODifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

0.69

0.99

-0.30

Martin ratioReturn relative to average drawdown

2.02

3.10

-1.09

FFOG vs. HFGO - Sharpe Ratio Comparison

The current FFOG Sharpe Ratio is 0.70, which is comparable to the HFGO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FFOG and HFGO, 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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Drawdowns

FFOG vs. HFGO - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum HFGO drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for FFOG and HFGO.


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Drawdown Indicators


FFOGHFGODifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-44.64%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-18.29%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

Current Drawdown

Current decline from peak

-5.85%

-8.03%

+2.18%

Average Drawdown

Average peak-to-trough decline

-4.58%

-15.98%

+11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

5.84%

+1.63%

Volatility

FFOG vs. HFGO - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 9.49% compared to Hartford Large Cap Growth ETF (HFGO) at 8.43%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than HFGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFOGHFGODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

8.43%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

15.38%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

19.42%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.17%

26.00%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

26.00%

-1.83%

FFOG vs. HFGO - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is lower than HFGO's 0.60% expense ratio.


Dividends

FFOG vs. HFGO - Dividend Comparison

Neither FFOG nor HFGO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, FFOG and HFGO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FFOG has higher volatility (9.49%) compared to HFGO (8.43%). In terms of maximum drawdown, FFOG dropped -25.38% vs HFGO's -44.64%.

On 1-year performance, HFGO leads with 18.09% vs 15.05% for FFOG. On fees, FFOG is cheaper at 0.55% per year. On volatility, HFGO has been the lower-risk option at 8.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HFGO has performed better with a 18.09% return vs 15.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FFOG is cheaper with a 0.55% expense ratio, compared with 0.60% for HFGO.

FFOG and HFGO have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Franklin Templeton and Hartford. Their fees differ too: 0.55% for FFOG and 0.60% for HFGO.

HFGO currently has the higher Sharpe Ratio (0.94 vs 0.70), 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.

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