PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFOG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFOG and SCHG is 0.95, 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.


-0.50.00.51.01.0

Performance

FFOG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
64.13%
54.47%
FFOG
SCHG

Key characteristics

Sharpe Ratio

FFOG:

1.80

SCHG:

1.95

Sortino Ratio

FFOG:

2.43

SCHG:

2.56

Omega Ratio

FFOG:

1.31

SCHG:

1.35

Calmar Ratio

FFOG:

2.59

SCHG:

2.83

Martin Ratio

FFOG:

9.53

SCHG:

10.76

Ulcer Index

FFOG:

4.12%

SCHG:

3.25%

Daily Std Dev

FFOG:

21.86%

SCHG:

17.91%

Max Drawdown

FFOG:

-15.14%

SCHG:

-34.59%

Current Drawdown

FFOG:

-0.61%

SCHG:

-0.69%

Returns By Period

In the year-to-date period, FFOG achieves a 5.65% return, which is significantly higher than SCHG's 3.70% return.


FFOG

YTD

5.65%

1M

1.44%

6M

21.68%

1Y

38.08%

5Y*

N/A

10Y*

N/A

SCHG

YTD

3.70%

1M

-0.00%

6M

17.89%

1Y

34.40%

5Y*

20.06%

10Y*

17.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFOG vs. SCHG - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is higher than SCHG's 0.04% 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 SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FFOG vs. SCHG — 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 7171
Overall Rank
The Sharpe Ratio Rank of FFOG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 7272
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7676
Overall Rank
The Sharpe Ratio Rank of SCHG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7777
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


Sharpe ratio
The chart of Sharpe ratio for FFOG, currently valued at 1.80, compared to the broader market0.002.004.001.801.95
The chart of Sortino ratio for FFOG, currently valued at 2.43, compared to the broader market0.005.0010.002.432.56
The chart of Omega ratio for FFOG, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.35
The chart of Calmar ratio for FFOG, currently valued at 2.59, compared to the broader market0.005.0010.0015.0020.002.592.83
The chart of Martin ratio for FFOG, currently valued at 9.53, compared to the broader market0.0020.0040.0060.0080.00100.009.5310.76
FFOG
SCHG

The current FFOG Sharpe Ratio is 1.80, which is comparable to the SCHG Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FFOG and SCHG, 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 Ratio1.601.802.002.202.402.602.80Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19
1.80
1.95
FFOG
SCHG

Dividends

FFOG vs. SCHG - Dividend Comparison

FFOG has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.


TTM20242023202220212020201920182017201620152014
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%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.40%0.47%0.55%0.42%0.52%0.82%1.28%1.01%1.04%1.22%1.09%

Drawdowns

FFOG vs. SCHG - Drawdown Comparison

The maximum FFOG drawdown since its inception was -15.14%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FFOG and SCHG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.61%
-0.69%
FFOG
SCHG

Volatility

FFOG vs. SCHG - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 6.39% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.54%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.39%
5.54%
FFOG
SCHG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab