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FFSG vs. GWPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFSG and GWPAX is 0.80, 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.


-0.50.00.51.00.8

Performance

FFSG vs. GWPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FormulaFolios Smart Growth ETF (FFSG) and American Funds Growth Portfolio Class A (GWPAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
6.63%
FFSG
GWPAX

Key characteristics

Returns By Period


FFSG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GWPAX

YTD

20.28%

1M

0.15%

6M

6.63%

1Y

22.65%

5Y*

11.04%

10Y*

10.59%

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FFSG vs. GWPAX - Expense Ratio Comparison

FFSG has a 0.69% expense ratio, which is lower than GWPAX's 0.73% expense ratio.


GWPAX
American Funds Growth Portfolio Class A
Expense ratio chart for GWPAX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for FFSG: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

FFSG vs. GWPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FormulaFolios Smart Growth ETF (FFSG) and American Funds Growth Portfolio Class A (GWPAX). 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
No data
The chart of Calmar ratio for FFSG, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.001.87
FFSG
GWPAX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
1.48
FFSG
GWPAX

Dividends

FFSG vs. GWPAX - Dividend Comparison

FFSG has not paid dividends to shareholders, while GWPAX's dividend yield for the trailing twelve months is around 0.58%.


TTM20232022202120202019201820172016201520142013
FFSG
FormulaFolios Smart Growth ETF
0.00%1.89%0.97%1.60%1.16%1.52%1.71%0.62%0.00%0.00%0.00%0.00%
GWPAX
American Funds Growth Portfolio Class A
0.58%0.70%0.35%0.03%0.44%0.84%1.00%0.70%1.01%0.73%3.99%1.36%

Drawdowns

FFSG vs. GWPAX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.46%
-4.31%
FFSG
GWPAX

Volatility

FFSG vs. GWPAX - Volatility Comparison

The current volatility for FormulaFolios Smart Growth ETF (FFSG) is 0.00%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 4.42%. This indicates that FFSG experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember0
4.42%
FFSG
GWPAX
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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.

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