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FFTG vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTG and VUG is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FFTG vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FormulaFolios Tactical Growth ETF (FFTG) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February0
13.47%
FFTG
VUG

Key characteristics

Returns By Period


FFTG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

4.16%

1M

2.79%

6M

13.48%

1Y

28.94%

5Y*

17.04%

10Y*

15.74%

*Annualized

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FFTG vs. VUG - Expense Ratio Comparison

FFTG has a 1.05% expense ratio, which is higher than VUG's 0.04% expense ratio.


FFTG
FormulaFolios Tactical Growth ETF
Expense ratio chart for FFTG: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for VUG: 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

FFTG vs. VUG — Risk-Adjusted Performance Rank

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

FFTG

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6868
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.

FFTG vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FormulaFolios Tactical Growth ETF (FFTG) and Vanguard Growth ETF (VUG). 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 FFTG, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.002.30
FFTG
VUG


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.00
1.69
FFTG
VUG

Dividends

FFTG vs. VUG - Dividend Comparison

FFTG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
FFTG
FormulaFolios Tactical Growth ETF
0.00%0.00%2.17%0.78%0.83%1.05%1.14%1.73%0.81%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FFTG vs. VUG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.08%
-0.01%
FFTG
VUG

Volatility

FFTG vs. VUG - Volatility Comparison

The current volatility for FormulaFolios Tactical Growth ETF (FFTG) is 0.00%, while Vanguard Growth ETF (VUG) has a volatility of 5.01%. This indicates that FFTG experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
5.01%
FFTG
VUG
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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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