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

Key characteristics


FFTGVUG

Correlation

-0.50.00.51.00.7

The correlation between FFTG and VUG is 0.65, 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.

Performance

FFTG vs. VUG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
6.64%
154.20%
FFTG
VUG

Compare stocks, funds, or ETFs

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


FormulaFolios Tactical Growth ETF

Vanguard Growth ETF

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 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.


FFTG
Sharpe ratio
The chart of Sharpe ratio for FFTG, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.005.000.23
Sortino ratio
The chart of Sortino ratio for FFTG, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.000.35
Omega ratio
The chart of Omega ratio for FFTG, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for FFTG, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
Martin ratio
The chart of Martin ratio for FFTG, currently valued at 2.44, compared to the broader market0.0020.0040.0060.002.44
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.005.002.02
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.002.81
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.34, compared to the broader market0.002.004.006.008.0010.0012.001.34
Martin ratio
The chart of Martin ratio for VUG, currently valued at 9.96, compared to the broader market0.0020.0040.0060.009.96

FFTG vs. VUG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.23
2.02
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 0.56%.


TTM20232022202120202019201820172016201520142013
FFTG
FormulaFolios Tactical Growth ETF
1.46%2.17%0.78%0.83%1.05%1.14%1.73%0.81%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.56%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

FFTG vs. VUG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-19.08%
-5.02%
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 5.53%. 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%1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay0
5.53%
FFTG
VUG