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FFTY vs. IVOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTY vs. IVOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CapForce IBD 50 ETF (FFTY) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFTY achieves a 6.26% return, which is significantly lower than IVOG's 15.87% return. Over the past 10 years, FFTY has underperformed IVOG with an annualized return of 5.57%, while IVOG has yielded a comparatively higher 10.91% annualized return.


FFTY

1D
-0.91%
1M
-9.03%
6M
3.47%
YTD
6.26%
1Y
13.28%
3Y*
13.48%
5Y*
-2.78%
10Y*
5.57%
ALL TIME*
4.04%

IVOG

1D
-0.07%
1M
-2.89%
6M
11.25%
YTD
15.87%
1Y
22.81%
3Y*
13.84%
5Y*
7.47%
10Y*
10.91%
ALL TIME*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$863.41K$1.19M$1.59M
$2.19M$2.83M$3.26M

FFTY vs. IVOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
CapForce IBD 50 ETF
6.26%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
15.87%7.34%15.62%17.36%-19.08%18.85%22.60%26.13%-10.58%19.90%

Correlation

The correlation between FFTY and IVOG is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2015

0.77

The correlation between FFTY and IVOG has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

FFTY vs. IVOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFTY
FFTY Risk / Return Rank: 1818
Overall Rank
FFTY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 1818
Sortino Ratio Rank
FFTY Omega Ratio Rank: 1818
Omega Ratio Rank
FFTY Calmar Ratio Rank: 1818
Calmar Ratio Rank
FFTY Martin Ratio Rank: 1818
Martin Ratio Rank

IVOG
IVOG Risk / Return Rank: 5555
Overall Rank
IVOG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IVOG Sortino Ratio Rank: 5151
Sortino Ratio Rank
IVOG Omega Ratio Rank: 4747
Omega Ratio Rank
IVOG Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVOG Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFTY vs. IVOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapForce IBD 50 ETF (FFTY) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG). 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.


FFTYIVOGDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratioReturn relative to maximum drawdown

0.41

2.20

-1.79

Martin ratioReturn relative to average drawdown

1.00

7.98

-6.98

FFTY vs. IVOG - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.26, which is lower than the IVOG Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FFTY and IVOG, 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

FFTY vs. IVOG - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than IVOG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for FFTY and IVOG.


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Drawdown Indicators


FFTYIVOGDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-39.32%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-9.69%

-13.60%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

-25.61%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-29.31%

-30.15%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-39.32%

-20.14%

Current Drawdown

Current decline from peak

-25.10%

-4.80%

-20.30%

Average Drawdown

Average peak-to-trough decline

-22.32%

-5.84%

-16.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.51%

2.67%

+6.84%

Volatility

FFTY vs. IVOG - Volatility Comparison

CapForce IBD 50 ETF (FFTY) has a higher volatility of 8.45% compared to Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) at 4.23%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than IVOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYIVOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

4.23%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

29.16%

14.00%

+15.16%

Volatility (1Y)

Calculated over the trailing 1-year period

36.53%

17.93%

+18.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.75%

20.70%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.79%

20.61%

+7.18%

FFTY vs. IVOG - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than IVOG's 0.10% expense ratio.


Dividends

FFTY vs. IVOG - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.27%, more than IVOG's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
FFTY
CapForce IBD 50 ETF
1.27%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%0.00%0.00%
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.56%0.64%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.11%1.04%

Frequently Asked Questions


FFTY and IVOG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFTY has higher volatility (8.45%) compared to IVOG (4.23%). In terms of maximum drawdown, FFTY dropped -59.46% vs IVOG's -39.32%.

On 10-year performance, IVOG leads with 10.91% vs 5.57% for FFTY. On fees, IVOG is cheaper at 0.10% per year. On volatility, IVOG has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVOG has performed better with a 10.91% return vs 5.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVOG is cheaper with a 0.10% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.27%, compared with 0.56% for IVOG.

FFTY tracks IBD 50 Index, while IVOG tracks S&P MidCap 400 Growth Index. They also come from different issuers: CapForce and Vanguard. Their fees differ too: 0.80% for FFTY and 0.10% for IVOG.

IVOG currently has the higher Sharpe Ratio (1.20 vs 0.26), 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.

Portfolio Optimizer

Find the right allocation for FFTY and IVOG

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