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FNGO vs. FNGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGO vs. FNGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and Franklin International Growth Fund Class A (FNGAX). The values are adjusted to include any dividend payments, if applicable.

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FNGO vs. FNGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
-25.13%25.49%101.65%240.10%-71.55%28.38%238.00%79.61%-40.52%
FNGAX
Franklin International Growth Fund Class A
-12.38%10.48%0.37%15.00%-32.05%1.17%32.56%36.91%-18.96%

Returns By Period

In the year-to-date period, FNGO achieves a -25.13% return, which is significantly lower than FNGAX's -12.38% return.


FNGO

1D
8.94%
1M
-9.02%
YTD
-25.13%
6M
-30.39%
1Y
27.85%
3Y*
51.07%
5Y*
17.48%
10Y*

FNGAX

1D
0.26%
1M
-12.54%
YTD
-12.38%
6M
-14.22%
1Y
-1.17%
3Y*
-0.16%
5Y*
-4.59%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGO vs. FNGAX - Expense Ratio Comparison

FNGO has a 0.95% expense ratio, which is lower than FNGAX's 1.12% expense ratio.


Return for Risk

FNGO vs. FNGAX — Risk / Return Rank

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

FNGO
FNGO Risk / Return Rank: 3434
Overall Rank
FNGO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGO Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGO Omega Ratio Rank: 4040
Omega Ratio Rank
FNGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNGO Martin Ratio Rank: 2626
Martin Ratio Rank

FNGAX
FNGAX Risk / Return Rank: 44
Overall Rank
FNGAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGAX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGAX Omega Ratio Rank: 44
Omega Ratio Rank
FNGAX Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGAX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNGO vs. FNGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and Franklin International Growth Fund Class A (FNGAX). 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.


FNGOFNGAXDifference

Sharpe ratio

Return per unit of total volatility

0.51

-0.13

+0.64

Sortino ratio

Return per unit of downside risk

1.14

-0.04

+1.19

Omega ratio

Gain probability vs. loss probability

1.15

0.99

+0.16

Calmar ratio

Return relative to maximum drawdown

0.62

-0.25

+0.87

Martin ratio

Return relative to average drawdown

1.78

-0.87

+2.65

FNGO vs. FNGAX - Sharpe Ratio Comparison

The current FNGO Sharpe Ratio is 0.51, which is higher than the FNGAX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of FNGO and FNGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNGOFNGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.13

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.22

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.17

+0.35

Correlation

The correlation between FNGO and FNGAX is 0.67, 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.


Dividends

FNGO vs. FNGAX - Dividend Comparison

FNGO has not paid dividends to shareholders, while FNGAX's dividend yield for the trailing twelve months is around 3.72%.


TTM20252024202320222021202020192018201720162015
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNGAX
Franklin International Growth Fund Class A
3.72%3.36%1.86%0.00%1.75%1.80%2.22%0.13%1.94%1.31%0.53%0.01%

Drawdowns

FNGO vs. FNGAX - Drawdown Comparison

The maximum FNGO drawdown since its inception was -78.39%, which is greater than FNGAX's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for FNGO and FNGAX.


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Drawdown Indicators


FNGOFNGAXDifference

Max Drawdown

Largest peak-to-trough decline

-78.39%

-53.35%

-25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-42.73%

-17.35%

-25.38%

Max Drawdown (5Y)

Largest decline over 5 years

-78.39%

-47.24%

-31.15%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

Current Drawdown

Current decline from peak

-37.61%

-30.82%

-6.79%

Average Drawdown

Average peak-to-trough decline

-24.16%

-14.07%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.00%

4.90%

+10.10%

Volatility

FNGO vs. FNGAX - Volatility Comparison

MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) has a higher volatility of 15.84% compared to Franklin International Growth Fund Class A (FNGAX) at 6.52%. This indicates that FNGO's price experiences larger fluctuations and is considered to be riskier than FNGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGOFNGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.84%

6.52%

+9.32%

Volatility (6M)

Calculated over the trailing 6-month period

30.38%

12.33%

+18.05%

Volatility (1Y)

Calculated over the trailing 1-year period

54.54%

19.71%

+34.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.28%

21.19%

+39.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.91%

20.18%

+41.73%