FNGO vs. FNGZX
Compare and contrast key facts about MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and Franklin International Growth Fund (FNGZX).
FNGO is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG+ Index (+200%). It was launched on Aug 1, 2018. FNGZX is managed by Franklin Templeton. It was launched on Jun 2, 2008.
Performance
FNGO vs. FNGZX - Performance Comparison
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FNGO vs. FNGZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
FNGZX Franklin International Growth Fund | -12.37% | 10.54% | 0.66% | 15.24% | -31.87% | 0.45% | 32.90% | 37.18% | -18.85% |
Returns By Period
In the year-to-date period, FNGO achieves a -25.13% return, which is significantly lower than FNGZX's -12.37% return.
FNGO
- 1D
- 8.94%
- 1M
- -9.02%
- YTD
- -25.13%
- 6M
- -30.39%
- 1Y
- 27.85%
- 3Y*
- 51.07%
- 5Y*
- 17.48%
- 10Y*
- —
FNGZX
- 1D
- 0.26%
- 1M
- -12.52%
- YTD
- -12.37%
- 6M
- -14.13%
- 1Y
- -1.02%
- 3Y*
- 0.03%
- 5Y*
- -4.58%
- 10Y*
- 5.30%
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FNGO vs. FNGZX - Expense Ratio Comparison
FNGO has a 0.95% expense ratio, which is higher than FNGZX's 0.86% expense ratio.
Return for Risk
FNGO vs. FNGZX — Risk / Return Rank
FNGO
FNGZX
FNGO vs. FNGZX - 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 (FNGZX). 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.
| FNGO | FNGZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | -0.12 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.14 | -0.04 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.00 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | -0.24 | +0.87 |
Martin ratioReturn relative to average drawdown | 1.78 | -0.86 | +2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNGO | FNGZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | -0.12 | +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 FNGZX 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. FNGZX - Dividend Comparison
FNGO has not paid dividends to shareholders, while FNGZX's dividend yield for the trailing twelve months is around 3.85%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNGZX Franklin International Growth Fund | 3.85% | 3.37% | 2.07% | 0.00% | 1.74% | 1.11% | 2.23% | 0.30% | 2.04% | 1.31% | 0.90% | 0.36% |
Drawdowns
FNGO vs. FNGZX - Drawdown Comparison
The maximum FNGO drawdown since its inception was -78.39%, which is greater than FNGZX's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for FNGO and FNGZX.
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Drawdown Indicators
| FNGO | FNGZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.39% | -53.35% | -25.04% |
Max Drawdown (1Y)Largest decline over 1 year | -42.73% | -17.29% | -25.44% |
Max Drawdown (5Y)Largest decline over 5 years | -78.39% | -47.63% | -30.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.63% | — |
Current DrawdownCurrent decline from peak | -37.61% | -30.85% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -14.06% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.00% | 4.88% | +10.12% |
Volatility
FNGO vs. FNGZX - Volatility Comparison
MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) has a higher volatility of 15.84% compared to Franklin International Growth Fund (FNGZX) at 6.45%. This indicates that FNGO's price experiences larger fluctuations and is considered to be riskier than FNGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGO | FNGZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | 6.45% | +9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 30.38% | 12.24% | +18.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.54% | 19.62% | +34.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.28% | 21.16% | +39.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.91% | 20.18% | +41.73% |