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FNGZX vs. FNGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNGZX and FNGO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FNGZX vs. FNGO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FNGZX:

0.41

FNGO:

0.79

Sortino Ratio

FNGZX:

0.62

FNGO:

1.32

Omega Ratio

FNGZX:

1.08

FNGO:

1.17

Calmar Ratio

FNGZX:

0.18

FNGO:

0.94

Martin Ratio

FNGZX:

1.24

FNGO:

2.46

Ulcer Index

FNGZX:

5.53%

FNGO:

18.30%

Daily Std Dev

FNGZX:

20.29%

FNGO:

65.28%

Max Drawdown

FNGZX:

-47.65%

FNGO:

-78.39%

Current Drawdown

FNGZX:

-21.50%

FNGO:

-9.72%

Returns By Period

In the year-to-date period, FNGZX achieves a 9.86% return, which is significantly higher than FNGO's 1.48% return.


FNGZX

YTD

9.86%

1M

6.41%

6M

4.41%

1Y

8.30%

3Y*

5.53%

5Y*

2.44%

10Y*

5.16%

FNGO

YTD

1.48%

1M

23.99%

6M

13.28%

1Y

51.06%

3Y*

63.27%

5Y*

45.38%

10Y*

N/A

*Annualized

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FNGZX vs. FNGO - Expense Ratio Comparison

FNGZX has a 0.86% expense ratio, which is lower than FNGO's 0.95% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FNGZX vs. FNGO — Risk-Adjusted Performance Rank

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

FNGZX
The Risk-Adjusted Performance Rank of FNGZX is 2727
Overall Rank
The Sharpe Ratio Rank of FNGZX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGZX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FNGZX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FNGZX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FNGZX is 3131
Martin Ratio Rank

FNGO
The Risk-Adjusted Performance Rank of FNGO is 7171
Overall Rank
The Sharpe Ratio Rank of FNGO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FNGO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FNGO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FNGO is 6262
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.

FNGZX vs. FNGO - Risk-Adjusted Performance Comparison

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


The current FNGZX Sharpe Ratio is 0.41, which is lower than the FNGO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FNGZX and FNGO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FNGZX vs. FNGO - Dividend Comparison

FNGZX's dividend yield for the trailing twelve months is around 1.89%, while FNGO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FNGZX
Franklin International Growth Fund
1.89%2.08%0.00%1.74%2.07%2.24%0.30%2.04%1.84%0.89%0.36%1.23%
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%

Drawdowns

FNGZX vs. FNGO - Drawdown Comparison

The maximum FNGZX drawdown since its inception was -47.65%, smaller than the maximum FNGO drawdown of -78.39%. Use the drawdown chart below to compare losses from any high point for FNGZX and FNGO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FNGZX vs. FNGO - Volatility Comparison

The current volatility for Franklin International Growth Fund (FNGZX) is 4.22%, while MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) has a volatility of 13.06%. This indicates that FNGZX experiences smaller price fluctuations and is considered to be less risky than FNGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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