PortfoliosLab logoPortfoliosLab logo
FTGS vs. IOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGS vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTGS vs. IOO - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGS
First Trust Growth Strength ETF
-3.69%12.78%15.76%33.69%1.09%
IOO
iShares Global 100 ETF
-4.50%27.02%26.54%27.71%1.76%

Returns By Period

In the year-to-date period, FTGS achieves a -3.69% return, which is significantly higher than IOO's -4.50% return.


FTGS

1D
2.76%
1M
-5.56%
YTD
-3.69%
6M
-5.18%
1Y
14.55%
3Y*
15.87%
5Y*
10Y*

IOO

1D
3.46%
1M
-5.18%
YTD
-4.50%
6M
1.16%
1Y
26.95%
3Y*
21.47%
5Y*
14.29%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FTGS vs. IOO - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than IOO's 0.40% expense ratio.


Return for Risk

FTGS vs. IOO — Risk / Return Rank

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

FTGS
FTGS Risk / Return Rank: 4747
Overall Rank
FTGS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FTGS Sortino Ratio Rank: 4545
Sortino Ratio Rank
FTGS Omega Ratio Rank: 4545
Omega Ratio Rank
FTGS Calmar Ratio Rank: 5151
Calmar Ratio Rank
FTGS Martin Ratio Rank: 5151
Martin Ratio Rank

IOO
IOO Risk / Return Rank: 8383
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
IOO Martin Ratio Rank: 8888
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.

FTGS vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and iShares Global 100 ETF (IOO). 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.


FTGSIOODifference

Sharpe ratio

Return per unit of total volatility

0.74

1.41

-0.66

Sortino ratio

Return per unit of downside risk

1.21

2.09

-0.87

Omega ratio

Gain probability vs. loss probability

1.17

1.31

-0.14

Calmar ratio

Return relative to maximum drawdown

1.28

2.18

-0.91

Martin ratio

Return relative to average drawdown

4.84

10.38

-5.55

FTGS vs. IOO - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.74, which is lower than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FTGS and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTGSIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.41

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.36

+0.61

Correlation

The correlation between FTGS and IOO is 0.80, 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.


Dividends

FTGS vs. IOO - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.10%, less than IOO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
FTGS
First Trust Growth Strength ETF
0.10%0.16%0.39%0.62%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IOO
iShares Global 100 ETF
0.96%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Drawdowns

FTGS vs. IOO - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for FTGS and IOO.


Loading graphics...

Drawdown Indicators


FTGSIOODifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-55.85%

+35.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-12.40%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

Current Drawdown

Current decline from peak

-6.92%

-6.82%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.80%

-11.34%

+8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.61%

+0.51%

Volatility

FTGS vs. IOO - Volatility Comparison

The current volatility for First Trust Growth Strength ETF (FTGS) is 5.51%, while iShares Global 100 ETF (IOO) has a volatility of 6.26%. This indicates that FTGS experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTGSIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

6.26%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

10.69%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

19.22%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

16.97%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

17.74%

-0.41%