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FTSD vs. ARKK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTSD vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Short Duration U.S. Government ETF (FTSD) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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FTSD vs. ARKK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSD
Franklin Short Duration U.S. Government ETF
0.47%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%0.63%
ARKK
ARK Innovation ETF
-11.08%35.49%8.40%69.04%-66.97%-23.60%152.71%35.08%3.52%87.33%

Returns By Period

In the year-to-date period, FTSD achieves a 0.47% return, which is significantly higher than ARKK's -11.08% return. Over the past 10 years, FTSD has underperformed ARKK with an annualized return of 2.06%, while ARKK has yielded a comparatively higher 14.48% annualized return.


FTSD

1D
0.07%
1M
0.02%
YTD
0.47%
6M
1.93%
1Y
4.67%
3Y*
4.85%
5Y*
2.41%
10Y*
2.06%

ARKK

1D
1.20%
1M
-7.84%
YTD
-11.08%
6M
-21.31%
1Y
43.10%
3Y*
19.58%
5Y*
-10.51%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTSD vs. ARKK - Expense Ratio Comparison

FTSD has a 0.25% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Return for Risk

FTSD vs. ARKK — Risk / Return Rank

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

FTSD
FTSD Risk / Return Rank: 9696
Overall Rank
FTSD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9797
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9898
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 5151
Overall Rank
ARKK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 6363
Sortino Ratio Rank
ARKK Omega Ratio Rank: 4949
Omega Ratio Rank
ARKK Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARKK Martin Ratio Rank: 3838
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.

FTSD vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and ARK Innovation ETF (ARKK). 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.


FTSDARKKDifference

Sharpe ratio

Return per unit of total volatility

2.39

1.02

+1.37

Sortino ratio

Return per unit of downside risk

3.40

1.66

+1.75

Omega ratio

Gain probability vs. loss probability

1.60

1.20

+0.41

Calmar ratio

Return relative to maximum drawdown

5.07

1.40

+3.67

Martin ratio

Return relative to average drawdown

23.06

3.60

+19.47

FTSD vs. ARKK - Sharpe Ratio Comparison

The current FTSD Sharpe Ratio is 2.39, which is higher than the ARKK Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FTSD and ARKK, 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


FTSDARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.02

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

-0.23

+1.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.36

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.32

+0.72

Correlation

The correlation between FTSD and ARKK is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FTSD vs. ARKK - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.54%, while ARKK has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.54%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%

Drawdowns

FTSD vs. ARKK - Drawdown Comparison

The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for FTSD and ARKK.


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Drawdown Indicators


FTSDARKKDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-80.97%

+75.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-31.35%

+30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-5.08%

-77.23%

+72.15%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

-80.97%

+75.65%

Current Drawdown

Current decline from peak

-0.07%

-55.71%

+55.64%

Average Drawdown

Average peak-to-trough decline

-0.61%

-29.81%

+29.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

12.16%

-11.96%

Volatility

FTSD vs. ARKK - Volatility Comparison

The current volatility for Franklin Short Duration U.S. Government ETF (FTSD) is 0.53%, while ARK Innovation ETF (ARKK) has a volatility of 12.59%. This indicates that FTSD experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTSDARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

12.59%

-12.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

27.62%

-26.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

42.55%

-40.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.83%

46.38%

-44.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.79%

40.11%

-38.32%