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IVRS vs. FFOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVRS and FFOG is 0.75, 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.


-0.50.00.51.00.7

Performance

IVRS vs. FFOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future Metaverse Tech And Communications ETF (IVRS) and Franklin Focused Growth ETF (FFOG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
22.66%
58.92%
IVRS
FFOG

Key characteristics

Sharpe Ratio

IVRS:

0.50

FFOG:

1.89

Sortino Ratio

IVRS:

0.81

FFOG:

2.53

Omega Ratio

IVRS:

1.10

FFOG:

1.33

Calmar Ratio

IVRS:

0.83

FFOG:

2.68

Martin Ratio

IVRS:

2.44

FFOG:

10.00

Ulcer Index

IVRS:

3.58%

FFOG:

4.06%

Daily Std Dev

IVRS:

17.48%

FFOG:

21.47%

Max Drawdown

IVRS:

-13.50%

FFOG:

-15.14%

Current Drawdown

IVRS:

-4.45%

FFOG:

-2.49%

Returns By Period

In the year-to-date period, IVRS achieves a 8.99% return, which is significantly lower than FFOG's 41.38% return.


IVRS

YTD

8.99%

1M

0.38%

6M

8.11%

1Y

8.55%

5Y*

N/A

10Y*

N/A

FFOG

YTD

41.38%

1M

4.02%

6M

11.12%

1Y

40.71%

5Y*

N/A

10Y*

N/A

*Annualized

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IVRS vs. FFOG - Expense Ratio Comparison

IVRS has a 0.47% expense ratio, which is lower than FFOG's 0.55% expense ratio.


FFOG
Franklin Focused Growth ETF
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for IVRS: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

IVRS vs. FFOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future Metaverse Tech And Communications ETF (IVRS) and Franklin Focused Growth ETF (FFOG). 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.


Sharpe ratio
The chart of Sharpe ratio for IVRS, currently valued at 0.50, compared to the broader market0.002.004.000.501.89
The chart of Sortino ratio for IVRS, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.53
The chart of Omega ratio for IVRS, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.33
The chart of Calmar ratio for IVRS, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.832.68
The chart of Martin ratio for IVRS, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.00100.002.4410.00
IVRS
FFOG

The current IVRS Sharpe Ratio is 0.50, which is lower than the FFOG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of IVRS and FFOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
0.50
1.89
IVRS
FFOG

Dividends

IVRS vs. FFOG - Dividend Comparison

IVRS's dividend yield for the trailing twelve months is around 6.48%, while FFOG has not paid dividends to shareholders.


TTM2023
IVRS
iShares Future Metaverse Tech And Communications ETF
6.48%0.48%
FFOG
Franklin Focused Growth ETF
0.00%0.00%

Drawdowns

IVRS vs. FFOG - Drawdown Comparison

The maximum IVRS drawdown since its inception was -13.50%, smaller than the maximum FFOG drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for IVRS and FFOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.45%
-2.49%
IVRS
FFOG

Volatility

IVRS vs. FFOG - Volatility Comparison

The current volatility for iShares Future Metaverse Tech And Communications ETF (IVRS) is 5.27%, while Franklin Focused Growth ETF (FFOG) has a volatility of 5.93%. This indicates that IVRS experiences smaller price fluctuations and is considered to be less risky than FFOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.27%
5.93%
IVRS
FFOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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