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

Correlation

The correlation between IVRS and FFOG is 0.81, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

IVRS:

0.69

FFOG:

0.70

Sortino Ratio

IVRS:

1.18

FFOG:

1.22

Omega Ratio

IVRS:

1.15

FFOG:

1.16

Calmar Ratio

IVRS:

0.83

FFOG:

0.87

Martin Ratio

IVRS:

3.35

FFOG:

2.63

Ulcer Index

IVRS:

4.72%

FFOG:

8.38%

Daily Std Dev

IVRS:

22.16%

FFOG:

29.21%

Max Drawdown

IVRS:

-19.14%

FFOG:

-25.38%

Current Drawdown

IVRS:

-0.18%

FFOG:

-3.49%

Returns By Period

In the year-to-date period, IVRS achieves a 7.30% return, which is significantly higher than FFOG's 2.59% return.


IVRS

YTD

7.30%

1M

13.17%

6M

9.39%

1Y

14.83%

5Y*

N/A

10Y*

N/A

FFOG

YTD

2.59%

1M

22.38%

6M

5.61%

1Y

20.40%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IVRS vs. FFOG - Expense Ratio Comparison

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


Risk-Adjusted Performance

IVRS vs. FFOG — Risk-Adjusted Performance Rank

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

IVRS
The Risk-Adjusted Performance Rank of IVRS is 6969
Overall Rank
The Sharpe Ratio Rank of IVRS is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IVRS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IVRS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVRS is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IVRS is 7575
Martin Ratio Rank

FFOG
The Risk-Adjusted Performance Rank of FFOG is 6969
Overall Rank
The Sharpe Ratio Rank of FFOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 6565
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.

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.


The current IVRS Sharpe Ratio is 0.69, which is comparable to the FFOG Sharpe Ratio of 0.70. 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.


Loading data...

Dividends

IVRS vs. FFOG - Dividend Comparison

IVRS's dividend yield for the trailing twelve months is around 6.20%, while FFOG has not paid dividends to shareholders.


Drawdowns

IVRS vs. FFOG - Drawdown Comparison

The maximum IVRS drawdown since its inception was -19.14%, smaller than the maximum FFOG drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for IVRS and FFOG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

IVRS vs. FFOG - Volatility Comparison

The current volatility for iShares Future Metaverse Tech And Communications ETF (IVRS) is 4.89%, while Franklin Focused Growth ETF (FFOG) has a volatility of 8.61%. 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.


Loading data...