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LENS vs. FGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LENS vs. FGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarmaya Thematic ETF (LENS) and Fidelity Growth Opportunities ETF (FGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LENS

1D
-3.53%
1M
-13.12%
YTD
-1.00%
6M
-3.33%
1Y
39.98%
3Y*
5Y*
10Y*

FGRO

1D
-0.92%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LENS vs. FGRO - Yearly Performance Comparison


Correlation

The correlation between LENS and FGRO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 8, 2026

-0.04

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Return for Risk

LENS vs. FGRO — Risk / Return Rank

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

LENS
LENS Risk / Return Rank: 4141
Overall Rank
LENS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LENS Sortino Ratio Rank: 3939
Sortino Ratio Rank
LENS Omega Ratio Rank: 4545
Omega Ratio Rank
LENS Calmar Ratio Rank: 3636
Calmar Ratio Rank
LENS Martin Ratio Rank: 3737
Martin Ratio Rank

FGRO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LENS vs. FGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarmaya Thematic ETF (LENS) and Fidelity Growth Opportunities ETF (FGRO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LENSFGRODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.64

Martin ratioReturn relative to average drawdown

5.26

LENS vs. FGRO - Sharpe Ratio Comparison


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Drawdowns

LENS vs. FGRO - Drawdown Comparison

The maximum LENS drawdown since its inception was -24.55%, which is greater than FGRO's maximum drawdown of -1.24%. Use the drawdown chart below to compare losses from any high point for LENS and FGRO.


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Drawdown Indicators


LENSFGRODifference

Max Drawdown

Largest peak-to-trough decline

-24.55%

-1.24%

-23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-24.55%

Current Drawdown

Current decline from peak

-24.55%

-1.24%

-23.31%

Average Drawdown

Average peak-to-trough decline

-4.30%

-0.61%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

Volatility

LENS vs. FGRO - Volatility Comparison


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Volatility by Period


LENSFGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

Volatility (6M)

Calculated over the trailing 6-month period

23.38%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

7.18%

+20.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.03%

7.18%

+18.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

7.18%

+18.85%

LENS vs. FGRO - Expense Ratio Comparison

LENS has a 0.79% expense ratio, which is higher than FGRO's 0.59% expense ratio.


Dividends

LENS vs. FGRO - Dividend Comparison

LENS's dividend yield for the trailing twelve months is around 1.62%, while FGRO has not paid dividends to shareholders.


PositionTTM2025
FGRO
Fidelity Growth Opportunities ETF
0.00%0.00%
LENS
Sarmaya Thematic ETF
1.62%1.60%

Frequently Asked Questions


LENS and FGRO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FGRO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FGRO is cheaper with a 0.59% expense ratio, compared with 0.79% for LENS.

LENS has the higher dividend yield at 1.62%, compared with 0.00% for FGRO.

They also come from different issuers: Sarmaya Partners and Fidelity. Their fees differ too: 0.79% for LENS and 0.59% for FGRO.

Portfolio Optimizer

Find the right allocation for LENS and FGRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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