LOGO vs. FAAR
LOGO (Alpha Brands Consumption Leaders ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - LOGO is a Mid Cap Blend Equities fund actively managed by Alpha Brands, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past year, LOGO returned -0.59% vs 40.73% for FAAR. At a correlation of -0.14, they often move in opposite directions. LOGO charges 0.69%/yr vs 0.95%/yr for FAAR.
Performance
LOGO vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, LOGO achieves a -4.57% return, which is significantly lower than FAAR's 25.73% return.
LOGO
- 1D
- -5.22%
- 1M
- -2.53%
- YTD
- -4.57%
- 6M
- -5.00%
- 1Y
- -0.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- 0.01%
- 1M
- -0.79%
- YTD
- 25.73%
- 6M
- 23.17%
- 1Y
- 40.73%
- 3Y*
- 11.79%
- 5Y*
- 8.07%
- 10Y*
- 5.17%
LOGO vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOGO Alpha Brands Consumption Leaders ETF | -4.57% | 5.34% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 25.73% | 12.54% |
Correlation
The correlation between LOGO and FAAR is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since May 29, 2025 | -0.14 |
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Return for Risk
LOGO vs. FAAR — Risk / Return Rank
LOGO
FAAR
LOGO vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| LOGO | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.52 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 8.44 | -8.47 |
| Martin ratioReturn relative to average drawdown | -0.08 | 23.64 | -23.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOGO | FAAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 3.04 | -3.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.45 | -0.41 |
Drawdowns
LOGO vs. FAAR - Drawdown Comparison
The maximum LOGO drawdown since its inception was -18.34%, roughly equal to the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for LOGO and FAAR.
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Drawdown Indicators
| LOGO | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -18.03% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -4.85% | -13.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -11.04% | -1.11% | -9.93% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -7.85% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.36% | 1.73% | +5.63% |
Volatility
LOGO vs. FAAR - Volatility Comparison
Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 6.55% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.44%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOGO | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.44% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 9.72% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 13.48% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 13.02% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 11.51% | +3.35% |
LOGO vs. FAAR - Expense Ratio Comparison
LOGO has a 0.69% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
LOGO vs. FAAR - Dividend Comparison
LOGO has not paid dividends to shareholders, while FAAR's dividend yield for the trailing twelve months is around 9.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.15% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
LOGO Alpha Brands Consumption Leaders ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOGO and FAAR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOGO has higher volatility (6.55%) compared to FAAR (2.44%). In terms of maximum drawdown, LOGO dropped -18.34% vs FAAR's -18.03%.
On 1-year performance, FAAR leads with 40.73% vs -0.59% for LOGO. On fees, LOGO is cheaper at 0.69% per year. On volatility, FAAR has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FAAR has performed better with a 40.73% return vs -0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LOGO is cheaper with a 0.69% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.15%, compared with 0.00% for LOGO.
LOGO is categorized as Mid Cap Blend Equities, while FAAR is Commodities. They also come from different issuers: Alpha Brands and First Trust. Their fees differ too: 0.69% for LOGO and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (3.04 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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