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MJUS vs. FLGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJUS vs. FLGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). The values are adjusted to include any dividend payments, if applicable.

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MJUS vs. FLGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.19%6.22%0.62%4.18%-11.53%1.19%

Returns By Period


MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FLGV

1D
0.12%
1M
-1.62%
YTD
0.19%
6M
0.98%
1Y
3.43%
3Y*
2.67%
5Y*
0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJUS vs. FLGV - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than FLGV's 0.09% expense ratio.


Return for Risk

MJUS vs. FLGV — Risk / Return Rank

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

MJUS

FLGV
FLGV Risk / Return Rank: 4646
Overall Rank
FLGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLGV Omega Ratio Rank: 3737
Omega Ratio Rank
FLGV Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLGV Martin Ratio Rank: 4242
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.

MJUS vs. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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.


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

MJUS vs. FLGV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSFLGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

Correlation

The correlation between MJUS and FLGV is -0.02. 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

MJUS vs. FLGV - Dividend Comparison

MJUS has not paid dividends to shareholders, while FLGV's dividend yield for the trailing twelve months is around 4.06%.


TTM202520242023202220212020
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.06%4.07%4.13%3.46%2.21%1.92%0.97%

Drawdowns

MJUS vs. FLGV - Drawdown Comparison


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Drawdown Indicators


MJUSFLGVDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

Current Drawdown

Current decline from peak

-5.41%

Average Drawdown

Average peak-to-trough decline

-8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

MJUS vs. FLGV - Volatility Comparison


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Volatility by Period


MJUSFLGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%