OGIG vs. FDN
Compare and contrast key facts about O’Shares Global Internet Giants ETF (OGIG) and First Trust Dow Jones Internet Index (FDN).
OGIG and FDN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OGIG is a passively managed fund by O'Shares Investments that tracks the performance of the O’Shares Global Internet Giants Index. It was launched on Jun 5, 2018. FDN is a passively managed fund by First Trust that tracks the performance of the Dow Jones Internet Index. It was launched on Jun 23, 2006. Both OGIG and FDN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OGIG or FDN.
Key characteristics
| OGIG | FDN | |
|---|---|---|
| YTD Return | 25.56% | 25.23% |
| 1Y Return | 45.90% | 47.51% |
| 3Y Return (Ann) | -7.24% | -2.08% |
| 5Y Return (Ann) | 13.69% | 11.84% |
| Sharpe Ratio | 2.31 | 2.43 |
| Sortino Ratio | 2.99 | 3.12 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 0.88 | 1.22 |
| Martin Ratio | 12.39 | 12.73 |
| Ulcer Index | 3.59% | 3.57% |
| Daily Std Dev | 19.27% | 18.74% |
| Max Drawdown | -66.05% | -61.55% |
| Current Drawdown | -28.01% | -7.39% |
Correlation
The correlation between OGIG and FDN is 0.93, 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
OGIG vs. FDN - Performance Comparison
The year-to-date returns for both stocks are quite close, with OGIG having a 25.56% return and FDN slightly lower at 25.23%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OGIG vs. FDN - Expense Ratio Comparison
OGIG has a 0.48% expense ratio, which is lower than FDN's 0.52% expense ratio.
Risk-Adjusted Performance
OGIG vs. FDN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and First Trust Dow Jones Internet Index (FDN). 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.
Dividends
OGIG vs. FDN - Dividend Comparison
Neither OGIG nor FDN has paid dividends to shareholders.
Drawdowns
OGIG vs. FDN - Drawdown Comparison
The maximum OGIG drawdown since its inception was -66.05%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for OGIG and FDN. For additional features, visit the drawdowns tool.
Volatility
OGIG vs. FDN - Volatility Comparison
O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 5.65% compared to First Trust Dow Jones Internet Index (FDN) at 4.70%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.