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OGIG vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

OGIG vs. FDN

Last updated May 14, 2025

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.

Correlation

The correlation between OGIG and FDN is 0.75, 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 chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OGIG:

1.16

FDN:

0.94

Sortino Ratio

OGIG:

1.68

FDN:

1.40

Omega Ratio

OGIG:

1.23

FDN:

1.20

Calmar Ratio

OGIG:

0.69

FDN:

0.87

Martin Ratio

OGIG:

3.81

FDN:

3.01

Ulcer Index

OGIG:

8.16%

FDN:

7.89%

Daily Std Dev

OGIG:

26.98%

FDN:

25.56%

Max Drawdown

OGIG:

-66.05%

FDN:

-61.55%

Current Drawdown

OGIG:

-20.85%

FDN:

-6.11%

Returns By Period

In the year-to-date period, OGIG achieves a 9.59% return, which is significantly higher than FDN's 3.09% return.

OGIG

YTD

9.59%

1M

20.11%

6M

8.76%

1Y

31.09%

5Y*

9.76%

10Y*

N/A

FDN

YTD

3.09%

1M

16.29%

6M

5.19%

1Y

23.78%

5Y*

10.60%

10Y*

14.11%

*Annualized

Compare stocks, funds, or ETFs

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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.

FDN
First Trust Dow Jones Internet Index
OGIG
O’Shares Global Internet Giants ETF

Risk-Adjusted Performance

OGIG vs. FDN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OGIG
The Risk-Adjusted Performance Rank of OGIG is 8080
Overall Rank
The Sharpe Ratio Rank of OGIG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of OGIG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of OGIG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of OGIG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of OGIG is 7878
Martin Ratio Rank
FDN
The Risk-Adjusted Performance Rank of FDN is 7676
Overall Rank
The Sharpe Ratio Rank of FDN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7171
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.

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.

The current OGIG Sharpe Ratio is 1.16, which is comparable to the FDN Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of OGIG and FDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

OGIG vs. FDN - Dividend Comparison

Neither OGIG nor FDN has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

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Volatility

OGIG vs. FDN - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 8.23% compared to First Trust Dow Jones Internet Index (FDN) at 7.76%. 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.

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