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

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.


-0.50.00.51.0
Correlation: 0.7

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.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
79.69%
64.36%
OGIG
FDN

Key characteristics

Sharpe Ratio

OGIG:

0.77

FDN:

0.62

Sortino Ratio

OGIG:

1.21

FDN:

1.00

Omega Ratio

OGIG:

1.17

FDN:

1.14

Calmar Ratio

OGIG:

0.46

FDN:

0.58

Martin Ratio

OGIG:

2.65

FDN:

2.08

Ulcer Index

OGIG:

7.80%

FDN:

7.50%

Daily Std Dev

OGIG:

26.77%

FDN:

25.40%

Max Drawdown

OGIG:

-66.05%

FDN:

-61.55%

Current Drawdown

OGIG:

-28.75%

FDN:

-14.15%

Returns By Period

In the year-to-date period, OGIG achieves a -1.34% return, which is significantly higher than FDN's -5.75% return.


OGIG

YTD

-1.34%

1M

-1.36%

6M

6.41%

1Y

22.35%

5Y*

9.52%

10Y*

N/A

FDN

YTD

-5.75%

1M

-1.73%

6M

5.17%

1Y

17.56%

5Y*

9.83%

10Y*

13.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OGIG vs. FDN - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than FDN's 0.52% expense ratio.


Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%
Expense ratio chart for OGIG: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OGIG: 0.48%

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 6969
Overall Rank
The Sharpe Ratio Rank of OGIG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of OGIG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of OGIG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of OGIG is 5858
Calmar Ratio Rank
The Martin Ratio Rank of OGIG is 6868
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6464
Overall Rank
The Sharpe Ratio Rank of FDN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6060
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 chart of Sharpe ratio for OGIG, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.00
OGIG: 0.77
FDN: 0.62
The chart of Sortino ratio for OGIG, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.00
OGIG: 1.21
FDN: 1.00
The chart of Omega ratio for OGIG, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
OGIG: 1.17
FDN: 1.14
The chart of Calmar ratio for OGIG, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
OGIG: 0.46
FDN: 0.58
The chart of Martin ratio for OGIG, currently valued at 2.65, compared to the broader market0.0020.0040.0060.00
OGIG: 2.65
FDN: 2.08

The current OGIG Sharpe Ratio is 0.77, which is comparable to the FDN Sharpe Ratio of 0.62. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.77
0.62
OGIG
FDN

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.75%
-14.15%
OGIG
FDN

Volatility

OGIG vs. FDN - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) and First Trust Dow Jones Internet Index (FDN) have volatilities of 17.10% and 16.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.10%
16.32%
OGIG
FDN