PortfoliosLab logo
RZG vs. FDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RZG and FDG is 0.79, 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

RZG vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
112.15%
149.68%
RZG
FDG

Key characteristics

Sharpe Ratio

RZG:

-0.01

FDG:

0.63

Sortino Ratio

RZG:

0.19

FDG:

1.01

Omega Ratio

RZG:

1.02

FDG:

1.13

Calmar Ratio

RZG:

0.00

FDG:

0.63

Martin Ratio

RZG:

0.01

FDG:

1.97

Ulcer Index

RZG:

9.08%

FDG:

8.33%

Daily Std Dev

RZG:

24.99%

FDG:

27.67%

Max Drawdown

RZG:

-58.52%

FDG:

-43.69%

Current Drawdown

RZG:

-15.84%

FDG:

-12.75%

Returns By Period

In the year-to-date period, RZG achieves a -3.76% return, which is significantly higher than FDG's -7.62% return.


RZG

YTD

-3.76%

1M

6.09%

6M

-11.38%

1Y

-0.14%

5Y*

10.88%

10Y*

5.83%

FDG

YTD

-7.62%

1M

5.67%

6M

-5.59%

1Y

17.25%

5Y*

14.29%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RZG vs. FDG - Expense Ratio Comparison

RZG has a 0.35% expense ratio, which is lower than FDG's 0.45% expense ratio.


Risk-Adjusted Performance

RZG vs. FDG — Risk-Adjusted Performance Rank

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

RZG
The Risk-Adjusted Performance Rank of RZG is 2020
Overall Rank
The Sharpe Ratio Rank of RZG is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of RZG is 2121
Sortino Ratio Rank
The Omega Ratio Rank of RZG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of RZG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of RZG is 1919
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 6666
Overall Rank
The Sharpe Ratio Rank of FDG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FDG 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.

RZG vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and American Century Focused Dynamic Growth ETF (FDG). 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 RZG Sharpe Ratio is -0.01, which is lower than the FDG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of RZG and FDG, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.01
0.63
RZG
FDG

Dividends

RZG vs. FDG - Dividend Comparison

RZG's dividend yield for the trailing twelve months is around 0.79%, while FDG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
0.79%0.95%1.43%1.59%0.22%0.48%0.70%0.46%0.44%0.65%0.70%0.36%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RZG vs. FDG - Drawdown Comparison

The maximum RZG drawdown since its inception was -58.52%, which is greater than FDG's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for RZG and FDG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.84%
-12.75%
RZG
FDG

Volatility

RZG vs. FDG - Volatility Comparison

The current volatility for Invesco S&P SmallCap 600® Pure Growth ETF (RZG) is 7.16%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 8.44%. This indicates that RZG experiences smaller price fluctuations and is considered to be less risky than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
7.16%
8.44%
RZG
FDG