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

Correlation

The correlation between RZG and FDG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
4.16%
18.52%
RZG
FDG

Key characteristics

Sharpe Ratio

RZG:

0.79

FDG:

2.01

Sortino Ratio

RZG:

1.28

FDG:

2.65

Omega Ratio

RZG:

1.15

FDG:

1.35

Calmar Ratio

RZG:

0.77

FDG:

2.82

Martin Ratio

RZG:

3.47

FDG:

11.77

Ulcer Index

RZG:

4.61%

FDG:

3.59%

Daily Std Dev

RZG:

20.21%

FDG:

20.94%

Max Drawdown

RZG:

-58.52%

FDG:

-43.69%

Current Drawdown

RZG:

-8.30%

FDG:

-1.65%

Returns By Period

In the year-to-date period, RZG achieves a 4.89% return, which is significantly higher than FDG's 4.13% return.


RZG

YTD

4.89%

1M

1.68%

6M

4.16%

1Y

12.40%

5Y*

6.49%

10Y*

7.03%

FDG

YTD

4.13%

1M

1.92%

6M

18.52%

1Y

40.19%

5Y*

N/A

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.


FDG
American Century Focused Dynamic Growth ETF
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for RZG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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 2929
Overall Rank
The Sharpe Ratio Rank of RZG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of RZG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of RZG is 2525
Omega Ratio Rank
The Calmar Ratio Rank of RZG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of RZG is 3535
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 7878
Overall Rank
The Sharpe Ratio Rank of FDG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 8181
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.


Sharpe ratio
The chart of Sharpe ratio for RZG, currently valued at 0.79, compared to the broader market0.002.004.000.792.01
The chart of Sortino ratio for RZG, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.282.65
The chart of Omega ratio for RZG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.35
The chart of Calmar ratio for RZG, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.772.82
The chart of Martin ratio for RZG, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.00100.003.4711.77
RZG
FDG

The current RZG Sharpe Ratio is 0.79, which is lower than the FDG Sharpe Ratio of 2.01. 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.79
2.01
RZG
FDG

Dividends

RZG vs. FDG - Dividend Comparison

RZG's dividend yield for the trailing twelve months is around 0.91%, while FDG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
0.91%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.30%
-1.65%
RZG
FDG

Volatility

RZG vs. FDG - Volatility Comparison

Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and American Century Focused Dynamic Growth ETF (FDG) have volatilities of 6.35% and 6.08%, 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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.35%
6.08%
RZG
FDG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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