Franklin Focused Growth ETF

10-Year Study

FFOG.US · · US · ETF

Executive Summary: Franklin Focused Growth ETF has compounded at 24.5% annually over the last 10 years, with a maximum drawdown of 16.5% and an annualized volatility of 36.0%.

1Y CAGR
+14.9%
3Y CAGR
+24.5%
5Y CAGR
+24.5%
10Y CAGR
+24.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +38.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.6-5.1-5.013.8————————-0.1%
20252.8-6.0-9.54.512.76.93.30.14.63.4-4.2-0.717.1%
20245.19.22.3-5.06.17.6-3.62.52.7-0.47.00.538.2%
2023———————————5.15.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 55.5% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110507.267441860466
2024-01-0111044.69476744186
2024-02-0112060.31976744186
2024-03-0112332.848837209303
2024-04-0111710.392441860464
2024-05-0112424.418604651164
2024-06-0113367.732558139533
2024-07-0112881.54069767442
2024-08-0113200.94476744186
2024-09-0113552.325581395347
2024-10-0113498.183139534884
2024-11-0114442.587209302326
2024-12-0114520.712209302324
2025-01-0114920.78488372093
2025-02-0114021.438953488374
2025-03-0112694.040697674418
2025-04-0113263.081395348838
2025-05-0114952.761627906977
2025-06-0115981.10465116279
2025-07-0116500.726744186046
2025-08-0116515.261627906977
2025-09-0117281.976744186046
2025-10-0117874.273255813954
2025-11-0117118.45930232558
2025-12-0117002.18023255814
2026-01-0116555.232558139538
2026-02-0115715.843023255813
2026-03-0114927.325581395347
2026-04-0116980.37790697674
Annual Return Matrix
YearAnnual Return
20240.3819684603679623
20250.17089161932884567
2026-0.0012823252831801746
Total Factor Risk
0.3597732351397944
VTI.US Exposure
0.5550580384765517
VEA.US Exposure
-0.00008868830517378628
VWO.US Exposure
-0.008226901112936304
QQQ.US Exposure
-0.12336270772267963
VTV.US Exposure
-0.07477402489802248
IJR.US Exposure
-0.02802569370813981
QUAL.US Exposure
0.16863363542657017
SHV.US Exposure
0.43388287855887675
TLT.US Exposure
-0.006293488428623018
LQD.US Exposure
-0.008123206265872773
HYG.US Exposure
0.051031907794454746
GLD.US Exposure
0.004321869066781946
USO.US Exposure
-0.001597016873331613
VNQ.US Exposure
-0.021831570854895826
BTC-USD.CC Exposure
0.0070748335083326485
CPER.US Exposure
-0.004398379663215121
VIX.INDX Exposure
0.004826715112521824
UUP.US Exposure
-0.0015092487992861515
TIP.US Exposure
0.04646968976904388
Idiosyncratic Exposure
0.006931358919043019
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Focused Growth ETF a high-risk investment?

Franklin Focused Growth ETF (FFOG.US) has an annualized volatility of 36.0% and experienced a maximum drawdown of 16.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FFOG.US?

Over the past 10 years, FFOG.US has generated a Compound Annual Growth Rate (CAGR) of 24.5%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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