Freedom 100 Competition

FRDM Etf

USD 53.97 -2.11 -3.76%

Freedom 100 Emerging is grouped alongside WisdomTree Emerging, WisdomTree Total, IShares MSCI, SPDR SAMPP, and Pacer Developed within its competitive landscape. Comparing within this peer group helps frame relative strengths and differences. All figures reflect reported accounting data across periods. All figures are based on reported data and are informational in nature. This module contrasts Freedom 100 with competitors to reveal risk-adjusted gaps. Peer comparison for Freedom 100 provides quick context alongside deeper valuation data. This comparison applies consistent criteria across Freedom 100 and related ETFs.

Correlation: Freedom 100 vs Goldman Sachs Summary

Poor diversification

For the present investment horizon, the measured correlation between FRDM and GLOV stands at 0.77, or Poor diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Moving together with Freedom Etf

0.92	VWO	Vanguard FTSE Emerging	Pair Corr
0.99	IEMG	iShares Core MSCI	Pair Corr
0.96	EMC	Global X Funds	Pair Corr
0.99	EEM	iShares MSCI Emerging	Pair Corr
0.92	SPEM	SPDR Portfolio Emerging	Pair Corr

Moving against Freedom Etf

0.65

HUM

Humana Inc

Pair Corr

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The concept of mean reversion suggests that Freedom 100's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.

Hype

Prediction

Low	Estimated	High
52.16	53.97	55.78

Details

Intrinsic

Valuation

Low	Real	High
48.57	57.63	59.44

Details

Naive

Forecast

Low	Next	High
53.53	55.34	57.15

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
53.83	58.66	63.49

Details

Competitive analysis for Freedom 100 compares its financial performance, valuation multiples, and growth trajectory against sector peers. This peer-relative view often uncovers mispricing that single-company analysis would miss.

Freedom 100 Competition Correlation Matrix

Studying peer correlation around Freedom 100 Emerging gives investors a cleaner read on how much independent price behavior still exists across the competitive set. The current classification points to the Diversified Emerging Mkts category. In practical terms, lower correlation may offer better diversification while higher correlation may leave the portfolio more exposed to one shared driver.

	DGS	DTD	EEMA	KBE	ICOW	EWP	GEM	RWJ	PKW	GLOV
DGS		0.93	0.97	0.37	0.95	0.78	0.98	0.75	0.4	0.8	DGS
DTD	0.93		0.9	0.46	0.9	0.75	0.91	0.8	0.55	0.87	DTD
EEMA	0.97	0.9		0.38	0.88	0.82	1.0	0.76	0.47	0.76	EEMA
KBE	0.37	0.46	0.38		0.13	0.71	0.41	0.81	0.85	0.41	KBE
ICOW	0.95	0.9	0.88	0.13		0.59	0.9	0.58	0.21	0.78	ICOW
EWP	0.78	0.75	0.82	0.71	0.59		0.83	0.8	0.72	0.67	EWP
GEM	0.98	0.91	1.0	0.41	0.9	0.83		0.78	0.47	0.78	GEM
RWJ	0.75	0.8	0.76	0.81	0.58	0.8	0.78		0.77	0.68	RWJ
PKW	0.4	0.55	0.47	0.85	0.21	0.72	0.47	0.77		0.53	PKW
GLOV	0.8	0.87	0.76	0.41	0.78	0.67	0.78	0.68	0.53		GLOV
	DGS	DTD	EEMA	KBE	ICOW	EWP	GEM	RWJ	PKW	GLOV

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Freedom 100 Constituents Risk-Adjusted Indicators

Evaluating Freedom Etf requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DGS	0.78	0.14	0.12	0.07	1.19	-0.76	1.52	-2.11	5.36
DTD	0.47	0.06	0.12	-0.01	0.73	-0.42	0.75	-1.15	3.47
EEMA	0.98	0.18	0.10	0.06	1.54	-0.91	2.37	-2.27	7.72
KBE	1.00	0.01	0.00	-0.09	0.00	0.00	1.78	-2.30	8.88
ICOW	0.72	0.14	0.15	0.13	1.12	-0.68	1.54	-1.66	5.69
EWP	1.04	0.05	0.00	-0.05	0.00	0.00	1.86	-2.11	7.56
GEM	1.01	0.18	0.10	0.06	1.49	-0.98	2.07	-2.21	7.60
RWJ	0.84	0.08	0.00	-0.04	0.00	0.00	2.07	-1.89	5.66
PKW	0.67	0.01	0.00	-0.08	0.00	0.00	1.30	-1.51	4.07
GLOV	0.52	-0.03	0.00	0.34	0.00	0.00	0.90	-1.38	3.86

Freedom 100 Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	FRDM	DGS	DTD	EEMA	KBE	ICOW	EWP	GEM	RWJ	PKW
	3.76 53.97 Freedom	2.54 58.76 WisdomTree	1.31 85.01 WisdomTree	3.34 95.08 IShares	0.16 57.85 SPDR	2.47 41.15 Pacer	3.10 51.63 IShares	3.19 42.44 Goldman	1.78 48.56 Invesco	1.09 129.52 Invesco
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Contained	Mild	Weak	Mild	Weak	Moderate	Weak	Mild	Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Fair	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Under Valued	Under Valued	Under Valued	Under Valued	Under Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Buy	Strong Buy	Buy	Buy	Strong Hold	Strong Buy	Strong Hold	Buy	Strong Hold	Strong Hold
Price To Sales	N/A	0.72	1.72	1.18	3.82	N/A	1.13	1.13	0.21	1.13
Equity Positions Weight	99.59	100.0	100.0	99.1	99.96	98.82	99.59	99.29	100.01	99.94
Three Year Return	29.2	14.8	15.5	16.4	20.5	19.3	31.4	18.3	11.9	17.4
Net Asset	236.44 M	2.14 B	957.43 M	445.34 M	1.93 B	130.65 M	386.94 M	877.69 M	732.77 M	1000 M
Price To Book	N/A	1.18	2.57	1.38	1.39	N/A	0.99	1.46	1.2	2.33
Five Year Return	13.7	7.7	11.4	2.5	3.9	10.1	17.6	4.8	5.7	10.3
One Year Return	59.2	24.6	12.8	26.9	11.2	33.1	40.4	31.2	17.8	14.3
Last Dividend Paid	0.091	0.58	0.42	0.24	0.42	0.045	0.21	0.0338	0.19	0.19
Ten Year Return	N/A	8.8	11.4	8.3	8.9	N/A	10.1	7.9	11.7	12.3
Beta	1.23	0.9	0.78	0.93	1.46	0.92	1.14	0.91	1.3	1.0
Price To Earning	N/A	10.4	18.69	12.76	15.93	N/A	12.84	11.6	17.5	17.36
Day Typical Price	54.48	59.13	85.33	95.88	57.77	41.41	52.09	42.67	48.77	129.7
Accumulation Distribution	15423.8	4002.54	222.09	3584.64	69328.13	4302.91	30336.0	3761.07	923.18	548.47
Market Facilitation Index	0.0	0.0	1.0E-4	0.0	N/A	0.0	0.0	0.0	0.0	0.0
Daily Balance Of Power	-1.18	-1.13	-0.88	-1.15	-0.11	-0.97	-0.94	-1.28	-0.81	-0.78
Period Momentum Indicator	-2.11	-1.53	-1.13	-3.29	-0.09	-1.04	-1.65	-1.40	-0.88	-1.43
Rate Of Daily Change	0.96	0.97	0.99	0.97	1.0	0.98	0.97	0.97	0.98	0.99
Day Median Price	54.74	59.32	85.5	96.28	57.73	41.55	52.32	42.79	48.88	129.8
Price Action Indicator	-1.82	-1.32	-1.05	-2.84	0.075	-0.91	-1.51	-1.05	-0.76	-0.99
Coefficient Of Variation	1114.35	1592.13	58540.54	1746.23	-1,390	1077.11	-3,679	1733.76	-3,549	-1,278
Mean Deviation	1.32	0.7759	0.4674	0.9829	1.0	0.7189	1.04	1.01	0.839	0.6663
Jensen Alpha	0.2813	0.1362	0.0616	0.1814	0.0083	0.1448	0.0496	0.1781	0.0751	0.0144
Total Risk Alpha	0.3653	0.1848	0.0686	0.2391	0.0612	0.2015	0.1226	0.2342	0.0976	0.0272
Sortino Ratio	0.1159	0.1202	0.1208	0.1011	N/A	0.1485	N/A	0.1037	N/A	N/A
Downside Variance	4.54	1.65	0.5481	2.75	N/A	1.46	N/A	2.58	N/A	N/A
Standard Deviation	1.77	1.05	0.6323	1.39	1.41	0.982	1.39	1.36	1.14	0.8403
Kurtosis	2.17	2.3	1.19	1.91	2.83	1.89	2.21	2.13	0.5106	-0.16
Potential Upside	2.45	1.52	0.7506	2.37	1.78	1.54	1.86	2.07	2.07	1.3
Treynor Ratio	0.1102	0.0687	-0.01	0.0608	-0.09	0.1254	-0.05	0.0609	-0.04	-0.08
Maximum Drawdown	9.12	5.36	3.47	7.72	8.88	5.69	7.56	7.6	5.66	4.07
Variance	3.13	1.1	0.3998	1.92	1.98	0.9644	1.93	1.84	1.3	0.7062
Market Risk Adjusted Performance	0.1202	0.0787	-0.0024	0.0708	-0.08	0.1354	-0.04	0.0709	-0.03	-0.07
Risk Adjusted Performance	0.0775	0.0528	-0.0013	0.0502	-0.05	0.0763	-0.02	0.0504	-0.02	-0.06
Skewness	-1.05	-1.18	-0.25	-0.76	-0.68	-0.83	-0.86	-0.91	0.1623	-0.02
Semi Deviation	1.97	1.19	0.7263	1.54	N/A	1.12	N/A	1.49	N/A	N/A
Information Ratio	0.1397	0.1469	0.1414	0.121	-0.01	0.1828	0.0364	0.1229	0.0493	0.0269
Value At Risk	-3.42	-2.11	-1.15	-2.27	-2.30	-1.66	-2.11	-2.21	-1.89	-1.51
Expected Short fall	-1.27	-0.76	-0.42	-0.91	N/A	-0.68	N/A	-0.98	N/A	N/A
Downside Deviation	2.13	1.28	0.7404	1.66	N/A	1.21	N/A	1.61	N/A	N/A
Semi Variance	3.89	1.41	0.5275	2.37	N/A	1.25	N/A	2.23	N/A	N/A

Freedom 100 Competition Peer Performance Charts

How to Analyze Freedom 100 Against Peers

Freedom 100's peer analysis compares Freedom 100 with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether Freedom 100 trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where Freedom 100 leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

Peer Comparison Metrics & Methodology

The competition view for Freedom 100 includes correlation data, showing which peers are financially similar and which ones move together in the market. Valuation premiums or discounts for Freedom 100 become more meaningful when measured against the peer group rather than in isolation. Operating metrics that look strong for Freedom 100 in isolation may appear average or below average in peer context. Peer benchmarking can improve context for valuation without relying only on standalone multiples.

For Freedom 100 Emerging, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.

This content is curated and reviewed by:

Gabriel Shpitalnik - Member of Macroaxis Editorial Board

Last reviewed on February 26th, 2026

Macroaxis provides analytical tools and reference data for investors of all levels to evaluate holdings and assess risk across market volatility, economic shifts, and company-specific events. View terms and conditions

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Freedom 100 Competition

Correlation: Freedom 100 vs Goldman Sachs Summary

Moving together with Freedom Etf

Moving against Freedom Etf

Specify up to 10 symbols:

Freedom 100 Competition Correlation Matrix

Freedom 100 Constituents Risk-Adjusted Indicators

Freedom 100 Competitive Analysis

Freedom 100 Competition Peer Performance Charts

How to Analyze Freedom 100 Against Peers

Peer Comparison Metrics & Methodology

This content is curated and reviewed by:

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