WHat do you want it for? Frame Rate counter, screenshots or video recording? Their is not really one app that does all that but you can get most of it through a few different applications.
Frame Rate counter is the one thing that does not exist as a general tool that works on all games. A few games have fps counters in them and you can activate them on the Mac by editing the same files as the PC version.
Screenshots - Apple + Shift + 3 (or Apple + Shift + P in Feral games) The Feral games method will embed metadata into your image stating the version of the game and the machine spec including OS it was taken on (no user identifiable info is embedded).
Video - Screenflow is the best video recording application I have used recently although their may be more.
WHat do you want it for? Frame Rate counter, screenshots or video recording? Their is not really one app that does all that but you can get most of it through a few different applications.