PortfoliosLab logoPortfoliosLab logo
AIS vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIS vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIS achieves a 81.55% return, which is significantly higher than FDL's 18.60% return.


AIS

1D
-1.82%
1M
-11.03%
6M
66.96%
YTD
81.55%
1Y
135.01%
3Y*
5Y*
10Y*
ALL TIME*
82.79%

FDL

1D
-0.54%
1M
4.47%
6M
5.75%
YTD
18.60%
1Y
26.71%
3Y*
19.02%
5Y*
13.96%
10Y*
11.08%
ALL TIME*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.81M$40.39M$52.13M
$48.97M$49.30M$42.41M

AIS vs. FDL - Yearly Performance Comparison


Correlation

The correlation between AIS and FDL is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2024

-0.04

The correlation between AIS and FDL shifts across timeframes, from -0.23 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

AIS vs. FDL - Sectors Allocation Comparison


Sectors
AIS
FDL

Technology

87.2%
4.3%

Industrials

6.8%
3.6%

Utilities

2.9%
15.4%

Consumer Defensive

0.3%
24.3%

Basic Materials

-

0.4%

Communication Services

-

11.2%

Consumer Cyclical

-

4.4%

Energy

-

11.1%

Healthcare

-

11.7%

Real Estate

-

-

Financial Services

-0.0%
13.7%

Technology

AIS
87.2%
FDL
4.3%

Industrials

AIS
6.8%
FDL
3.6%

Utilities

AIS
2.9%
FDL
15.4%

Consumer Defensive

AIS
0.3%
FDL
24.3%

Basic Materials

AIS

-

FDL
0.4%

Communication Services

AIS

-

FDL
11.2%

Consumer Cyclical

AIS

-

FDL
4.4%

Energy

AIS

-

FDL
11.1%

Healthcare

AIS

-

FDL
11.7%

Real Estate

AIS

-

FDL

-

Financial Services

AIS
-0.0%
FDL
13.7%

Compare stocks, funds, or ETFs

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


Return for Risk

AIS vs. FDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIS
AIS Risk / Return Rank: 8888
Overall Rank
AIS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AIS Sortino Ratio Rank: 8282
Sortino Ratio Rank
AIS Omega Ratio Rank: 8585
Omega Ratio Rank
AIS Calmar Ratio Rank: 8888
Calmar Ratio Rank
AIS Martin Ratio Rank: 9090
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 8989
Overall Rank
FDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 9090
Sortino Ratio Rank
FDL Omega Ratio Rank: 8383
Omega Ratio Rank
FDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
FDL Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIS vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AISFDLDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

3.94

6.28

-2.33

Martin ratioReturn relative to average drawdown

15.65

14.78

+0.86

AIS vs. FDL - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 2.82, which is comparable to the FDL Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of AIS and FDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AIS vs. FDL - Drawdown Comparison

The maximum AIS drawdown since its inception was -34.44%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for AIS and FDL.


Loading charts...

Drawdown Indicators


AISFDLDifference

Max Drawdown

Largest peak-to-trough decline

-34.44%

-65.93%

+31.49%

Max Drawdown (1Y)

Largest decline over 1 year

-34.44%

-4.27%

-30.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-22.44%

-1.60%

-20.84%

Average Drawdown

Average peak-to-trough decline

-6.43%

-9.59%

+3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

1.81%

+6.85%

Volatility

AIS vs. FDL - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 20.90% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.48%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AISFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.90%

4.48%

+16.42%

Volatility (6M)

Calculated over the trailing 6-month period

43.62%

8.63%

+34.99%

Volatility (1Y)

Calculated over the trailing 1-year period

48.24%

11.88%

+36.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.22%

14.43%

+29.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.22%

17.16%

+27.06%

AIS vs. FDL - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than FDL's 0.43% expense ratio.


Dividends

AIS vs. FDL - Dividend Comparison

AIS has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.58%.


PositionTTM20252024202320222021202020192018201720162015
AIS
VistaShares Artificial Intelligence Supercycle ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.58%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%

Frequently Asked Questions


AIS and FDL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIS has higher volatility (20.90%) compared to FDL (4.48%). In terms of maximum drawdown, AIS dropped -34.44% vs FDL's -65.93%.

On 1-year performance, AIS leads with 135.01% vs 26.71% for FDL. On fees, FDL is cheaper at 0.43% per year. On volatility, FDL has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AIS has performed better with a 135.01% return vs 26.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.43% expense ratio, compared with 0.75% for AIS.

FDL has the higher dividend yield at 3.58%, compared with 0.00% for AIS.

AIS is categorized as Artificial Intelligence, while FDL is Large Cap Value Equities. They also come from different issuers: VistaShares and First Trust. Their fees differ too: 0.75% for AIS and 0.43% for FDL.

AIS currently has the higher Sharpe Ratio (2.82 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AIS and FDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer