CG vs. TDIV
Compare and contrast key facts about The Carlyle Group Inc. (CG) and First Trust NASDAQ Technology Dividend Index Fund (TDIV).
TDIV is a passively managed fund by First Trust that tracks the performance of the NASDAQ Technology Dividend Index. It was launched on Aug 14, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CG or TDIV.
Key characteristics
| CG | TDIV | |
|---|---|---|
| YTD Return | 1.71% | 6.49% |
| 1Y Return | 66.65% | 33.49% |
| 3Y Return (Ann) | 1.77% | 9.48% |
| 5Y Return (Ann) | 18.63% | 13.60% |
| 10Y Return (Ann) | 9.04% | 13.15% |
| Sharpe Ratio | 1.28 | 2.04 |
| Daily Std Dev | 34.53% | 16.03% |
| Max Drawdown | -62.70% | -31.97% |
| Current Drawdown | -25.59% | -3.78% |
Correlation
The correlation between CG and TDIV is 0.52, 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.
Performance
CG vs. TDIV - Performance Comparison
In the year-to-date period, CG achieves a 1.71% return, which is significantly lower than TDIV's 6.49% return. Over the past 10 years, CG has underperformed TDIV with an annualized return of 9.04%, while TDIV has yielded a comparatively higher 13.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CG vs. TDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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.
Dividends
CG vs. TDIV - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.41%, more than TDIV's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.41% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
TDIV First Trust NASDAQ Technology Dividend Index Fund | 1.65% | 1.74% | 2.51% | 1.76% | 2.07% | 2.27% | 2.97% | 2.27% | 2.45% | 2.52% | 2.80% | 2.31% |
Drawdowns
CG vs. TDIV - Drawdown Comparison
The maximum CG drawdown since its inception was -62.70%, which is greater than TDIV's maximum drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for CG and TDIV. For additional features, visit the drawdowns tool.
Volatility
CG vs. TDIV - Volatility Comparison
The Carlyle Group Inc. (CG) has a higher volatility of 11.34% compared to First Trust NASDAQ Technology Dividend Index Fund (TDIV) at 5.49%. This indicates that CG's price experiences larger fluctuations and is considered to be riskier than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.