CRWD vs. FDL
CRWD (CrowdStrike Holdings, Inc.) is a stock, while FDL (First Trust Morningstar Dividend Leaders Index Fund) is Large Cap Value Equities fund tracking the Morningstar Dividend Leaders Index. Over the past 5 years, CRWD returned 25.12%/yr vs 14.10%/yr for FDL. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
CRWD vs. FDL - Performance Comparison
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Returns By Period
In the year-to-date period, CRWD achieves a 72.83% return, which is significantly higher than FDL's 18.62% return.
CRWD
- 1D
- 6.12%
- 1M
- 4.41%
- 6M
- 84.61%
- YTD
- 72.83%
- 1Y
- 81.38%
- 3Y*
- 75.26%
- 5Y*
- 25.12%
- 10Y*
- —
- ALL TIME*
- 42.83%
FDL
- 1D
- 0.39%
- 1M
- 3.67%
- 6M
- 9.83%
- YTD
- 18.62%
- 1Y
- 28.15%
- 3Y*
- 19.02%
- 5Y*
- 14.10%
- 10Y*
- 11.08%
- ALL TIME*
- 8.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.47B | $1.61B | $2.09B | |
| $51.38M | $49.50M | $43.21M |
CRWD vs. FDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 72.83% | 37.00% | 34.01% | 142.49% | -48.58% | -3.34% | 324.74% | -21.46% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 18.62% | 14.79% | 17.98% | 2.94% | 6.66% | 26.10% | -4.30% | 11.14% |
Correlation
The correlation between CRWD and FDL is -0.14, 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. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2019 | 0.09 |
The correlation between CRWD and FDL shifts across timeframes, from -0.14 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRWD vs. FDL — Risk / Return Rank
CRWD
FDL
CRWD vs. FDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) 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.
| CRWD | FDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 6.62 | -4.42 |
| Martin ratioReturn relative to average drawdown | 5.27 | 15.62 | -10.35 |
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Drawdowns
CRWD vs. FDL - Drawdown Comparison
The maximum CRWD drawdown since its inception was -67.69%, roughly equal to the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for CRWD and FDL.
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Drawdown Indicators
| CRWD | FDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -65.93% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -37.18% | -4.27% | -32.91% |
Max Drawdown (3Y)Largest decline over 3 years | -44.44% | -12.24% | -32.20% |
Max Drawdown (5Y)Largest decline over 5 years | -67.69% | -16.46% | -51.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.40% | — |
Current DrawdownCurrent decline from peak | -3.89% | -1.58% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -23.32% | -9.59% | -13.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.50% | 1.81% | +13.69% |
Volatility
CRWD vs. FDL - Volatility Comparison
CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 17.45% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.65%. This indicates that CRWD'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.
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Volatility by Period
| CRWD | FDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.45% | 4.65% | +12.80% |
Volatility (6M)Calculated over the trailing 6-month period | 40.07% | 8.75% | +31.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.15% | 11.89% | +36.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.19% | 14.44% | +36.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.00% | 17.16% | +38.84% |
Dividends
CRWD vs. FDL - Dividend Comparison
CRWD has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 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
CRWD and FDL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRWD has higher volatility (17.45%) compared to FDL (4.65%). In terms of maximum drawdown, CRWD dropped -67.69% vs FDL's -65.93%.
FDL currently has the higher Sharpe Ratio (2.38 vs 1.70), 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.
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