DFNL vs. FDIQ
Compare and contrast key facts about Davis Select Financial ETF (DFNL) and Invesco Bloomberg Financial Data Providers ETF (FDIQ).
DFNL and FDIQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFNL is an actively managed fund by Davis Advisers. It was launched on Jan 11, 2017. FDIQ is a passively managed fund by Invesco that tracks the performance of the Bloomberg Financial Data Providers Index. It was launched on Nov 1, 2011.
Performance
DFNL vs. FDIQ - Performance Comparison
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DFNL vs. FDIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFNL Davis Select Financial ETF | -7.22% | 28.59% | 28.56% | 14.45% | -8.45% | 31.25% | -4.97% | 27.37% | -11.59% | 20.46% |
FDIQ Invesco Bloomberg Financial Data Providers ETF | 11.45% | 6.32% | 12.76% | -0.84% | -7.23% | 36.05% | -8.95% | 23.57% | -18.31% | 3.46% |
Returns By Period
In the year-to-date period, DFNL achieves a -7.22% return, which is significantly lower than FDIQ's 11.45% return.
DFNL
- 1D
- 2.40%
- 1M
- -4.60%
- YTD
- -7.22%
- 6M
- 0.50%
- 1Y
- 15.69%
- 3Y*
- 22.32%
- 5Y*
- 12.10%
- 10Y*
- —
FDIQ
- 1D
- 1.80%
- 1M
- -5.59%
- YTD
- 11.45%
- 6M
- 14.36%
- 1Y
- 25.32%
- 3Y*
- 17.52%
- 5Y*
- 5.11%
- 10Y*
- 8.58%
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DFNL vs. FDIQ - Expense Ratio Comparison
DFNL has a 0.64% expense ratio, which is higher than FDIQ's 0.35% expense ratio.
Return for Risk
DFNL vs. FDIQ — Risk / Return Rank
DFNL
FDIQ
DFNL vs. FDIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select Financial ETF (DFNL) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). 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.
| DFNL | FDIQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.92 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.38 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.86 | -0.65 |
Martin ratioReturn relative to average drawdown | 3.93 | 5.45 | -1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFNL | FDIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.92 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.18 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Correlation
The correlation between DFNL and FDIQ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFNL vs. FDIQ - Dividend Comparison
DFNL's dividend yield for the trailing twelve months is around 1.47%, less than FDIQ's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFNL Davis Select Financial ETF | 1.47% | 1.37% | 2.19% | 2.33% | 3.34% | 2.45% | 1.45% | 2.52% | 3.12% | 1.10% | 0.00% | 0.00% |
FDIQ Invesco Bloomberg Financial Data Providers ETF | 2.52% | 2.66% | 2.69% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% |
Drawdowns
DFNL vs. FDIQ - Drawdown Comparison
The maximum DFNL drawdown since its inception was -44.51%, smaller than the maximum FDIQ drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for DFNL and FDIQ.
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Drawdown Indicators
| DFNL | FDIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.51% | -52.86% | +8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.15% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.27% | -42.99% | +16.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.86% | — |
Current DrawdownCurrent decline from peak | -9.91% | -7.08% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -11.64% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.84% | -0.67% |
Volatility
DFNL vs. FDIQ - Volatility Comparison
The current volatility for Davis Select Financial ETF (DFNL) is 4.91%, while Invesco Bloomberg Financial Data Providers ETF (FDIQ) has a volatility of 5.91%. This indicates that DFNL experiences smaller price fluctuations and is considered to be less risky than FDIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFNL | FDIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.91% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 17.49% | -6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 27.55% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 28.94% | -9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 31.21% | -8.47% |