PortfoliosLab logoPortfoliosLab logo
DFNL vs. FDIQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFNL vs. FDIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select Financial ETF (DFNL) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DFNL vs. FDIQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFNL
DFNL Risk / Return Rank: 4545
Overall Rank
DFNL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DFNL Sortino Ratio Rank: 4444
Sortino Ratio Rank
DFNL Omega Ratio Rank: 4646
Omega Ratio Rank
DFNL Calmar Ratio Rank: 4848
Calmar Ratio Rank
DFNL Martin Ratio Rank: 4242
Martin Ratio Rank

FDIQ
FDIQ Risk / Return Rank: 5555
Overall Rank
FDIQ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 5050
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 7171
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFNLFDIQDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.92

-0.09

Sortino ratio

Return per unit of downside risk

1.20

1.38

-0.18

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.22

1.86

-0.65

Martin ratio

Return relative to average drawdown

3.93

5.45

-1.51

DFNL vs. FDIQ - Sharpe Ratio Comparison

The current DFNL Sharpe Ratio is 0.83, which is comparable to the FDIQ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DFNL and FDIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DFNLFDIQDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


DFNLFDIQDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.91%

-7.08%

-2.83%

Average Drawdown

Average peak-to-trough decline

-7.69%

-11.64%

+3.95%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


DFNLFDIQDifference

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%