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DFNV vs. NXTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFNV vs. NXTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) and First Trust IndXX NextG ETF (NXTG). The values are adjusted to include any dividend payments, if applicable.

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DFNV vs. NXTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DFNV
TrimTabs Donoghue Forlines Risk Managed Innovation ETF
-15.04%8.42%31.93%26.92%-24.05%18.51%2.92%
NXTG
First Trust IndXX NextG ETF
4.07%28.46%12.85%28.74%-24.70%21.81%2.70%

Returns By Period

In the year-to-date period, DFNV achieves a -15.04% return, which is significantly lower than NXTG's 4.07% return.


DFNV

1D
2.55%
1M
-3.84%
YTD
-15.04%
6M
-17.93%
1Y
-2.08%
3Y*
13.16%
5Y*
6.22%
10Y*

NXTG

1D
3.45%
1M
-7.18%
YTD
4.07%
6M
8.80%
1Y
34.24%
3Y*
19.42%
5Y*
10.75%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFNV vs. NXTG - Expense Ratio Comparison

DFNV has a 0.69% expense ratio, which is lower than NXTG's 0.70% expense ratio.


Return for Risk

DFNV vs. NXTG — Risk / Return Rank

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

DFNV
DFNV Risk / Return Rank: 1010
Overall Rank
DFNV Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DFNV Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFNV Omega Ratio Rank: 1010
Omega Ratio Rank
DFNV Calmar Ratio Rank: 1010
Calmar Ratio Rank
DFNV Martin Ratio Rank: 1010
Martin Ratio Rank

NXTG
NXTG Risk / Return Rank: 8787
Overall Rank
NXTG Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NXTG Sortino Ratio Rank: 8888
Sortino Ratio Rank
NXTG Omega Ratio Rank: 8686
Omega Ratio Rank
NXTG Calmar Ratio Rank: 8787
Calmar Ratio Rank
NXTG Martin Ratio Rank: 9090
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.

DFNV vs. NXTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) and First Trust IndXX NextG ETF (NXTG). 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.


DFNVNXTGDifference

Sharpe ratio

Return per unit of total volatility

-0.10

1.73

-1.83

Sortino ratio

Return per unit of downside risk

0.01

2.41

-2.40

Omega ratio

Gain probability vs. loss probability

1.00

1.35

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.10

2.72

-2.81

Martin ratio

Return relative to average drawdown

-0.29

11.59

-11.87

DFNV vs. NXTG - Sharpe Ratio Comparison

The current DFNV Sharpe Ratio is -0.10, which is lower than the NXTG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DFNV and NXTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFNVNXTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.73

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.62

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.55

-0.19

Correlation

The correlation between DFNV and NXTG is 0.76, 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

DFNV vs. NXTG - Dividend Comparison

DFNV's dividend yield for the trailing twelve months is around 0.44%, less than NXTG's 1.64% yield.


TTM20252024202320222021202020192018201720162015
DFNV
TrimTabs Donoghue Forlines Risk Managed Innovation ETF
0.44%0.38%1.28%0.77%1.20%4.77%0.02%0.00%0.00%0.00%0.00%0.00%
NXTG
First Trust IndXX NextG ETF
1.64%1.56%1.51%2.15%2.04%1.97%1.04%0.77%1.27%1.65%1.23%1.11%

Drawdowns

DFNV vs. NXTG - Drawdown Comparison

The maximum DFNV drawdown since its inception was -29.71%, smaller than the maximum NXTG drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for DFNV and NXTG.


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Drawdown Indicators


DFNVNXTGDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-33.61%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-12.49%

-9.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-33.61%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-18.92%

-7.18%

-11.74%

Average Drawdown

Average peak-to-trough decline

-9.41%

-7.96%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

2.93%

+4.52%

Volatility

DFNV vs. NXTG - Volatility Comparison

The current volatility for TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) is 6.11%, while First Trust IndXX NextG ETF (NXTG) has a volatility of 8.17%. This indicates that DFNV experiences smaller price fluctuations and is considered to be less risky than NXTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNVNXTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

8.17%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

13.24%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.67%

19.87%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

17.42%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

18.65%

+0.99%