DIVI vs. FDIV
DIVI (Franklin International Core Dividend Tilt Index ETF) and FDIV (MarketDesk Focused U.S. Dividend ETF) are both exchange-traded funds - DIVI is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Dividend Enhanced Select Index, while FDIV is a Dividend fund actively managed by MarketDesk. DIVI is passively managed, while FDIV is actively managed. Over the past 10 years, DIVI returned 11.73%/yr vs -1.87%/yr for FDIV. At a 0.47 correlation, their price movements are largely independent. DIVI charges 0.09%/yr vs 0.35%/yr for FDIV.
Performance
DIVI vs. FDIV - Performance Comparison
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Returns By Period
In the year-to-date period, DIVI achieves a 10.71% return, which is significantly higher than FDIV's 3.41% return. Over the past 10 years, DIVI has outperformed FDIV with an annualized return of 11.73%, while FDIV has yielded a comparatively lower -1.87% annualized return.
DIVI
- 1D
- -2.01%
- 1M
- -0.05%
- YTD
- 10.71%
- 6M
- 10.37%
- 1Y
- 26.90%
- 3Y*
- 18.25%
- 5Y*
- 13.30%
- 10Y*
- 11.73%
FDIV
- 1D
- 0.68%
- 1M
- 0.80%
- YTD
- 3.41%
- 6M
- 3.04%
- 1Y
- 10.22%
- 3Y*
- -11.28%
- 5Y*
- -7.96%
- 10Y*
- -1.87%
DIVI vs. FDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 10.71% | 34.86% | 1.77% | 18.97% | -1.21% | 16.95% | 1.29% | 22.98% | -6.73% | 13.65% |
FDIV MarketDesk Focused U.S. Dividend ETF | 3.41% | 2.95% | -37.35% | 6.78% | -9.97% | 10.20% | -2.84% | 15.78% | -5.04% | 6.19% |
Correlation
The correlation between DIVI and FDIV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.47 |
The correlation between DIVI and FDIV has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
DIVI vs. FDIV — Risk / Return Rank
DIVI
FDIV
DIVI vs. FDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and MarketDesk Focused U.S. Dividend ETF (FDIV). 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.
| DIVI | FDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.28 | +1.28 |
| Martin ratioReturn relative to average drawdown | 9.86 | 3.34 | +6.52 |
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Drawdowns
DIVI vs. FDIV - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum FDIV drawdown of -47.90%. Use the drawdown chart below to compare losses from any high point for DIVI and FDIV.
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Drawdown Indicators
| DIVI | FDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -47.90% | +20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -8.01% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -14.58% | -45.64% | +31.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -47.90% | +29.37% |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | -47.90% | +20.14% |
Current DrawdownCurrent decline from peak | -2.01% | -36.39% | +34.38% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -11.25% | +7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.07% | -0.34% |
Volatility
DIVI vs. FDIV - Volatility Comparison
Franklin International Core Dividend Tilt Index ETF (DIVI) has a higher volatility of 5.19% compared to MarketDesk Focused U.S. Dividend ETF (FDIV) at 3.37%. This indicates that DIVI's price experiences larger fluctuations and is considered to be riskier than FDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIVI | FDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 3.37% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 8.83% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 12.80% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 20.85% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 17.56% | -1.20% |
DIVI vs. FDIV - Expense Ratio Comparison
DIVI has a 0.09% expense ratio, which is lower than FDIV's 0.35% expense ratio.
Dividends
DIVI vs. FDIV - Dividend Comparison
DIVI's dividend yield for the trailing twelve months is around 2.05%, less than FDIV's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 2.05% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% | 0.00% |
FDIV MarketDesk Focused U.S. Dividend ETF | 2.81% | 2.95% | 4.12% | 4.63% | 3.81% | 3.79% | 4.17% | 3.93% | 5.13% | 3.81% | 3.84% | 4.13% |
Frequently Asked Questions
DIVI and FDIV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVI has higher volatility (5.19%) compared to FDIV (3.37%). In terms of maximum drawdown, DIVI dropped -27.76% vs FDIV's -47.90%.
On 10-year performance, DIVI leads with 11.73% vs -1.87% for FDIV. On fees, DIVI is cheaper at 0.09% per year. On volatility, FDIV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DIVI has performed better with a 11.73% return vs -1.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVI is cheaper with a 0.09% expense ratio, compared with 0.35% for FDIV.
FDIV has the higher dividend yield at 2.81%, compared with 2.05% for DIVI.
DIVI is categorized as Foreign Large Cap Equities, while FDIV is Dividend. They also come from different issuers: Franklin Templeton and MarketDesk. Their fees differ too: 0.09% for DIVI and 0.35% for FDIV.
DIVI currently has the higher Sharpe Ratio (1.76 vs 0.81), 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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