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EIPI vs. FDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIPI vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Energy Income Partners Enhanced Income ETF (EIPI) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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EIPI vs. FDL - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both investments are quite close, with EIPI having a 15.17% return and FDL slightly higher at 15.49%.


EIPI

1D
-0.49%
1M
1.92%
YTD
15.17%
6M
17.66%
1Y
19.44%
3Y*
5Y*
10Y*

FDL

1D
0.43%
1M
0.01%
YTD
15.49%
6M
19.42%
1Y
21.84%
3Y*
18.00%
5Y*
14.12%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIPI vs. FDL - Expense Ratio Comparison

EIPI has a 1.11% expense ratio, which is higher than FDL's 0.45% expense ratio.


Return for Risk

EIPI vs. FDL — Risk / Return Rank

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

EIPI
EIPI Risk / Return Rank: 7272
Overall Rank
EIPI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EIPI Sortino Ratio Rank: 7272
Sortino Ratio Rank
EIPI Omega Ratio Rank: 7878
Omega Ratio Rank
EIPI Calmar Ratio Rank: 6464
Calmar Ratio Rank
EIPI Martin Ratio Rank: 6969
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 7979
Overall Rank
FDL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDL Omega Ratio Rank: 7979
Omega Ratio Rank
FDL Calmar Ratio Rank: 7777
Calmar Ratio Rank
FDL Martin Ratio Rank: 7676
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.

EIPI vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Energy Income Partners Enhanced Income ETF (EIPI) 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.


EIPIFDLDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.47

-0.08

Sortino ratio

Return per unit of downside risk

1.82

2.06

-0.24

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

1.62

1.96

-0.35

Martin ratio

Return relative to average drawdown

7.06

7.63

-0.57

EIPI vs. FDL - Sharpe Ratio Comparison

The current EIPI Sharpe Ratio is 1.40, which is comparable to the FDL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EIPI and FDL, 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


EIPIFDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.47

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.46

+1.22

Correlation

The correlation between EIPI and FDL is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EIPI vs. FDL - Dividend Comparison

EIPI's dividend yield for the trailing twelve months is around 6.67%, more than FDL's 3.61% yield.


TTM20252024202320222021202020192018201720162015
EIPI
FT Energy Income Partners Enhanced Income ETF
6.67%9.71%6.31%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
3.61%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%

Drawdowns

EIPI vs. FDL - Drawdown Comparison

The maximum EIPI drawdown since its inception was -12.33%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for EIPI and FDL.


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Drawdown Indicators


EIPIFDLDifference

Max Drawdown

Largest peak-to-trough decline

-12.33%

-65.93%

+53.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-11.58%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-0.49%

-0.10%

-0.39%

Average Drawdown

Average peak-to-trough decline

-1.68%

-9.73%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.10%

-0.28%

Volatility

EIPI vs. FDL - Volatility Comparison

FT Energy Income Partners Enhanced Income ETF (EIPI) and First Trust Morningstar Dividend Leaders Index Fund (FDL) have volatilities of 2.58% and 2.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIPIFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.56%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.88%

8.16%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

14.96%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

14.31%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

17.09%

-3.85%