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FAN vs. FDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAN vs. FDL - Performance Comparison

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

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FAN vs. FDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAN
First Trust Global Wind Energy ETF
20.86%40.38%-8.96%-3.20%-13.12%-11.63%61.16%31.22%-11.40%16.30%
FDL
First Trust Morningstar Dividend Leaders Index Fund
15.49%14.79%17.98%2.94%6.66%26.10%-4.30%24.41%-5.99%12.02%

Returns By Period

In the year-to-date period, FAN achieves a 20.86% return, which is significantly higher than FDL's 15.49% return. Over the past 10 years, FAN has underperformed FDL with an annualized return of 10.21%, while FDL has yielded a comparatively higher 11.60% annualized return.


FAN

1D
3.78%
1M
1.10%
YTD
20.86%
6M
29.13%
1Y
67.06%
3Y*
13.10%
5Y*
3.29%
10Y*
10.21%

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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FAN vs. FDL - Expense Ratio Comparison

FAN has a 0.62% expense ratio, which is higher than FDL's 0.45% expense ratio.


Return for Risk

FAN vs. FDL — Risk / Return Rank

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

FAN
FAN Risk / Return Rank: 9797
Overall Rank
FAN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FAN Sortino Ratio Rank: 9797
Sortino Ratio Rank
FAN Omega Ratio Rank: 9797
Omega Ratio Rank
FAN Calmar Ratio Rank: 9898
Calmar Ratio Rank
FAN Martin Ratio Rank: 9898
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.

FAN vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) 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.


FANFDLDifference

Sharpe ratio

Return per unit of total volatility

3.14

1.47

+1.67

Sortino ratio

Return per unit of downside risk

3.78

2.06

+1.73

Omega ratio

Gain probability vs. loss probability

1.54

1.29

+0.26

Calmar ratio

Return relative to maximum drawdown

6.05

1.96

+4.09

Martin ratio

Return relative to average drawdown

23.11

7.63

+15.48

FAN vs. FDL - Sharpe Ratio Comparison

The current FAN Sharpe Ratio is 3.14, which is higher than the FDL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FAN 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


FANFDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.47

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.99

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.68

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.46

-0.42

Correlation

The correlation between FAN and FDL is 0.54, 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

FAN vs. FDL - Dividend Comparison

FAN's dividend yield for the trailing twelve months is around 1.03%, less than FDL's 3.61% yield.


TTM20252024202320222021202020192018201720162015
FAN
First Trust Global Wind Energy ETF
1.03%1.35%1.52%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%
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

FAN vs. FDL - Drawdown Comparison

The maximum FAN drawdown since its inception was -79.84%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for FAN and FDL.


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Drawdown Indicators


FANFDLDifference

Max Drawdown

Largest peak-to-trough decline

-79.84%

-65.93%

-13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-11.58%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-39.47%

-16.46%

-23.01%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

-41.40%

-4.89%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-45.45%

-9.73%

-35.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.10%

-0.31%

Volatility

FAN vs. FDL - Volatility Comparison

First Trust Global Wind Energy ETF (FAN) has a higher volatility of 8.69% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.56%. This indicates that FAN's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FANFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

2.56%

+6.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

8.16%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

14.96%

+6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

14.31%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

17.09%

+3.89%