FDD vs. VTI
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and Vanguard Total Stock Market ETF (VTI).
FDD and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FDD and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDD or VTI.
Performance
FDD vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, FDD achieves a 1.31% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, FDD has underperformed VTI with an annualized return of 3.44%, while VTI has yielded a comparatively higher 12.63% annualized return.
FDD
1.31%
-4.74%
-4.45%
9.10%
2.66%
3.44%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| FDD | VTI | |
|---|---|---|
| Sharpe Ratio | 0.69 | 2.65 |
| Sortino Ratio | 0.99 | 3.54 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.37 | 3.87 |
| Martin Ratio | 2.41 | 16.96 |
| Ulcer Index | 4.04% | 1.95% |
| Daily Std Dev | 14.00% | 12.52% |
| Max Drawdown | -74.76% | -55.45% |
| Current Drawdown | -17.90% | -1.58% |
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FDD vs. VTI - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between FDD and VTI is 0.62, 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.
Risk-Adjusted Performance
FDD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
FDD vs. VTI - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 6.46%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 6.46% | 6.85% | 6.07% | 3.44% | 4.00% | 4.70% | 5.05% | 2.77% | 4.88% | 4.36% | 4.31% | 3.63% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FDD vs. VTI - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.76%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDD and VTI. For additional features, visit the drawdowns tool.
Volatility
FDD vs. VTI - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 5.04% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that FDD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.