FDD vs. VTI

Last updated Aug 2, 2026

FDD (First Trust STOXX European Select Dividend Index Fund) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, FDD returned 11.01%/yr vs 14.63%/yr for VTI. Their 0.61 correlation means they have sometimes moved together and sometimes differently. FDD charges 0.58%/yr vs 0.03%/yr for VTI.

Performance

FDD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDD achieves a 18.92% return, which is significantly higher than VTI's 10.49% return. Over the past 10 years, FDD has underperformed VTI with an annualized return of 11.01%, while VTI has yielded a comparatively higher 14.63% annualized return.

FDD

• 1D: 0.50%
• 1M: 7.25%
• 6M: 13.35%
• YTD: 18.92%
• 1Y: 39.43%
• 3Y*: 27.25%
• 5Y*: 13.14%
• 10Y*: 11.01%
• ALL TIME*: 2.89%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDD First Trust STOXX European Select Dividend Index Fund	$2.43M	$2.30M	$2.53M
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

FDD vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDD First Trust STOXX European Select Dividend Index Fund	18.92%	62.50%	0.28%	14.16%	-16.14%	16.03%	-3.80%	23.79%	-8.98%	19.07%
VTI Vanguard Total Stock Market ETF	10.49%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between FDD and VTI is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.62
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (5Y) Shows whether the relationship held over a longer period.	0.61
Correlation (10Y) Provides a long-term view across more market conditions.	0.63
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007	0.61

The correlation between FDD and VTI has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

FDD vs. VTI - Sectors Allocation Comparison

Sectors	FDD	VTI
Financial Services	58.2%	11.8%
Industrials	11.4%	10.2%
Consumer Cyclical	9.2%	9.4%
Energy	9.1%	3.2%
Utilities	6.0%	2.2%
Consumer Defensive	4.2%	4.3%
Real Estate	3.3%	2.3%
Basic Materials	2.8%	1.9%
Communication Services	1.9%	9.1%
Healthcare	-	9.7%
Technology	-	36.1%

Return for Risk

FDD vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDD

FDD Risk / Return Rank: 91
FDD Sharpe Ratio Rank: 93
FDD Sortino Ratio Rank: 92
FDD Omega Ratio Rank: 90
FDD Calmar Ratio Rank: 92
FDD Martin Ratio Rank: 89

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDD vs. VTI - Risk-Adjusted Trends 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.

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.

	FDD	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.48	1.52	+0.96
Sortino ratio: Return per unit of downside risk	3.38	2.12	+1.26
Omega ratio: Gain probability vs. loss probability	1.42	1.27	+0.15
Calmar ratio: Return relative to maximum drawdown	4.16	2.23	+1.93
Martin ratio: Return relative to average drawdown	13.77	9.62	+4.15

FDD vs. VTI - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.48, which is higher than the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FDD and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDD vs. VTI - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, 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.

Drawdown Indicators

	FDD	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-74.77%	-55.45%	-19.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.39%	-8.92%	-0.47%
Max Drawdown (3Y) Largest decline over 3 years	-12.90%	-19.30%	+6.40%
Max Drawdown (5Y) Largest decline over 5 years	-34.84%	-25.36%	-9.48%
Max Drawdown (10Y) Largest decline over 10 years	-41.43%	-35.00%	-6.43%
Current Drawdown Current decline from peak	0.00%	-1.36%	+1.36%
Average Drawdown Average peak-to-trough decline	-35.18%	-7.99%	-27.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.07%	+0.76%

Volatility

FDD vs. VTI - Volatility Comparison

First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 3.74% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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.

Volatility by Period

	FDD	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	3.46%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	10.24%	+2.90%
Volatility (1Y) Calculated over the trailing 1-year period	15.79%	13.10%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.44%	17.51%	+0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	18.30%	+1.47%

FDD vs. VTI - Expense Ratio Comparison

FDD has a 0.58% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

FDD vs. VTI - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 5.01%, more than VTI's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDD First Trust STOXX European Select Dividend Index Fund	5.01%	3.99%	7.65%	6.85%	6.07%	3.44%	4.01%	4.69%	5.05%	2.78%	4.88%	4.35%
VTI Vanguard Total Stock Market ETF	1.06%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both FDD and VTI in my portfolio?

FDD and VTI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDD or VTI?

FDD has higher volatility (3.74%) compared to VTI (3.46%). In terms of maximum drawdown, FDD dropped -74.77% vs VTI's -55.45%.

Which ETF is better, FDD or VTI?

On 10-year performance, VTI leads with 14.63% vs 11.01% for FDD. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FDD or VTI?

Over the 10-year period, VTI has performed better with a 14.63% return vs 11.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FDD or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.58% for FDD.

Which ETF pays a higher dividend yield, FDD or VTI?

FDD has the higher dividend yield at 5.01%, compared with 1.06% for VTI.

What is the main difference between FDD and VTI?

FDD is categorized as Europe Equities, while VTI is Large Cap Blend Equities. FDD tracks STOXX Europe Select Dividend 30, while VTI tracks CRSP US Total Market Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.58% for FDD and 0.03% for VTI.

Which has better risk-adjusted returns?

FDD currently has the higher Sharpe Ratio (2.48 vs 1.52), 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.