FDIV vs. DIVI
FDIV (MarketDesk Focused U.S. Dividend ETF) and DIVI (Franklin International Core Dividend Tilt Index ETF) are both exchange-traded funds - FDIV is a Dividend fund actively managed by MarketDesk, while DIVI is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. FDIV is actively managed, while DIVI is passively managed. Over the past 10 years, FDIV returned -1.87%/yr vs 11.73%/yr for DIVI. At a 0.47 correlation, their price movements are largely independent. FDIV charges 0.35%/yr vs 0.09%/yr for DIVI.
Performance
FDIV vs. DIVI - Performance Comparison
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Returns By Period
In the year-to-date period, FDIV achieves a 3.41% return, which is significantly lower than DIVI's 10.71% return. Over the past 10 years, FDIV has underperformed DIVI with an annualized return of -1.87%, while DIVI has yielded a comparatively higher 11.73% annualized return.
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
- 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 vs. DIVI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between FDIV and DIVI 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 FDIV and DIVI has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
FDIV vs. DIVI — Risk / Return Rank
FDIV
DIVI
FDIV vs. DIVI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.
| FDIV | DIVI | 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 | 1.15 | 1.31 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.56 | -1.28 |
| Martin ratioReturn relative to average drawdown | 3.34 | 9.86 | -6.52 |
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Drawdowns
FDIV vs. DIVI - Drawdown Comparison
The maximum FDIV drawdown since its inception was -47.90%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for FDIV and DIVI.
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Drawdown Indicators
| FDIV | DIVI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.90% | -27.76% | -20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -10.54% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -45.64% | -14.58% | -31.06% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -18.53% | -29.37% |
Max Drawdown (10Y)Largest decline over 10 years | -47.90% | -27.76% | -20.14% |
Current DrawdownCurrent decline from peak | -36.39% | -2.01% | -34.38% |
Average DrawdownAverage peak-to-trough decline | -11.25% | -3.62% | -7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.73% | +0.34% |
Volatility
FDIV vs. DIVI - Volatility Comparison
The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.37%, while Franklin International Core Dividend Tilt Index ETF (DIVI) has a volatility of 5.19%. This indicates that FDIV experiences smaller price fluctuations and is considered to be less risky than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDIV | DIVI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.19% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 12.95% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 15.34% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 15.43% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 16.36% | +1.20% |
FDIV vs. DIVI - Expense Ratio Comparison
FDIV has a 0.35% expense ratio, which is higher than DIVI's 0.09% expense ratio.
Dividends
FDIV vs. DIVI - Dividend Comparison
FDIV's dividend yield for the trailing twelve months is around 2.81%, more than DIVI's 2.05% 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
FDIV and DIVI 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, FDIV dropped -47.90% vs DIVI's -27.76%.
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.
FDIV is categorized as Dividend, while DIVI is Foreign Large Cap Equities. They also come from different issuers: MarketDesk and Franklin Templeton. Their fees differ too: 0.35% for FDIV and 0.09% for DIVI.
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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