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FDL vs. NVII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDL vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Morningstar Dividend Leaders Index Fund (FDL) and REX NVDA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDL achieves a 13.33% return, which is significantly lower than NVII's 15.50% return.


FDL

1D
-0.26%
1M
-0.26%
YTD
13.33%
6M
14.76%
1Y
23.67%
3Y*
18.97%
5Y*
12.51%
10Y*
11.24%

NVII

1D
-3.35%
1M
6.25%
YTD
15.50%
6M
18.61%
1Y
62.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDL vs. NVII - Yearly Performance Comparison


Correlation

The correlation between FDL and NVII is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

-0.19

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Return for Risk

FDL vs. NVII — Risk / Return Rank

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

FDL
FDL Risk / Return Rank: 7070
Overall Rank
FDL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 7070
Sortino Ratio Rank
FDL Omega Ratio Rank: 5959
Omega Ratio Rank
FDL Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDL Martin Ratio Rank: 7171
Martin Ratio Rank

NVII
NVII Risk / Return Rank: 5252
Overall Rank
NVII Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
NVII Sortino Ratio Rank: 4747
Sortino Ratio Rank
NVII Omega Ratio Rank: 4646
Omega Ratio Rank
NVII Calmar Ratio Rank: 6767
Calmar Ratio Rank
NVII Martin Ratio Rank: 5050
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.

FDL vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Morningstar Dividend Leaders Index Fund (FDL) and REX NVDA Growth & Income ETF (NVII). 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.


FDLNVIIDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

5.56

3.39

+2.17

Martin ratioReturn relative to average drawdown

13.56

8.64

+4.92

FDL vs. NVII - Sharpe Ratio Comparison

The current FDL Sharpe Ratio is 2.11, which is comparable to the NVII Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FDL and NVII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FDLNVIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.83

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

2.04

-1.58

Drawdowns

FDL vs. NVII - Drawdown Comparison

The maximum FDL drawdown since its inception was -65.93%, which is greater than NVII's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for FDL and NVII.


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Drawdown Indicators


FDLNVIIDifference

Max Drawdown

Largest peak-to-trough decline

-65.93%

-18.47%

-47.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-18.47%

+14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

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

-2.18%

-8.54%

+6.36%

Average Drawdown

Average peak-to-trough decline

-9.66%

-5.50%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

7.24%

-5.49%

Volatility

FDL vs. NVII - Volatility Comparison

The current volatility for First Trust Morningstar Dividend Leaders Index Fund (FDL) is 2.85%, while REX NVDA Growth & Income ETF (NVII) has a volatility of 12.22%. This indicates that FDL experiences smaller price fluctuations and is considered to be less risky than NVII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLNVIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

12.22%

-9.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

25.24%

-17.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

34.40%

-23.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

34.54%

-20.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

34.54%

-17.43%

FDL vs. NVII - Expense Ratio Comparison

FDL has a 0.45% expense ratio, which is lower than NVII's 0.99% expense ratio.


Dividends

FDL vs. NVII - Dividend Comparison

FDL's dividend yield for the trailing twelve months is around 3.68%, less than NVII's 51.55% yield.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.68%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
NVII
REX NVDA Growth & Income ETF
51.55%29.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDL and NVII have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVII has higher volatility (12.22%) compared to FDL (2.85%). In terms of maximum drawdown, FDL dropped -65.93% vs NVII's -18.47%.

On 1-year performance, NVII leads with 62.33% vs 23.67% for FDL. On fees, FDL is cheaper at 0.45% per year. On volatility, FDL has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NVII has performed better with a 62.33% return vs 23.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.45% expense ratio, compared with 0.99% for NVII.

NVII has the higher dividend yield at 51.55%, compared with 3.68% for FDL.

FDL is categorized as Large Cap Value Equities, while NVII is Derivative Income. They also come from different issuers: First Trust and REX. Their fees differ too: 0.45% for FDL and 0.99% for NVII.

FDL currently has the higher Sharpe Ratio (2.11 vs 1.83), 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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