FDM vs. VB
Compare and contrast key facts about First Trust Dow Jones Select MicroCap Index Fund (FDM) and Vanguard Small-Cap ETF (VB).
FDM and VB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDM is a passively managed fund by First Trust that tracks the performance of the Dow Jones Select Microcap Index. It was launched on Sep 27, 2005. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. Both FDM and VB 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: FDM or VB.
Correlation
The correlation between FDM and VB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FDM vs. VB - Performance Comparison
Key characteristics
FDM:
1.09
VB:
1.44
FDM:
1.64
VB:
2.01
FDM:
1.20
VB:
1.25
FDM:
2.15
VB:
2.46
FDM:
5.31
VB:
6.87
FDM:
4.57%
VB:
3.57%
FDM:
22.39%
VB:
17.03%
FDM:
-63.45%
VB:
-59.57%
FDM:
-2.93%
VB:
-3.06%
Returns By Period
In the year-to-date period, FDM achieves a 3.68% return, which is significantly lower than VB's 5.14% return. Both investments have delivered pretty close results over the past 10 years, with FDM having a 9.78% annualized return and VB not far behind at 9.74%.
FDM
3.68%
4.37%
7.30%
20.42%
9.13%
9.78%
VB
5.14%
4.46%
10.16%
21.57%
10.07%
9.74%
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FDM vs. VB - Expense Ratio Comparison
FDM has a 0.60% expense ratio, which is higher than VB's 0.05% expense ratio.
Risk-Adjusted Performance
FDM vs. VB — Risk-Adjusted Performance Rank
FDM
VB
FDM vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Select MicroCap Index Fund (FDM) and Vanguard Small-Cap ETF (VB). 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
FDM vs. VB - Dividend Comparison
FDM's dividend yield for the trailing twelve months is around 1.50%, more than VB's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDM First Trust Dow Jones Select MicroCap Index Fund | 1.50% | 1.56% | 1.81% | 1.81% | 1.08% | 1.68% | 1.37% | 1.26% | 0.97% | 1.13% | 1.45% | 0.75% |
VB Vanguard Small-Cap ETF | 1.24% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
Drawdowns
FDM vs. VB - Drawdown Comparison
The maximum FDM drawdown since its inception was -63.45%, which is greater than VB's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for FDM and VB. For additional features, visit the drawdowns tool.
Volatility
FDM vs. VB - Volatility Comparison
First Trust Dow Jones Select MicroCap Index Fund (FDM) has a higher volatility of 7.32% compared to Vanguard Small-Cap ETF (VB) at 5.98%. This indicates that FDM's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.