PortfoliosLab logoPortfoliosLab logo
FDN.TO vs. TECH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDN.TO vs. TECH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Trust Dow Jones Internet ETF (FDN.TO) and Evolve FANGMA Index ETF Hedged CAD (TECH.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDN.TO achieves a 4.51% return, which is significantly higher than TECH.TO's 1.30% return.


FDN.TO

1D
0.35%
1M
5.14%
6M
6.20%
YTD
4.51%
1Y
6.45%
3Y*
19.77%
5Y*
4.92%
10Y*
3.50%

TECH.TO

1D
2.74%
1M
2.80%
6M
2.94%
YTD
1.30%
1Y
9.38%
3Y*
22.52%
5Y*
13.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDN.TO vs. TECH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDN.TO
First Trust Dow Jones Internet ETF
4.51%5.45%41.28%49.01%-43.35%10.05%
TECH.TO
Evolve FANGMA Index ETF Hedged CAD
1.30%18.19%40.22%80.38%-43.52%20.13%

Correlation

The correlation between FDN.TO and TECH.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.44

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FDN.TO vs. TECH.TO — Risk / Return Rank

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

FDN.TO
FDN.TO Risk / Return Rank: 1414
Overall Rank
FDN.TO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FDN.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
FDN.TO Omega Ratio Rank: 1414
Omega Ratio Rank
FDN.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
FDN.TO Martin Ratio Rank: 1313
Martin Ratio Rank

TECH.TO
TECH.TO Risk / Return Rank: 1818
Overall Rank
TECH.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TECH.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
TECH.TO Omega Ratio Rank: 1717
Omega Ratio Rank
TECH.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
TECH.TO Martin Ratio Rank: 1818
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.

FDN.TO vs. TECH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet ETF (FDN.TO) and Evolve FANGMA Index ETF Hedged CAD (TECH.TO). 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.


FDN.TOTECH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.30

0.57

-0.26

Martin ratioReturn relative to average drawdown

0.68

1.57

-0.89

FDN.TO vs. TECH.TO - Sharpe Ratio Comparison

The current FDN.TO Sharpe Ratio is 0.33, which is lower than the TECH.TO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FDN.TO and TECH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FDN.TO vs. TECH.TO - Drawdown Comparison

The maximum FDN.TO drawdown since its inception was -50.44%, which is greater than TECH.TO's maximum drawdown of -47.92%. Use the drawdown chart below to compare losses from any high point for FDN.TO and TECH.TO.


Loading charts...

Drawdown Indicators


FDN.TOTECH.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.44%

-47.92%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-21.40%

-16.60%

-4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

-24.14%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-50.44%

-47.92%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-50.44%

Current Drawdown

Current decline from peak

-3.22%

-3.80%

+0.58%

Average Drawdown

Average peak-to-trough decline

-10.74%

-12.22%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

5.98%

+3.46%

Volatility

FDN.TO vs. TECH.TO - Volatility Comparison

The current volatility for First Trust Dow Jones Internet ETF (FDN.TO) is 5.14%, while Evolve FANGMA Index ETF Hedged CAD (TECH.TO) has a volatility of 8.26%. This indicates that FDN.TO experiences smaller price fluctuations and is considered to be less risky than TECH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDN.TOTECH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

8.26%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

15.11%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

19.12%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

26.77%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

26.46%

-5.31%

Dividends

FDN.TO vs. TECH.TO - Dividend Comparison

FDN.TO has not paid dividends to shareholders, while TECH.TO's dividend yield for the trailing twelve months is around 0.09%.


PositionTTM20252024202320222021202020192018201720162015
FDN.TO
First Trust Dow Jones Internet ETF
0.00%0.00%0.00%0.00%0.00%1.65%5.69%1.47%1.40%1.76%1.51%1.50%
TECH.TO
Evolve FANGMA Index ETF Hedged CAD
0.09%0.09%0.12%0.20%0.35%0.17%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDN.TO and TECH.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDN.TO tracks Dow Jones Internet Composite Index, while TECH.TO tracks Solactive FANGMA Equal Weight Index. They also come from different issuers: First Trust and Evolve.

Portfolio Optimizer

Find the right allocation for FDN.TO and TECH.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer