FDN vs. IGLD
FDN (First Trust Dow Jones Internet Index) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - FDN is a Large Cap Growth Equities fund tracking the Dow Jones Internet Index, while IGLD is a Precious Metals fund actively managed by First Trust. FDN is passively managed, while IGLD is actively managed. Over the past 5 years, FDN returned 4.24%/yr vs 13.02%/yr for IGLD. At a 0.11 correlation, their price movements are largely independent. FDN charges 0.52%/yr vs 0.85%/yr for IGLD.
Performance
FDN vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, FDN achieves a 4.18% return, which is significantly higher than IGLD's 1.69% return.
FDN
- 1D
- -1.90%
- 1M
- 4.74%
- YTD
- 4.18%
- 6M
- 3.26%
- 1Y
- 10.29%
- 3Y*
- 20.67%
- 5Y*
- 4.24%
- 10Y*
- 14.37%
IGLD
- 1D
- -0.81%
- 1M
- -1.33%
- YTD
- 1.69%
- 6M
- 4.44%
- 1Y
- 24.53%
- 3Y*
- 23.01%
- 5Y*
- 13.02%
- 10Y*
- —
FDN vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDN First Trust Dow Jones Internet Index | 4.18% | 10.70% | 30.35% | 51.48% | -45.54% | 4.52% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 1.69% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between FDN and IGLD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.11 |
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Return for Risk
FDN vs. IGLD — Risk / Return Rank
FDN
IGLD
FDN vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.
| FDN | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.40 | -0.92 |
| Martin ratioReturn relative to average drawdown | 1.24 | 3.82 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDN | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.06 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.86 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.94 | -0.39 |
Drawdowns
FDN vs. IGLD - Drawdown Comparison
The maximum FDN drawdown since its inception was -61.55%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FDN and IGLD.
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Drawdown Indicators
| FDN | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -18.59% | -42.96% |
Max Drawdown (1Y)Largest decline over 1 year | -21.31% | -17.56% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -17.56% | -7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -53.97% | -18.59% | -35.38% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | — | — |
Current DrawdownCurrent decline from peak | -3.22% | -15.16% | +11.94% |
Average DrawdownAverage peak-to-trough decline | -11.82% | -5.24% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.35% | 6.43% | +1.92% |
Volatility
FDN vs. IGLD - Volatility Comparison
First Trust Dow Jones Internet Index (FDN) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD) have volatilities of 5.14% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDN | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.12% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 21.01% | -6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 23.24% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.25% | 15.17% | +12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 15.00% | +10.60% |
FDN vs. IGLD - Expense Ratio Comparison
FDN has a 0.52% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
FDN vs. IGLD - Dividend Comparison
FDN has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FDN First Trust Dow Jones Internet Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.92% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% |
Frequently Asked Questions
FDN and IGLD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDN has higher volatility (5.14%) compared to IGLD (5.12%). In terms of maximum drawdown, FDN dropped -61.55% vs IGLD's -18.59%.
On 5-year performance, IGLD leads with 13.02% vs 4.24% for FDN. On fees, FDN is cheaper at 0.52% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IGLD has performed better with a 13.02% return vs 4.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FDN is cheaper with a 0.52% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 17.92%, compared with 0.00% for FDN.
FDN is categorized as Large Cap Growth Equities, while IGLD is Precious Metals. Their fees differ too: 0.52% for FDN and 0.85% for IGLD.
IGLD currently has the higher Sharpe Ratio (1.06 vs 0.54), 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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