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FDN vs. OGIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDN and OGIG is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FDN vs. OGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet Index (FDN) and O’Shares Global Internet Giants ETF (OGIG). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
64.36%
79.69%
FDN
OGIG

Key characteristics

Sharpe Ratio

FDN:

0.62

OGIG:

0.77

Sortino Ratio

FDN:

1.00

OGIG:

1.21

Omega Ratio

FDN:

1.14

OGIG:

1.17

Calmar Ratio

FDN:

0.58

OGIG:

0.46

Martin Ratio

FDN:

2.08

OGIG:

2.65

Ulcer Index

FDN:

7.50%

OGIG:

7.80%

Daily Std Dev

FDN:

25.40%

OGIG:

26.77%

Max Drawdown

FDN:

-61.55%

OGIG:

-66.05%

Current Drawdown

FDN:

-14.15%

OGIG:

-28.75%

Returns By Period

In the year-to-date period, FDN achieves a -5.75% return, which is significantly lower than OGIG's -1.34% return.


FDN

YTD

-5.75%

1M

-1.73%

6M

5.17%

1Y

17.56%

5Y*

9.83%

10Y*

13.04%

OGIG

YTD

-1.34%

1M

-1.36%

6M

6.41%

1Y

22.35%

5Y*

9.52%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FDN vs. OGIG - Expense Ratio Comparison

FDN has a 0.52% expense ratio, which is higher than OGIG's 0.48% expense ratio.


Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%
Expense ratio chart for OGIG: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OGIG: 0.48%

Risk-Adjusted Performance

FDN vs. OGIG — Risk-Adjusted Performance Rank

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

FDN
The Risk-Adjusted Performance Rank of FDN is 6464
Overall Rank
The Sharpe Ratio Rank of FDN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6060
Martin Ratio Rank

OGIG
The Risk-Adjusted Performance Rank of OGIG is 6969
Overall Rank
The Sharpe Ratio Rank of OGIG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of OGIG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of OGIG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of OGIG is 5858
Calmar Ratio Rank
The Martin Ratio Rank of OGIG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDN vs. OGIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and O’Shares Global Internet Giants ETF (OGIG). 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.


The chart of Sharpe ratio for FDN, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
FDN: 0.62
OGIG: 0.77
The chart of Sortino ratio for FDN, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
FDN: 1.00
OGIG: 1.21
The chart of Omega ratio for FDN, currently valued at 1.14, compared to the broader market0.501.001.502.00
FDN: 1.14
OGIG: 1.17
The chart of Calmar ratio for FDN, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.00
FDN: 0.58
OGIG: 0.46
The chart of Martin ratio for FDN, currently valued at 2.08, compared to the broader market0.0020.0040.0060.00
FDN: 2.08
OGIG: 2.65

The current FDN Sharpe Ratio is 0.62, which is comparable to the OGIG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FDN and OGIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.62
0.77
FDN
OGIG

Dividends

FDN vs. OGIG - Dividend Comparison

Neither FDN nor OGIG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FDN vs. OGIG - Drawdown Comparison

The maximum FDN drawdown since its inception was -61.55%, smaller than the maximum OGIG drawdown of -66.05%. Use the drawdown chart below to compare losses from any high point for FDN and OGIG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.15%
-28.75%
FDN
OGIG

Volatility

FDN vs. OGIG - Volatility Comparison

First Trust Dow Jones Internet Index (FDN) and O’Shares Global Internet Giants ETF (OGIG) have volatilities of 16.32% and 17.10%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.32%
17.10%
FDN
OGIG