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

Correlation

The correlation between FDN and OGIG is 0.94, 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: 0.9

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
43.89%
55.68%
FDN
OGIG

Key characteristics

Sharpe Ratio

FDN:

-0.09

OGIG:

0.12

Sortino Ratio

FDN:

0.02

OGIG:

0.30

Omega Ratio

FDN:

1.00

OGIG:

1.04

Calmar Ratio

FDN:

-0.08

OGIG:

0.06

Martin Ratio

FDN:

-0.34

OGIG:

0.45

Ulcer Index

FDN:

6.05%

OGIG:

6.16%

Daily Std Dev

FDN:

22.25%

OGIG:

23.55%

Max Drawdown

FDN:

-61.55%

OGIG:

-66.05%

Current Drawdown

FDN:

-24.85%

OGIG:

-38.27%

Returns By Period

In the year-to-date period, FDN achieves a -17.49% return, which is significantly lower than OGIG's -14.52% return.


FDN

YTD

-17.49%

1M

-14.17%

6M

-6.80%

1Y

-2.45%

5Y*

9.63%

10Y*

11.80%

OGIG

YTD

-14.52%

1M

-14.25%

6M

-7.83%

1Y

2.14%

5Y*

9.52%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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 4141
Overall Rank
The Sharpe Ratio Rank of FDN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 4040
Martin Ratio Rank

OGIG
The Risk-Adjusted Performance Rank of OGIG is 5757
Overall Rank
The Sharpe Ratio Rank of OGIG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of OGIG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of OGIG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of OGIG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of OGIG is 5757
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 -0.09, compared to the broader market-1.000.001.002.003.004.005.00
FDN: -0.09
OGIG: 0.12
The chart of Sortino ratio for FDN, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.00
FDN: 0.02
OGIG: 0.30
The chart of Omega ratio for FDN, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
FDN: 1.00
OGIG: 1.04
The chart of Calmar ratio for FDN, currently valued at -0.08, compared to the broader market0.005.0010.0015.00
FDN: -0.08
OGIG: 0.06
The chart of Martin ratio for FDN, currently valued at -0.34, compared to the broader market0.0020.0040.0060.0080.00100.00
FDN: -0.34
OGIG: 0.45

The current FDN Sharpe Ratio is -0.09, which is lower than the OGIG Sharpe Ratio of 0.12. 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
-0.09
0.12
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
-24.85%
-38.27%
FDN
OGIG

Volatility

FDN vs. OGIG - Volatility Comparison

The current volatility for First Trust Dow Jones Internet Index (FDN) is 11.86%, while O’Shares Global Internet Giants ETF (OGIG) has a volatility of 12.97%. This indicates that FDN experiences smaller price fluctuations and is considered to be less risky than OGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.86%
12.97%
FDN
OGIG