FDND vs. DDEC

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest Dow Jones Internet & Target Income ETF (FDND) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC).

FDND and DDEC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDND is an actively managed fund by FT Vest. It was launched on Mar 19, 2024. DDEC is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Dec 18, 2020.

Performance

FDND vs. DDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Dow Jones Internet & Target Income ETF (FDND) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC). The values are adjusted to include any dividend payments, if applicable.

FDND vs. DDEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FDND FT Vest Dow Jones Internet & Target Income ETF	-12.29%	9.69%	15.85%
DDEC FT Vest U.S. Equity Deep Buffer ETF - December	-1.80%	12.33%	7.37%

Returns By Period

In the year-to-date period, FDND achieves a -12.29% return, which is significantly lower than DDEC's -1.80% return.

FDND

• 1D: 3.15%
• 1M: -3.59%
• YTD: -12.29%
• 6M: -15.83%
• 1Y: 4.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDEC

• 1D: 1.56%
• 1M: -2.14%
• YTD: -1.80%
• 6M: 1.17%
• 1Y: 13.13%
• 3Y*: 11.45%
• 5Y*: 7.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDND vs. DDEC - Expense Ratio Comparison

FDND has a 0.75% expense ratio, which is lower than DDEC's 0.85% expense ratio.

DDEC

FT Vest U.S. Equity Deep Buffer ETF - December

FDND

FT Vest Dow Jones Internet & Target Income ETF

Return for Risk

FDND vs. DDEC — Risk / Return Rank

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

FDND

FDND Risk / Return Rank: 17
FDND Sharpe Ratio Rank: 17
FDND Sortino Ratio Rank: 18
FDND Omega Ratio Rank: 18
FDND Calmar Ratio Rank: 16
FDND Martin Ratio Rank: 15

DDEC

DDEC Risk / Return Rank: 85
DDEC Sharpe Ratio Rank: 81
DDEC Sortino Ratio Rank: 84
DDEC Omega Ratio Rank: 86
DDEC Calmar Ratio Rank: 83
DDEC Martin Ratio Rank: 90

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.

FDND vs. DDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Dow Jones Internet & Target Income ETF (FDND) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC). 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.

	FDND	DDEC	Difference
Sharpe ratio Return per unit of total volatility	0.18	1.53	-1.34
Sortino ratio Return per unit of downside risk	0.43	2.22	-1.79
Omega ratio Gain probability vs. loss probability	1.06	1.35	-0.29
Calmar ratio Return relative to maximum drawdown	0.18	2.43	-2.25
Martin ratio Return relative to average drawdown	0.49	11.60	-11.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDND vs. DDEC - Sharpe Ratio Comparison

The current FDND Sharpe Ratio is 0.18, which is lower than the DDEC Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FDND and DDEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDND	DDEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	1.53	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	1.09	-0.83

Correlation

The correlation between FDND and DDEC is 0.71, 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.

Dividends

FDND vs. DDEC - Dividend Comparison

FDND's dividend yield for the trailing twelve months is around 9.19%, while DDEC has not paid dividends to shareholders.

	TTM	2025	2024
FDND FT Vest Dow Jones Internet & Target Income ETF	9.19%	8.11%	5.51%
DDEC FT Vest U.S. Equity Deep Buffer ETF - December	0.00%	0.00%	0.00%

Drawdowns

FDND vs. DDEC - Drawdown Comparison

The maximum FDND drawdown since its inception was -24.12%, which is greater than DDEC's maximum drawdown of -10.22%. Use the drawdown chart below to compare losses from any high point for FDND and DDEC.

Drawdown Indicators

	FDND	DDEC	Difference
Max Drawdown Largest peak-to-trough decline	-24.12%	-10.22%	-13.90%
Max Drawdown (1Y) Largest decline over 1 year	-20.49%	-5.46%	-15.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.22%	—
Current Drawdown Current decline from peak	-17.99%	-2.68%	-15.31%
Average Drawdown Average peak-to-trough decline	-5.37%	-1.92%	-3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.51%	1.14%	+6.37%

Volatility

FDND vs. DDEC - Volatility Comparison

FT Vest Dow Jones Internet & Target Income ETF (FDND) has a higher volatility of 6.98% compared to FT Vest U.S. Equity Deep Buffer ETF - December (DDEC) at 2.85%. This indicates that FDND's price experiences larger fluctuations and is considered to be riskier than DDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDND	DDEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	2.85%	+4.13%
Volatility (6M) Calculated over the trailing 6-month period	14.36%	4.56%	+9.80%
Volatility (1Y) Calculated over the trailing 1-year period	23.45%	8.63%	+14.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	6.99%	+14.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	6.92%	+14.75%