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FDND vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FDNDFTHI
Daily Std Dev17.96%8.24%
Max Drawdown-12.78%-32.65%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.8

The correlation between FDND and FTHI 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.

Performance

FDND vs. FTHI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.07%
10.82%
FDND
FTHI

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FDND vs. FTHI - Expense Ratio Comparison

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


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FDND: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FDND vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Dow Jones Internet & Target Income ETF (FDND) and First Trust BuyWrite Income ETF (FTHI). 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
Sharpe ratio
No data
FTHI
Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 3.09, compared to the broader market-2.000.002.004.006.003.09
Sortino ratio
The chart of Sortino ratio for FTHI, currently valued at 4.18, compared to the broader market-2.000.002.004.006.008.0010.0012.004.18
Omega ratio
The chart of Omega ratio for FTHI, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.001.68
Calmar ratio
The chart of Calmar ratio for FTHI, currently valued at 4.39, compared to the broader market0.005.0010.0015.004.39
Martin ratio
The chart of Martin ratio for FTHI, currently valued at 25.20, compared to the broader market0.0020.0040.0060.0080.00100.0025.20

FDND vs. FTHI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FDND vs. FTHI - Dividend Comparison

FDND's dividend yield for the trailing twelve months is around 4.31%, less than FTHI's 8.30% yield.


TTM2023202220212020201920182017201620152014
FDND
FT Vest Dow Jones Internet & Target Income ETF
4.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.30%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

FDND vs. FTHI - Drawdown Comparison

The maximum FDND drawdown since its inception was -12.78%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for FDND and FTHI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FDND
FTHI

Volatility

FDND vs. FTHI - Volatility Comparison

FT Vest Dow Jones Internet & Target Income ETF (FDND) has a higher volatility of 4.18% compared to First Trust BuyWrite Income ETF (FTHI) at 2.74%. This indicates that FDND's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
2.74%
FDND
FTHI