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

Key characteristics


FDNDVGT
Daily Std Dev17.96%21.05%
Max Drawdown-12.78%-54.63%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.7

The correlation between FDND and VGT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

FDND vs. VGT - Performance Comparison

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.07%
19.28%
FDND
VGT

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FDND vs. VGT - Expense Ratio Comparison

FDND has a 0.75% expense ratio, which is higher than VGT's 0.10% expense ratio.


FDND
FT Vest Dow Jones Internet & Target Income ETF
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%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FDND vs. VGT - 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 Vanguard Information Technology ETF (VGT). 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
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 2.07, compared to the broader market-2.000.002.004.006.002.07
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.86
Martin ratio
The chart of Martin ratio for VGT, currently valued at 10.33, compared to the broader market0.0020.0040.0060.0080.00100.0010.33

FDND vs. VGT - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FDND vs. VGT - Dividend Comparison

FDND's dividend yield for the trailing twelve months is around 4.31%, more than VGT's 0.61% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
VGT
Vanguard Information Technology ETF
0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

FDND vs. VGT - Drawdown Comparison

The maximum FDND drawdown since its inception was -12.78%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FDND and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FDND
VGT

Volatility

FDND vs. VGT - Volatility Comparison

The current volatility for FT Vest Dow Jones Internet & Target Income ETF (FDND) is 4.18%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.13%. This indicates that FDND experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
6.13%
FDND
VGT