FDV vs. CGDV

In the year-to-date period, FDV achieves a 1.96% return, which is significantly lower than CGDV's 3.55% return.

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FDV has a 0.50% expense ratio, which is higher than CGDV's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes U.S. Strategic Dividend ETF (FDV) and Capital Group Dividend Value ETF (CGDV). 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 current FDV Sharpe Ratio is 0.82, which is comparable to the CGDV Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FDV and CGDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDV's dividend yield for the trailing twelve months is around 3.13%, more than CGDV's 1.57% yield.

The maximum FDV drawdown since its inception was -16.70%, smaller than the maximum CGDV drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for FDV and CGDV.

Federated Hermes U.S. Strategic Dividend ETF (FDV) and Capital Group Dividend Value ETF (CGDV) have volatilities of 4.20% and 4.42%, 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.