PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFND vs. XPND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFND and XPND is 0.86, 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

FFND vs. XPND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Fund Active ETF (FFND) and First Trust Expanded Technology ETF (XPND). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
-7.13%
24.07%
FFND
XPND

Key characteristics

Sharpe Ratio

FFND:

0.39

XPND:

0.16

Sortino Ratio

FFND:

0.69

XPND:

0.40

Omega Ratio

FFND:

1.09

XPND:

1.05

Calmar Ratio

FFND:

0.36

XPND:

0.18

Martin Ratio

FFND:

1.60

XPND:

0.66

Ulcer Index

FFND:

5.39%

XPND:

6.21%

Daily Std Dev

FFND:

22.01%

XPND:

25.56%

Max Drawdown

FFND:

-47.84%

XPND:

-38.00%

Current Drawdown

FFND:

-13.78%

XPND:

-18.46%

Returns By Period

In the year-to-date period, FFND achieves a -6.65% return, which is significantly higher than XPND's -12.17% return.


FFND

YTD

-6.65%

1M

-6.11%

6M

-1.87%

1Y

9.46%

5Y*

N/A

10Y*

N/A

XPND

YTD

-12.17%

1M

-6.92%

6M

-8.84%

1Y

5.67%

5Y*

N/A

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.


FFND vs. XPND - Expense Ratio Comparison

FFND has a 1.01% expense ratio, which is higher than XPND's 0.65% expense ratio.


FFND
Future Fund Active ETF
Expense ratio chart for FFND: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFND: 1.01%
Expense ratio chart for XPND: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XPND: 0.65%

Risk-Adjusted Performance

FFND vs. XPND — Risk-Adjusted Performance Rank

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

FFND
The Risk-Adjusted Performance Rank of FFND is 6161
Overall Rank
The Sharpe Ratio Rank of FFND is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FFND is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFND is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FFND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FFND is 6161
Martin Ratio Rank

XPND
The Risk-Adjusted Performance Rank of XPND is 4444
Overall Rank
The Sharpe Ratio Rank of XPND is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of XPND is 4545
Sortino Ratio Rank
The Omega Ratio Rank of XPND is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XPND is 4646
Calmar Ratio Rank
The Martin Ratio Rank of XPND is 4444
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.

FFND vs. XPND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Fund Active ETF (FFND) and First Trust Expanded Technology ETF (XPND). 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.


Sharpe ratio
The chart of Sharpe ratio for FFND, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
FFND: 0.39
XPND: 0.16
The chart of Sortino ratio for FFND, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.00
FFND: 0.69
XPND: 0.40
The chart of Omega ratio for FFND, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
FFND: 1.09
XPND: 1.05
The chart of Calmar ratio for FFND, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
FFND: 0.36
XPND: 0.18
The chart of Martin ratio for FFND, currently valued at 1.60, compared to the broader market0.0020.0040.0060.00
FFND: 1.60
XPND: 0.66

The current FFND Sharpe Ratio is 0.39, which is higher than the XPND Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FFND and XPND, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.39
0.16
FFND
XPND

Dividends

FFND vs. XPND - Dividend Comparison

FFND has not paid dividends to shareholders, while XPND's dividend yield for the trailing twelve months is around 0.12%.


TTM2024202320222021
FFND
Future Fund Active ETF
0.00%0.00%0.00%0.00%0.03%
XPND
First Trust Expanded Technology ETF
0.12%0.12%0.18%0.34%0.02%

Drawdowns

FFND vs. XPND - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than XPND's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for FFND and XPND. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.78%
-18.46%
FFND
XPND

Volatility

FFND vs. XPND - Volatility Comparison

The current volatility for Future Fund Active ETF (FFND) is 12.63%, while First Trust Expanded Technology ETF (XPND) has a volatility of 15.60%. This indicates that FFND experiences smaller price fluctuations and is considered to be less risky than XPND 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.63%
15.60%
FFND
XPND
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab