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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.


-0.50.00.51.00.9

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
0.57%
42.88%
FFND
XPND

Key characteristics

Sharpe Ratio

FFND:

1.53

XPND:

1.65

Sortino Ratio

FFND:

2.06

XPND:

2.22

Omega Ratio

FFND:

1.27

XPND:

1.29

Calmar Ratio

FFND:

1.03

XPND:

2.57

Martin Ratio

FFND:

6.98

XPND:

9.37

Ulcer Index

FFND:

4.04%

XPND:

3.46%

Daily Std Dev

FFND:

18.48%

XPND:

19.72%

Max Drawdown

FFND:

-47.84%

XPND:

-38.00%

Current Drawdown

FFND:

-6.63%

XPND:

-2.90%

Returns By Period

In the year-to-date period, FFND achieves a 25.40% return, which is significantly lower than XPND's 31.10% return.


FFND

YTD

25.40%

1M

0.20%

6M

9.66%

1Y

25.60%

5Y*

N/A

10Y*

N/A

XPND

YTD

31.10%

1M

1.22%

6M

9.23%

1Y

31.22%

5Y*

N/A

10Y*

N/A

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 at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for XPND: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

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 1.53, compared to the broader market0.002.004.001.531.65
The chart of Sortino ratio for FFND, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.062.22
The chart of Omega ratio for FFND, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.29
The chart of Calmar ratio for FFND, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.032.57
The chart of Martin ratio for FFND, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.006.989.37
FFND
XPND

The current FFND Sharpe Ratio is 1.53, which is comparable to the XPND Sharpe Ratio of 1.65. 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.53
1.65
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%.


TTM202320222021
FFND
Future Fund Active ETF
0.00%0.00%0.00%0.03%
XPND
First Trust Expanded Technology ETF
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%JulyAugustSeptemberOctoberNovemberDecember
-6.63%
-2.90%
FFND
XPND

Volatility

FFND vs. XPND - Volatility Comparison

The current volatility for Future Fund Active ETF (FFND) is 5.42%, while First Trust Expanded Technology ETF (XPND) has a volatility of 6.19%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
6.19%
FFND
XPND
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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.

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