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FGD vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FGD vs. BDVL

Last updated Jun 4, 2026

FGD (First Trust Dow Jones Global Select Dividend Index Fund) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - FGD tracks the Dow Jones Global Select Dividend Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. FGD charges 0.59%/yr vs 0.40%/yr for BDVL.

Performance

FGD vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Global Select Dividend Index Fund (FGD) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FGD achieves a 11.09% return, which is significantly higher than BDVL's 4.71% return.

FGD

1D
-1.27%
1M
1.09%
YTD
11.09%
6M
12.57%
1Y
33.36%
3Y*
22.45%
5Y*
10.37%
10Y*
9.79%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGD vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
FGD
First Trust Dow Jones Global Select Dividend Index Fund		11.09%5.87%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between FGD and BDVL is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.71

FGD vs. BDVL - Sectors Allocation Comparison

Sectors
FGD
BDVL

Financial Services

33.6%
13.9%

Industrials

14.3%
15.4%

Energy

10.0%
2.8%

Communication Services

9.3%
10.7%

Consumer Defensive

9.2%
6.3%

Consumer Cyclical

8.8%
8.5%

Basic Materials

6.4%
2.6%

Utilities

4.9%
4.8%

Real Estate

2.4%
1.0%

Technology

1.2%
23.0%

Healthcare

-

11.1%

Financial Services

FGD
33.6%
BDVL
13.9%

Industrials

FGD
14.3%
BDVL
15.4%

Energy

FGD
10.0%
BDVL
2.8%

Communication Services

FGD
9.3%
BDVL
10.7%

Consumer Defensive

FGD
9.2%
BDVL
6.3%

Consumer Cyclical

FGD
8.8%
BDVL
8.5%

Basic Materials

FGD
6.4%
BDVL
2.6%

Utilities

FGD
4.9%
BDVL
4.8%

Real Estate

FGD
2.4%
BDVL
1.0%

Technology

FGD
1.2%
BDVL
23.0%

Healthcare

FGD

-

BDVL
11.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust Dow Jones Global Select Dividend Index Fund

iShares Disciplined Volatility Equity Active ETF

Often compared with FGD:
FGD vs. VYMIFGD vs. IDVFGD vs. SCHDFGD vs. DIVFGD vs. SPYDFGD vs. SJNKFGD vs. HYG
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. IVESBDVL vs. AVGVBDVL vs. PAWZ

Return for Risk

FGD vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FGD
FGD Risk / Return Rank: 7474
Overall Rank
FGD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 7979
Sortino Ratio Rank
FGD Omega Ratio Rank: 7979
Omega Ratio Rank
FGD Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGD Martin Ratio Rank: 6565
Martin Ratio Rank
BDVL
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGD vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Global Select Dividend Index Fund (FGD) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

FGDBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.67

—

—

Sortino ratioReturn per unit of downside risk
3.59

—

—

Omega ratioGain probability vs. loss probability

1.48

—

—

Calmar ratioReturn relative to maximum drawdown

3.41

—

—

Martin ratioReturn relative to average drawdown

12.03

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGD vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

FGDBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.01

-0.76

Drawdowns

FGD vs. BDVL - Drawdown Comparison

The maximum FGD drawdown since its inception was -68.05%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for FGD and BDVL.

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Drawdown Indicators

FGDBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-7.71%

-60.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-11.50%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

—

—

Current Drawdown

Current decline from peak

-2.05%

-0.95%

-1.10%

Average Drawdown

Average peak-to-trough decline

-12.57%

-1.19%

-11.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

—

—

Volatility

FGD vs. BDVL - Volatility Comparison

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Volatility by Period

FGDBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

9.49%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

9.49%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

9.49%

+8.74%

FGD vs. BDVL - Expense Ratio Comparison

FGD has a 0.59% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

FGD vs. BDVL - Dividend Comparison

FGD's dividend yield for the trailing twelve months is around 5.09%, more than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FGD
First Trust Dow Jones Global Select Dividend Index Fund		5.09%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%

Frequently Asked Questions

FGD and BDVL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.59% for FGD.

FGD has the higher dividend yield at 5.09%, compared with 2.66% for BDVL.

FGD tracks Dow Jones Global Select Dividend Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.59% for FGD and 0.40% for BDVL.

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