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FGD vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FGD vs. BDVL

Last updated Aug 6, 2026
Documentation

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. Their 0.66 correlation means they have sometimes moved together and sometimes differently. FGD charges 0.55%/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 17.14% return, which is significantly higher than BDVL's 8.59% return.

FGD

1D
-0.37%
1M
6.49%
6M
8.53%
YTD
17.14%
1Y
31.46%
3Y*
23.79%
5Y*
12.41%
10Y*
10.21%
ALL TIME*
6.23%

BDVL

1D
-0.01%
1M
1.89%
6M
6.86%
YTD
8.59%
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BDVL

iShares Disciplined Volatility Equity Active ETF
$6.11M$6.04M$7.27M

FGD

First Trust Dow Jones Global Select Dividend Index Fund
$7.40M$5.84M$6.62M

FGD vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
FGD
First Trust Dow Jones Global Select Dividend Index Fund		17.14%6.66%
BDVL
iShares Disciplined Volatility Equity Active ETF		8.59%2.20%

Correlation

The correlation between FGD and BDVL is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.66

FGD vs. BDVL - Sectors Allocation Comparison

Sectors
FGD
BDVL

Financial Services

10.4%
13.5%

Consumer Defensive

4.7%
5.3%

Industrials

4.7%
15.9%

Consumer Cyclical

3.8%
9.2%

Communication Services

1.9%
8.8%

Basic Materials

0.9%
3.0%

Energy

0.9%
2.2%

Real Estate

0.9%
1.1%

Technology

0.9%
26.2%

Utilities

0.9%
4.5%

Healthcare

-

10.5%

Financial Services

FGD
10.4%
BDVL
13.5%

Consumer Defensive

FGD
4.7%
BDVL
5.3%

Industrials

FGD
4.7%
BDVL
15.9%

Consumer Cyclical

FGD
3.8%
BDVL
9.2%

Communication Services

FGD
1.9%
BDVL
8.8%

Basic Materials

FGD
0.9%
BDVL
3.0%

Energy

FGD
0.9%
BDVL
2.2%

Real Estate

FGD
0.9%
BDVL
1.1%

Technology

FGD
0.9%
BDVL
26.2%

Utilities

FGD
0.9%
BDVL
4.5%

Healthcare

FGD

-

BDVL
10.5%

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

Return for Risk

FGD vs. BDVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
FGD
FGD Risk / Return Rank: 8686
Overall Rank
FGD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGD Omega Ratio Rank: 9191
Omega Ratio Rank
FGD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGD Martin Ratio Rank: 7676
Martin Ratio Rank
BDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FGDBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.54

—

—

Sortino ratioReturn per unit of downside risk
3.47

—

—

Omega ratioGain probability vs. loss probability

1.47

—

—

Calmar ratioReturn relative to maximum drawdown

3.22

—

—

Martin ratioReturn relative to average drawdown

10.89

—

—

FGD vs. BDVL - Sharpe Ratio Comparison

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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

-0.37%

-0.01%

-0.36%

Average Drawdown

Average peak-to-trough decline

-12.47%

-1.11%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

—

—

Volatility

FGD vs. BDVL - Volatility Comparison

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Volatility by Period

FGDBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

9.48%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

9.48%

+5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

9.48%

+8.43%

FGD vs. BDVL - Expense Ratio Comparison

FGD has a 0.55% 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 4.99%, more than BDVL's 3.43% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		3.43%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		4.99%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 0.66, 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 0.55% for FGD.

FGD has the higher dividend yield at 4.99%, compared with 3.43% 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: 0.55% for FGD and 0.40% for BDVL.

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