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FGD vs. GKAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGD vs. GKAT - 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 Scharf Global Opportunity ETF (GKAT). 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 GKAT's 9.70% 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%

GKAT

1D
-0.69%
1M
4.59%
YTD
9.70%
6M
12.74%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGD vs. GKAT - Yearly Performance Comparison


Correlation

The correlation between FGD and GKAT is 0.66, 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 Aug 26, 2025

0.66

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Return for Risk

FGD vs. GKAT — 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

GKAT
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. GKAT - 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 Scharf Global Opportunity ETF (GKAT). 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.


FGDGKATDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.41

Martin ratioReturn relative to average drawdown

12.03

FGD vs. GKAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGDGKATDifference

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

1.82

-1.56

Drawdowns

FGD vs. GKAT - Drawdown Comparison

The maximum FGD drawdown since its inception was -68.05%, which is greater than GKAT's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for FGD and GKAT.


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Drawdown Indicators


FGDGKATDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-10.41%

-57.64%

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%

-0.97%

-1.08%

Average Drawdown

Average peak-to-trough decline

-12.57%

-2.07%

-10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

Volatility

FGD vs. GKAT - Volatility Comparison


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Volatility by Period


FGDGKATDifference

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%

11.97%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

11.97%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

11.97%

+6.26%

FGD vs. GKAT - Expense Ratio Comparison

Both FGD and GKAT have an expense ratio of 0.59%.


Dividends

FGD vs. GKAT - Dividend Comparison

FGD's dividend yield for the trailing twelve months is around 5.09%, more than GKAT's 0.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GKAT
Scharf Global Opportunity ETF
0.44%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FGD and GKAT 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.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FGD and GKAT have the same expense ratio: 0.59% per year.

FGD has the higher dividend yield at 5.09%, compared with 0.44% for GKAT.

They also come from different issuers: First Trust and Scharf Investments.

Portfolio Optimizer

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