FGD vs. GKAT
FGD (First Trust Dow Jones Global Select Dividend Index Fund) and GKAT (Scharf Global Opportunity ETF) are both Global Equities funds. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.
Performance
FGD vs. GKAT - Performance Comparison
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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*
- —
FGD vs. GKAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FGD First Trust Dow Jones Global Select Dividend Index Fund | 11.09% | 8.25% |
GKAT Scharf Global Opportunity ETF | 9.70% | 6.04% |
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
FGD
GKAT
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.
| FGD | GKAT | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGD | GKAT | Difference | |
|---|---|---|---|
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
| FGD | GKAT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.05% | -0.97% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -2.07% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | — | — |
Volatility
FGD vs. GKAT - Volatility Comparison
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Volatility by Period
| FGD | GKAT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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