FGD vs. INKM
Compare and contrast key facts about First Trust Dow Jones Global Select Dividend Index Fund (FGD) and SPDR SSgA Income Allocation ETF (INKM).
FGD and INKM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGD is a passively managed fund by First Trust that tracks the performance of the Dow Jones Global Select Dividend Index. It was launched on Nov 21, 2007. INKM is an actively managed fund by State Street. It was launched on Apr 25, 2012.
Performance
FGD vs. INKM - Performance Comparison
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FGD vs. INKM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGD First Trust Dow Jones Global Select Dividend Index Fund | 6.09% | 44.42% | 5.71% | 8.20% | -7.25% | 20.83% | -5.23% | 20.64% | -12.49% | 17.87% |
INKM SPDR SSgA Income Allocation ETF | 2.48% | 11.86% | 5.70% | 10.26% | -12.58% | 8.52% | 3.11% | 17.12% | -5.32% | 13.95% |
Returns By Period
In the year-to-date period, FGD achieves a 6.09% return, which is significantly higher than INKM's 2.48% return. Over the past 10 years, FGD has outperformed INKM with an annualized return of 9.64%, while INKM has yielded a comparatively lower 5.48% annualized return.
FGD
- 1D
- 0.22%
- 1M
- -4.17%
- YTD
- 6.09%
- 6M
- 13.76%
- 1Y
- 39.56%
- 3Y*
- 20.12%
- 5Y*
- 11.11%
- 10Y*
- 9.64%
INKM
- 1D
- 0.20%
- 1M
- -3.01%
- YTD
- 2.48%
- 6M
- 3.39%
- 1Y
- 10.75%
- 3Y*
- 8.82%
- 5Y*
- 4.13%
- 10Y*
- 5.48%
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FGD vs. INKM - Expense Ratio Comparison
FGD has a 0.59% expense ratio, which is higher than INKM's 0.50% expense ratio.
Return for Risk
FGD vs. INKM — Risk / Return Rank
FGD
INKM
FGD vs. INKM - 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 SPDR SSgA Income Allocation ETF (INKM). 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 | INKM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 1.38 | +1.26 |
Sortino ratioReturn per unit of downside risk | 3.46 | 1.95 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.29 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.82 | 1.92 | +1.90 |
Martin ratioReturn relative to average drawdown | 14.55 | 8.53 | +6.02 |
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 | INKM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 1.38 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.50 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.55 | -0.31 |
Correlation
The correlation between FGD and INKM is 0.77, 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.
Dividends
FGD vs. INKM - Dividend Comparison
FGD's dividend yield for the trailing twelve months is around 5.33%, more than INKM's 5.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.33% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
INKM SPDR SSgA Income Allocation ETF | 5.01% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
Drawdowns
FGD vs. INKM - Drawdown Comparison
The maximum FGD drawdown since its inception was -68.05%, which is greater than INKM's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for FGD and INKM.
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Drawdown Indicators
| FGD | INKM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -28.58% | -39.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -5.76% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -19.18% | -9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -44.84% | -28.58% | -16.26% |
Current DrawdownCurrent decline from peak | -6.46% | -3.21% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -12.66% | -3.73% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.30% | +1.46% |
Volatility
FGD vs. INKM - Volatility Comparison
First Trust Dow Jones Global Select Dividend Index Fund (FGD) has a higher volatility of 5.91% compared to SPDR SSgA Income Allocation ETF (INKM) at 2.97%. This indicates that FGD's price experiences larger fluctuations and is considered to be riskier than INKM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGD | INKM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 2.97% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 4.62% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 7.83% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 8.30% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 9.77% | +8.52% |