FID vs. DGRO
Compare and contrast key facts about First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Core Dividend Growth ETF (DGRO).
FID and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FID is a passively managed fund by First Trust that tracks the performance of the S&P International Dividend Aristocrats Index. It was launched on Aug 23, 2013. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both FID and DGRO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FID or DGRO.
Key characteristics
| FID | DGRO | |
|---|---|---|
| YTD Return | 8.68% | 21.23% |
| 1Y Return | 21.96% | 33.72% |
| 3Y Return (Ann) | 2.43% | 8.55% |
| 5Y Return (Ann) | 3.32% | 12.22% |
| 10Y Return (Ann) | 2.60% | 12.07% |
| Sharpe Ratio | 1.88 | 3.32 |
| Sortino Ratio | 2.69 | 4.70 |
| Omega Ratio | 1.33 | 1.62 |
| Calmar Ratio | 1.16 | 3.79 |
| Martin Ratio | 10.32 | 22.54 |
| Ulcer Index | 2.15% | 1.44% |
| Daily Std Dev | 11.80% | 9.76% |
| Max Drawdown | -39.78% | -35.10% |
| Current Drawdown | -4.17% | 0.00% |
Correlation
The correlation between FID and DGRO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FID vs. DGRO - Performance Comparison
In the year-to-date period, FID achieves a 8.68% return, which is significantly lower than DGRO's 21.23% return. Over the past 10 years, FID has underperformed DGRO with an annualized return of 2.60%, while DGRO has yielded a comparatively higher 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FID vs. DGRO - Expense Ratio Comparison
FID has a 0.60% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
FID vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
FID vs. DGRO - Dividend Comparison
FID's dividend yield for the trailing twelve months is around 4.06%, more than DGRO's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.06% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 5.46% | 4.84% | 4.82% | 4.20% | 5.08% | 5.13% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
FID vs. DGRO - Drawdown Comparison
The maximum FID drawdown since its inception was -39.78%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FID and DGRO. For additional features, visit the drawdowns tool.
Volatility
FID vs. DGRO - Volatility Comparison
First Trust S&P International Dividend Aristocrats ETF (FID) has a higher volatility of 3.55% compared to iShares Core Dividend Growth ETF (DGRO) at 3.37%. This indicates that FID's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.