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FID vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FID vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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FID vs. DGRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
2.64%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%
DGRO
iShares Core Dividend Growth ETF
1.60%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-9.73%

Returns By Period

In the year-to-date period, FID achieves a 2.64% return, which is significantly higher than DGRO's 1.60% return.


FID

1D
0.48%
1M
-4.88%
YTD
2.64%
6M
8.48%
1Y
27.01%
3Y*
15.23%
5Y*
8.10%
10Y*

DGRO

1D
0.03%
1M
-4.46%
YTD
1.60%
6M
3.88%
1Y
16.44%
3Y*
14.60%
5Y*
10.14%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FID vs. DGRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FID
FID Risk / Return Rank: 9191
Overall Rank
FID Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9292
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 8989
Calmar Ratio Rank
FID Martin Ratio Rank: 8888
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 6363
Overall Rank
DGRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6363
Sortino Ratio Rank
DGRO Omega Ratio Rank: 6666
Omega Ratio Rank
DGRO Calmar Ratio Rank: 5656
Calmar Ratio Rank
DGRO Martin Ratio Rank: 6565
Martin Ratio Rank
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.

FID vs. DGRO - Risk-Adjusted Trends 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.


FIDDGRODifference

Sharpe ratio

Return per unit of total volatility

2.15

1.14

+1.01

Sortino ratio

Return per unit of downside risk

2.84

1.66

+1.18

Omega ratio

Gain probability vs. loss probability

1.43

1.25

+0.18

Calmar ratio

Return relative to maximum drawdown

3.10

1.48

+1.62

Martin ratio

Return relative to average drawdown

11.56

6.80

+4.75

FID vs. DGRO - Sharpe Ratio Comparison

The current FID Sharpe Ratio is 2.15, which is higher than the DGRO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FID and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIDDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.14

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.74

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.73

-0.38

Correlation

The correlation between FID and DGRO is 0.62, 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.


Dividends

FID vs. DGRO - Dividend Comparison

FID's dividend yield for the trailing twelve months is around 4.25%, more than DGRO's 2.10% yield.


TTM20252024202320222021202020192018201720162015
FID
First Trust S&P International Dividend Aristocrats ETF
4.25%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

FID vs. DGRO - Drawdown Comparison

The maximum FID drawdown since its inception was -39.79%, 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.


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Drawdown Indicators


FIDDGRODifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

-35.10%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-10.92%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-19.31%

-9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-6.39%

-4.70%

-1.69%

Average Drawdown

Average peak-to-trough decline

-8.60%

-3.48%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.37%

+0.02%

Volatility

FID vs. DGRO - Volatility Comparison

First Trust S&P International Dividend Aristocrats ETF (FID) has a higher volatility of 4.73% compared to iShares Core Dividend Growth ETF (DGRO) at 3.57%. 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.


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Volatility by Period


FIDDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.57%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

7.21%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

14.47%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

13.84%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

16.63%

+2.47%