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FID vs. GRID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FID vs. GRID - 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 First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). The values are adjusted to include any dividend payments, if applicable.

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FID vs. GRID - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
2.15%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
6.96%29.65%15.18%21.57%-13.89%27.65%48.84%42.80%-22.79%

Returns By Period

In the year-to-date period, FID achieves a 2.15% return, which is significantly lower than GRID's 6.96% return.


FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*

GRID

1D
3.81%
1M
-7.97%
YTD
6.96%
6M
8.57%
1Y
46.12%
3Y*
20.12%
5Y*
14.69%
10Y*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FID vs. GRID - Expense Ratio Comparison

FID has a 0.60% expense ratio, which is lower than GRID's 0.70% expense ratio.


Return for Risk

FID vs. GRID — Risk / Return Rank

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

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID Martin Ratio Rank: 8989
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 9494
Overall Rank
GRID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 9595
Sortino Ratio Rank
GRID Omega Ratio Rank: 9393
Omega Ratio Rank
GRID Calmar Ratio Rank: 9595
Calmar Ratio Rank
GRID Martin Ratio Rank: 9595
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. GRID - 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 First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). 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.


FIDGRIDDifference

Sharpe ratio

Return per unit of total volatility

2.16

2.16

-0.01

Sortino ratio

Return per unit of downside risk

2.84

2.95

-0.10

Omega ratio

Gain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratio

Return relative to maximum drawdown

2.98

3.82

-0.84

Martin ratio

Return relative to average drawdown

11.27

14.42

-3.15

FID vs. GRID - Sharpe Ratio Comparison

The current FID Sharpe Ratio is 2.16, which is comparable to the GRID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FID and GRID, 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


FIDGRIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.16

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.71

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.17

Correlation

The correlation between FID and GRID is 0.64, 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. GRID - Dividend Comparison

FID's dividend yield for the trailing twelve months is around 4.28%, more than GRID's 0.92% yield.


TTM20252024202320222021202020192018201720162015
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.92%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%

Drawdowns

FID vs. GRID - Drawdown Comparison

The maximum FID drawdown since its inception was -39.79%, roughly equal to the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for FID and GRID.


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Drawdown Indicators


FIDGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

-40.56%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-11.73%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-29.64%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-6.84%

-8.37%

+1.53%

Average Drawdown

Average peak-to-trough decline

-8.60%

-8.50%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.11%

-0.75%

Volatility

FID vs. GRID - Volatility Comparison

The current volatility for First Trust S&P International Dividend Aristocrats ETF (FID) is 4.96%, while First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) has a volatility of 9.26%. This indicates that FID experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

9.26%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

14.14%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

21.44%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

20.68%

-3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

22.74%

-3.64%