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FIIG vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIIG vs. RDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) and First Trust Rising Dividend Achievers ETF (RDVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIIG achieves a -0.63% return, which is significantly lower than RDVY's 20.30% return.


FIIG

1D
0.39%
1M
-0.81%
6M
-0.35%
YTD
-0.63%
1Y
2.11%
3Y*
5.25%
5Y*
10Y*
ALL TIME*
5.59%

RDVY

1D
1.77%
1M
3.82%
6M
15.85%
YTD
20.30%
1Y
31.93%
3Y*
21.10%
5Y*
13.33%
10Y*
16.28%
ALL TIME*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.68M$3.58M$3.99M
$89.60M$82.66M$85.30M

FIIG vs. RDVY - Yearly Performance Comparison


2026 (YTD)202520242023
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
-0.63%8.80%2.15%6.62%
RDVY
First Trust Rising Dividend Achievers ETF
20.30%18.90%16.41%7.19%

Correlation

The correlation between FIIG and RDVY is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2023

0.28

The correlation between FIIG and RDVY shifts across timeframes, from 0.28 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FIIG vs. RDVY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIIG
FIIG Risk / Return Rank: 2020
Overall Rank
FIIG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 1818
Sortino Ratio Rank
FIIG Omega Ratio Rank: 1717
Omega Ratio Rank
FIIG Calmar Ratio Rank: 2121
Calmar Ratio Rank
FIIG Martin Ratio Rank: 2323
Martin Ratio Rank

RDVY
RDVY Risk / Return Rank: 8585
Overall Rank
RDVY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 8585
Sortino Ratio Rank
RDVY Omega Ratio Rank: 8181
Omega Ratio Rank
RDVY Calmar Ratio Rank: 8585
Calmar Ratio Rank
RDVY Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIIG vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) and First Trust Rising Dividend Achievers ETF (RDVY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIIGRDVYDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.08

1.38

-0.30

Calmar ratioReturn relative to maximum drawdown

0.67

3.55

-2.88

Martin ratioReturn relative to average drawdown

1.83

14.89

-13.06

FIIG vs. RDVY - Sharpe Ratio Comparison

The current FIIG Sharpe Ratio is 0.46, which is lower than the RDVY Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FIIG and RDVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIIG vs. RDVY - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum RDVY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for FIIG and RDVY.


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Drawdown Indicators


FIIGRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-40.60%

+35.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-9.04%

+5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-5.50%

-19.11%

+13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-1.57%

0.00%

-1.57%

Average Drawdown

Average peak-to-trough decline

-1.39%

-4.95%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

2.15%

-1.00%

Volatility

FIIG vs. RDVY - Volatility Comparison

The current volatility for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) is 1.36%, while First Trust Rising Dividend Achievers ETF (RDVY) has a volatility of 3.91%. This indicates that FIIG experiences smaller price fluctuations and is considered to be less risky than RDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIIGRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

3.91%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

11.47%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

14.70%

-10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

18.94%

-13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

21.04%

-15.21%

FIIG vs. RDVY - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than RDVY's 0.47% expense ratio.


Dividends

FIIG vs. RDVY - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 5.02%, more than RDVY's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
5.02%4.76%4.45%1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDVY
First Trust Rising Dividend Achievers ETF
0.81%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


FIIG and RDVY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDVY has higher volatility (3.91%) compared to FIIG (1.36%). In terms of maximum drawdown, FIIG dropped -5.50% vs RDVY's -40.60%.

On 3-year performance, RDVY leads with 21.10% vs 5.25% for FIIG. On fees, RDVY is cheaper at 0.47% per year. On volatility, FIIG has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RDVY has performed better with a 21.10% return vs 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDVY is cheaper with a 0.47% expense ratio, compared with 0.65% for FIIG.

FIIG has the higher dividend yield at 5.02%, compared with 0.81% for RDVY.

FIIG is categorized as Corporate Bonds, while RDVY is Dividend. Their fees differ too: 0.65% for FIIG and 0.47% for RDVY.

RDVY currently has the higher Sharpe Ratio (2.19 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIIG and RDVY

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