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FIIG vs. TDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIG vs. TDIV - 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 NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

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FIIG vs. TDIV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIIG achieves a -0.98% return, which is significantly higher than TDIV's -2.59% return.


FIIG

1D
0.00%
1M
-1.55%
YTD
-0.98%
6M
0.05%
1Y
4.68%
3Y*
5Y*
10Y*

TDIV

1D
0.38%
1M
-4.56%
YTD
-2.59%
6M
-4.65%
1Y
29.22%
3Y*
22.26%
5Y*
13.53%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIG vs. TDIV - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than TDIV's 0.50% expense ratio.


Return for Risk

FIIG vs. TDIV — Risk / Return Rank

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

FIIG
FIIG Risk / Return Rank: 4646
Overall Rank
FIIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FIIG Omega Ratio Rank: 3939
Omega Ratio Rank
FIIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
FIIG Martin Ratio Rank: 4848
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 7272
Overall Rank
TDIV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 7272
Sortino Ratio Rank
TDIV Omega Ratio Rank: 6969
Omega Ratio Rank
TDIV Calmar Ratio Rank: 8080
Calmar Ratio Rank
TDIV Martin Ratio Rank: 7272
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.

FIIG vs. TDIV - 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 NASDAQ Technology Dividend Index Fund (TDIV). 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.


FIIGTDIVDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.25

-0.33

Sortino ratio

Return per unit of downside risk

1.29

1.87

-0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.58

2.27

-0.68

Martin ratio

Return relative to average drawdown

5.35

7.79

-2.44

FIIG vs. TDIV - Sharpe Ratio Comparison

The current FIIG Sharpe Ratio is 0.92, which is comparable to the TDIV Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FIIG and TDIV, 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


FIIGTDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.25

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.76

+0.30

Correlation

The correlation between FIIG and TDIV is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIIG vs. TDIV - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.92%, more than TDIV's 1.49% yield.


TTM20252024202320222021202020192018201720162015
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
4.92%4.76%4.45%1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.49%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Drawdowns

FIIG vs. TDIV - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum TDIV drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FIIG and TDIV.


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Drawdown Indicators


FIIGTDIVDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-31.97%

+26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-13.07%

+9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

-1.92%

-7.52%

+5.60%

Average Drawdown

Average peak-to-trough decline

-1.39%

-4.88%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

3.80%

-2.87%

Volatility

FIIG vs. TDIV - Volatility Comparison

The current volatility for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) is 2.22%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 6.10%. This indicates that FIIG experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIIGTDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

6.10%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

13.70%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

23.52%

-18.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

20.45%

-14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.96%

20.73%

-14.77%