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FMB vs. TDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMB vs. TDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

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FMB vs. TDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMB
First Trust Managed Municipal ETF
0.27%3.73%1.94%6.31%-9.91%2.43%4.44%8.25%0.89%7.22%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
-2.59%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-3.18%21.95%

Returns By Period

In the year-to-date period, FMB achieves a 0.27% return, which is significantly higher than TDIV's -2.59% return. Over the past 10 years, FMB has underperformed TDIV with an annualized return of 2.33%, while TDIV has yielded a comparatively higher 15.77% annualized return.


FMB

1D
0.30%
1M
-1.72%
YTD
0.27%
6M
1.87%
1Y
3.93%
3Y*
3.24%
5Y*
0.76%
10Y*
2.33%

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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FMB vs. TDIV - Expense Ratio Comparison

Both FMB and TDIV have an expense ratio of 0.50%.


Return for Risk

FMB vs. TDIV — Risk / Return Rank

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

FMB
FMB Risk / Return Rank: 4848
Overall Rank
FMB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FMB Sortino Ratio Rank: 4545
Sortino Ratio Rank
FMB Omega Ratio Rank: 6161
Omega Ratio Rank
FMB Calmar Ratio Rank: 4444
Calmar Ratio Rank
FMB Martin Ratio Rank: 3535
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.

FMB vs. TDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) 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.


FMBTDIVDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.25

-0.23

Sortino ratio

Return per unit of downside risk

1.30

1.87

-0.58

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.23

2.27

-1.04

Martin ratio

Return relative to average drawdown

3.36

7.79

-4.44

FMB vs. TDIV - Sharpe Ratio Comparison

The current FMB Sharpe Ratio is 1.02, which is comparable to the TDIV Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FMB 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


FMBTDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.25

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.66

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.76

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.76

-0.12

Correlation

The correlation between FMB and TDIV is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FMB vs. TDIV - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.47%, more than TDIV's 1.49% yield.


TTM20252024202320222021202020192018201720162015
FMB
First Trust Managed Municipal ETF
3.47%3.37%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%
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

FMB vs. TDIV - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, smaller than the maximum TDIV drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FMB and TDIV.


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Drawdown Indicators


FMBTDIVDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-31.97%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-13.07%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-31.97%

+17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-14.16%

-31.97%

+17.81%

Current Drawdown

Current decline from peak

-1.97%

-7.52%

+5.55%

Average Drawdown

Average peak-to-trough decline

-2.63%

-4.88%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

3.80%

-2.50%

Volatility

FMB vs. TDIV - Volatility Comparison

The current volatility for First Trust Managed Municipal ETF (FMB) is 1.26%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 6.10%. This indicates that FMB 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


FMBTDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

6.10%

-4.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

13.70%

-11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

23.52%

-19.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.69%

20.45%

-16.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

20.73%

-16.18%