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FMHI vs. TDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMHI vs. TDIV - Performance Comparison

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

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Returns By Period

In the year-to-date period, FMHI achieves a 3.26% return, which is significantly lower than TDIV's 18.34% return.


FMHI

1D
0.08%
1M
1.46%
YTD
3.26%
6M
3.43%
1Y
8.43%
3Y*
5.16%
5Y*
0.88%
10Y*

TDIV

1D
0.27%
1M
-3.07%
YTD
18.34%
6M
16.95%
1Y
30.30%
3Y*
28.15%
5Y*
17.11%
10Y*
18.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMHI vs. TDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMHI
First Trust Municipal High Income ETF
3.26%3.54%5.41%7.20%-14.67%7.58%4.09%10.34%2.50%1.36%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
18.34%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-3.18%2.92%

Correlation

The correlation between FMHI and TDIV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2017

0.08

The correlation between FMHI and TDIV shifts across timeframes, from 0.08 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FMHI vs. TDIV — Risk / Return Rank

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

FMHI
FMHI Risk / Return Rank: 8888
Overall Rank
FMHI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FMHI Sortino Ratio Rank: 9494
Sortino Ratio Rank
FMHI Omega Ratio Rank: 9595
Omega Ratio Rank
FMHI Calmar Ratio Rank: 7979
Calmar Ratio Rank
FMHI Martin Ratio Rank: 8080
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 5252
Overall Rank
TDIV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 4848
Sortino Ratio Rank
TDIV Omega Ratio Rank: 4848
Omega Ratio Rank
TDIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
TDIV Martin Ratio Rank: 5050
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.

FMHI vs. TDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Municipal High Income ETF (FMHI) 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.

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.


FMHITDIVDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.61

1.27

+0.34

Calmar ratioReturn relative to maximum drawdown

3.61

2.68

+0.92

Martin ratioReturn relative to average drawdown

13.57

7.40

+6.17

FMHI vs. TDIV - Sharpe Ratio Comparison

The current FMHI Sharpe Ratio is 2.76, which is higher than the TDIV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FMHI and TDIV, 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

FMHI vs. TDIV - Drawdown Comparison

The maximum FMHI drawdown since its inception was -18.83%, smaller than the maximum TDIV drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FMHI and TDIV.


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Drawdown Indicators


FMHITDIVDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-31.97%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-11.35%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-23.00%

+16.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-31.97%

+13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

0.00%

-10.99%

+10.99%

Average Drawdown

Average peak-to-trough decline

-4.49%

-4.86%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

4.10%

-3.48%

Volatility

FMHI vs. TDIV - Volatility Comparison

The current volatility for First Trust Municipal High Income ETF (FMHI) is 0.69%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 10.08%. This indicates that FMHI 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


FMHITDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

10.08%

-9.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

15.68%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.07%

19.88%

-16.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

20.97%

-16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

20.96%

-15.25%

FMHI vs. TDIV - Expense Ratio Comparison

FMHI has a 0.55% expense ratio, which is higher than TDIV's 0.50% expense ratio.


Dividends

FMHI vs. TDIV - Dividend Comparison

FMHI's dividend yield for the trailing twelve months is around 4.60%, more than TDIV's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FMHI
First Trust Municipal High Income ETF
4.60%4.16%4.01%3.89%3.57%2.87%3.13%3.33%3.46%0.30%0.00%0.00%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.61%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Frequently Asked Questions


FMHI and TDIV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDIV has higher volatility (10.08%) compared to FMHI (0.69%). In terms of maximum drawdown, FMHI dropped -18.83% vs TDIV's -31.97%.

On 5-year performance, TDIV leads with 17.11% vs 0.88% for FMHI. On fees, TDIV is cheaper at 0.50% per year. On volatility, FMHI has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TDIV has performed better with a 17.11% return vs 0.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDIV is cheaper with a 0.50% expense ratio, compared with 0.55% for FMHI.

FMHI has the higher dividend yield at 4.60%, compared with 1.61% for TDIV.

FMHI is categorized as Municipal Bonds, while TDIV is Technology Equities. Their fees differ too: 0.55% for FMHI and 0.50% for TDIV.

FMHI currently has the higher Sharpe Ratio (2.76 vs 1.53), 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 FMHI and TDIV

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