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FTDS vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTDS vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTDS achieves a 6.54% return, which is significantly lower than SPMD's 14.16% return. Over the past 10 years, FTDS has underperformed SPMD with an annualized return of 10.75%, while SPMD has yielded a comparatively higher 11.51% annualized return.


FTDS

1D
-0.21%
1M
-2.16%
YTD
6.54%
6M
6.72%
1Y
18.40%
3Y*
16.04%
5Y*
6.32%
10Y*
10.75%

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTDS vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTDS
First Trust Dividend Strength ETF
6.54%13.64%11.12%11.75%-13.54%24.79%14.16%24.29%-10.35%20.07%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between FTDS and SPMD is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.82

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.68

The correlation between FTDS and SPMD shifts across timeframes, from 0.68 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FTDS vs. SPMD — Risk / Return Rank

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

FTDS
FTDS Risk / Return Rank: 4545
Overall Rank
FTDS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FTDS Sortino Ratio Rank: 4343
Sortino Ratio Rank
FTDS Omega Ratio Rank: 3939
Omega Ratio Rank
FTDS Calmar Ratio Rank: 5757
Calmar Ratio Rank
FTDS Martin Ratio Rank: 4646
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
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.

FTDS vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


FTDSSPMDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

2.81

2.89

-0.08

Martin ratioReturn relative to average drawdown

7.56

10.61

-3.05

FTDS vs. SPMD - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.44, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FTDS and SPMD, 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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Sharpe Ratios by Period


FTDSSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.65

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.42

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.45

-0.13

Drawdowns

FTDS vs. SPMD - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for FTDS and SPMD.


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Drawdown Indicators


FTDSSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-57.62%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-8.86%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-24.08%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-24.08%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-41.86%

-0.61%

Current Drawdown

Current decline from peak

-4.46%

-0.08%

-4.38%

Average Drawdown

Average peak-to-trough decline

-9.87%

-8.12%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.41%

+0.03%

Volatility

FTDS vs. SPMD - Volatility Comparison

The current volatility for First Trust Dividend Strength ETF (FTDS) is 3.48%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 4.38%. This indicates that FTDS experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTDSSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

4.38%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

11.37%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

15.57%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

19.70%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

21.18%

-1.04%

FTDS vs. SPMD - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than SPMD's 0.05% expense ratio.


Dividends

FTDS vs. SPMD - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.66%, more than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
FTDS
First Trust Dividend Strength ETF
1.66%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


FTDS and SPMD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMD has higher volatility (4.38%) compared to FTDS (3.48%). In terms of maximum drawdown, FTDS dropped -56.53% vs SPMD's -57.62%.

On 10-year performance, SPMD leads with 11.51% vs 10.75% for FTDS. On fees, SPMD is cheaper at 0.05% per year. On volatility, FTDS has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPMD has performed better with a 11.51% return vs 10.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.70% for FTDS.

FTDS has the higher dividend yield at 1.66%, compared with 1.23% for SPMD.

FTDS tracks Dividend Strength Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.70% for FTDS and 0.05% for SPMD.

SPMD currently has the higher Sharpe Ratio (1.65 vs 1.44), 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.

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