FTHI vs. FDND
FTHI (First Trust BuyWrite Income ETF) and FDND (FT Vest Dow Jones Internet & Target Income ETF) are both exchange-traded funds - FTHI is a Derivative Income fund actively managed by First Trust, while FDND is a Technology Equities fund actively managed by FT Vest. Both are actively managed. Over the past year, FTHI returned 16.43% vs 7.37% for FDND. A 0.70 correlation means they provide meaningful diversification when combined. FTHI charges 0.85%/yr vs 0.75%/yr for FDND.
Performance
FTHI vs. FDND - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTHI achieves a 4.79% return, which is significantly higher than FDND's 2.42% return.
FTHI
- 1D
- -0.17%
- 1M
- 1.75%
- YTD
- 4.79%
- 6M
- 5.22%
- 1Y
- 16.43%
- 3Y*
- 14.50%
- 5Y*
- 10.17%
- 10Y*
- 8.54%
FDND
- 1D
- -1.99%
- 1M
- 3.57%
- YTD
- 2.42%
- 6M
- 1.71%
- 1Y
- 7.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTHI vs. FDND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | 4.79% | 11.03% | 10.79% |
FDND FT Vest Dow Jones Internet & Target Income ETF | 2.42% | 9.69% | 15.85% |
Correlation
The correlation between FTHI and FDND is 0.61, 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 | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2024 | 0.70 |
The correlation between FTHI and FDND has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTHI vs. FDND — Risk / Return Rank
FTHI
FDND
FTHI vs. FDND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) and FT Vest Dow Jones Internet & Target Income ETF (FDND). 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.
| FTHI | FDND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.36 | +2.66 |
| Martin ratioReturn relative to average drawdown | 13.19 | 0.88 | +12.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FTHI | FDND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.40 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.60 | -0.07 |
Drawdowns
FTHI vs. FDND - Drawdown Comparison
The maximum FTHI drawdown since its inception was -32.65%, which is greater than FDND's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for FTHI and FDND.
Loading charts...
Drawdown Indicators
| FTHI | FDND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -24.12% | -8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.47% | -20.49% | +15.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.65% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -4.24% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -5.67% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 8.39% | -7.14% |
Volatility
FTHI vs. FDND - Volatility Comparison
The current volatility for First Trust BuyWrite Income ETF (FTHI) is 1.67%, while FT Vest Dow Jones Internet & Target Income ETF (FDND) has a volatility of 5.29%. This indicates that FTHI experiences smaller price fluctuations and is considered to be less risky than FDND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FTHI | FDND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 5.29% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.05% | 14.07% | -7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 18.28% | -9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 21.40% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 21.40% | -7.07% |
FTHI vs. FDND - Expense Ratio Comparison
FTHI has a 0.85% expense ratio, which is higher than FDND's 0.75% expense ratio.
Dividends
FTHI vs. FDND - Dividend Comparison
FTHI's dividend yield for the trailing twelve months is around 8.73%, more than FDND's 7.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDND FT Vest Dow Jones Internet & Target Income ETF | 7.98% | 8.11% | 5.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.73% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
Frequently Asked Questions
FTHI and FDND have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDND has higher volatility (5.29%) compared to FTHI (1.67%). In terms of maximum drawdown, FTHI dropped -32.65% vs FDND's -24.12%.
On 1-year performance, FTHI leads with 16.43% vs 7.37% for FDND. On fees, FDND is cheaper at 0.75% per year. On volatility, FTHI has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FTHI has performed better with a 16.43% return vs 7.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FDND is cheaper with a 0.75% expense ratio, compared with 0.85% for FTHI.
FTHI has the higher dividend yield at 8.73%, compared with 7.98% for FDND.
FTHI is categorized as Derivative Income, while FDND is Technology Equities. They also come from different issuers: First Trust and FT Vest. Their fees differ too: 0.85% for FTHI and 0.75% for FDND.
FTHI currently has the higher Sharpe Ratio (1.87 vs 0.40), 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.
Find the right allocation for FTHI and FDND
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer