FTNT vs. LVHD
FTNT (Fortinet, Inc.) is a stock, while LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Over the past 10 years, FTNT returned 37.98%/yr vs 8.56%/yr for LVHD. At a 0.24 correlation, their price movements are largely independent.
Performance
FTNT vs. LVHD - Performance Comparison
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Returns By Period
In the year-to-date period, FTNT achieves a 88.80% return, which is significantly higher than LVHD's 11.74% return. Over the past 10 years, FTNT has outperformed LVHD with an annualized return of 37.98%, while LVHD has yielded a comparatively lower 8.56% annualized return.
FTNT
- 1D
- 3.20%
- 1M
- 11.92%
- YTD
- 88.80%
- 6M
- 84.69%
- 1Y
- 44.59%
- 3Y*
- 28.26%
- 5Y*
- 25.37%
- 10Y*
- 37.98%
LVHD
- 1D
- 0.50%
- 1M
- 2.68%
- YTD
- 11.74%
- 6M
- 11.10%
- 1Y
- 16.26%
- 3Y*
- 10.82%
- 5Y*
- 7.53%
- 10Y*
- 8.56%
FTNT vs. LVHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTNT Fortinet, Inc. | 88.80% | -15.95% | 61.42% | 19.72% | -31.98% | 141.97% | 39.13% | 51.58% | 61.20% | 45.05% |
LVHD Franklin U.S. Low Volatility High Dividend Index ETF | 11.74% | 7.50% | 10.18% | -0.95% | -1.82% | 26.90% | -1.28% | 22.91% | -5.58% | 14.25% |
Correlation
The correlation between FTNT and LVHD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2015 | 0.24 |
The correlation between FTNT and LVHD shifts across timeframes, from -0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTNT vs. LVHD — Risk / Return Rank
FTNT
LVHD
FTNT vs. LVHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.
| FTNT | LVHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.65 | -1.20 |
| Martin ratioReturn relative to average drawdown | 2.12 | 6.59 | -4.46 |
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Drawdowns
FTNT vs. LVHD - Drawdown Comparison
The maximum FTNT drawdown since its inception was -51.20%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for FTNT and LVHD.
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Drawdown Indicators
| FTNT | LVHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.20% | -37.32% | -13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -30.90% | -6.17% | -24.73% |
Max Drawdown (3Y)Largest decline over 3 years | -38.32% | -14.29% | -24.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.32% | -16.75% | -21.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -37.32% | -1.00% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -4.03% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.07% | 2.48% | +18.59% |
Volatility
FTNT vs. LVHD - Volatility Comparison
Fortinet, Inc. (FTNT) has a higher volatility of 13.63% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.00%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTNT | LVHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.63% | 4.00% | +9.63% |
Volatility (6M)Calculated over the trailing 6-month period | 31.86% | 7.24% | +24.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.27% | 9.96% | +35.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.00% | 12.92% | +31.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.84% | 15.53% | +25.31% |
Dividends
FTNT vs. LVHD - Dividend Comparison
FTNT has not paid dividends to shareholders, while LVHD's dividend yield for the trailing twelve months is around 3.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHD Franklin U.S. Low Volatility High Dividend Index ETF | 3.25% | 3.35% | 4.23% | 3.55% | 3.30% | 2.56% | 3.27% | 3.30% | 3.82% | 3.33% | 2.48% |
Frequently Asked Questions
FTNT and LVHD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTNT has higher volatility (13.63%) compared to LVHD (4.00%). In terms of maximum drawdown, FTNT dropped -51.20% vs LVHD's -37.32%.
LVHD currently has the higher Sharpe Ratio (1.66 vs 0.99), 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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