PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTXD vs. RTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXD and RTH is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FTXD vs. RTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Retail ETF (FTXD) and VanEck Vectors Retail ETF (RTH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember0
9.64%
FTXD
RTH

Key characteristics

Returns By Period


FTXD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RTH

YTD

21.49%

1M

3.33%

6M

9.64%

1Y

22.02%

5Y*

14.67%

10Y*

13.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTXD vs. RTH - Expense Ratio Comparison

FTXD has a 0.60% expense ratio, which is higher than RTH's 0.35% expense ratio.


FTXD
First Trust Nasdaq Retail ETF
Expense ratio chart for FTXD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for RTH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

FTXD vs. RTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Retail ETF (FTXD) and VanEck Vectors Retail ETF (RTH). 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.


Sharpe ratio
The chart of Sharpe ratio for FTXD, currently valued at 0.21, compared to the broader market0.002.004.000.211.93
The chart of Sortino ratio for FTXD, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.000.342.68
The chart of Omega ratio for FTXD, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.34
The chart of Calmar ratio for FTXD, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.043.07
The chart of Martin ratio for FTXD, currently valued at 0.73, compared to the broader market0.0020.0040.0060.0080.00100.000.737.81
FTXD
RTH


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.21
1.93
FTXD
RTH

Dividends

FTXD vs. RTH - Dividend Comparison

Neither FTXD nor RTH has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTXD
First Trust Nasdaq Retail ETF
0.50%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%0.00%0.00%0.00%
RTH
VanEck Vectors Retail ETF
0.00%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%1.00%

Drawdowns

FTXD vs. RTH - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.08%
-4.28%
FTXD
RTH

Volatility

FTXD vs. RTH - Volatility Comparison

The current volatility for First Trust Nasdaq Retail ETF (FTXD) is 0.00%, while VanEck Vectors Retail ETF (RTH) has a volatility of 3.92%. This indicates that FTXD experiences smaller price fluctuations and is considered to be less risky than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.92%
FTXD
RTH
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab