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FTXD vs. RTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXD and RTH is 0.50, 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.


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.

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Key characteristics

Returns By Period


FTXD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

RTH

YTD

4.76%

1M

2.81%

6M

1.84%

1Y

18.09%

3Y*

14.35%

5Y*

13.76%

10Y*

13.34%

*Annualized

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First Trust Nasdaq Retail ETF

VanEck Vectors Retail ETF

FTXD vs. RTH - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FTXD vs. RTH — Risk-Adjusted Performance Rank

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

FTXD
The Risk-Adjusted Performance Rank of FTXD is 4949
Overall Rank
The Sharpe Ratio Rank of FTXD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FTXD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FTXD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FTXD is 9999
Martin Ratio Rank

RTH
The Risk-Adjusted Performance Rank of RTH is 8383
Overall Rank
The Sharpe Ratio Rank of RTH is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RTH is 8484
Sortino Ratio Rank
The Omega Ratio Rank of RTH is 8282
Omega Ratio Rank
The Calmar Ratio Rank of RTH is 8787
Calmar Ratio Rank
The Martin Ratio Rank of RTH is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FTXD vs. RTH - Dividend Comparison

FTXD has not paid dividends to shareholders, while RTH's dividend yield for the trailing twelve months is around 0.74%.


TTM20242023202220212020201920182017201620152014
FTXD
First Trust Nasdaq Retail ETF
0.00%0.50%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%0.00%0.00%
RTH
VanEck Vectors Retail ETF
0.74%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%

Drawdowns

FTXD vs. RTH - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FTXD vs. RTH - Volatility Comparison


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