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FTXG vs. TDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXG vs. TDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

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FTXG vs. TDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXG
First Trust Nasdaq Food & Beverage ETF
6.13%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
-2.96%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-3.18%21.95%

Returns By Period

In the year-to-date period, FTXG achieves a 6.13% return, which is significantly higher than TDIV's -2.96% return.


FTXG

1D
0.25%
1M
-7.14%
YTD
6.13%
6M
4.64%
1Y
-3.70%
3Y*
-3.17%
5Y*
-0.48%
10Y*

TDIV

1D
3.22%
1M
-4.89%
YTD
-2.96%
6M
-4.22%
1Y
29.11%
3Y*
22.10%
5Y*
13.44%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXG vs. TDIV - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is higher than TDIV's 0.50% expense ratio.


Return for Risk

FTXG vs. TDIV — Risk / Return Rank

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

FTXG
FTXG Risk / Return Rank: 88
Overall Rank
FTXG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 77
Sortino Ratio Rank
FTXG Omega Ratio Rank: 77
Omega Ratio Rank
FTXG Calmar Ratio Rank: 88
Calmar Ratio Rank
FTXG Martin Ratio Rank: 99
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 7777
Overall Rank
TDIV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 7676
Sortino Ratio Rank
TDIV Omega Ratio Rank: 7373
Omega Ratio Rank
TDIV Calmar Ratio Rank: 8383
Calmar Ratio Rank
TDIV Martin Ratio Rank: 7878
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.

FTXG vs. TDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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.


FTXGTDIVDifference

Sharpe ratio

Return per unit of total volatility

-0.24

1.24

-1.49

Sortino ratio

Return per unit of downside risk

-0.24

1.87

-2.10

Omega ratio

Gain probability vs. loss probability

0.97

1.26

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.23

2.26

-2.48

Martin ratio

Return relative to average drawdown

-0.42

7.82

-8.25

FTXG vs. TDIV - Sharpe Ratio Comparison

The current FTXG Sharpe Ratio is -0.24, which is lower than the TDIV Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FTXG and TDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXGTDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

1.24

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.66

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.76

-0.57

Correlation

The correlation between FTXG and TDIV is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTXG vs. TDIV - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.74%, more than TDIV's 1.50% yield.


TTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF
2.74%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.50%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Drawdowns

FTXG vs. TDIV - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.52%, roughly equal to the maximum TDIV drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FTXG and TDIV.


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Drawdown Indicators


FTXGTDIVDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-31.97%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-13.07%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.68%

-31.97%

+10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

-14.54%

-7.87%

-6.67%

Average Drawdown

Average peak-to-trough decline

-7.52%

-4.88%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

3.77%

+2.84%

Volatility

FTXG vs. TDIV - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 4.00%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 6.22%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXGTDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

6.22%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

13.70%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

23.52%

-8.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

20.46%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

20.73%

-4.03%