FTXN vs. VSDB

Last updated Jun 24, 2026

FTXN (First Trust Nasdaq Oil & Gas ETF) and VSDB (Vanguard Short Duration Bond ETF Shares) are both exchange-traded funds - FTXN is a Energy Equities fund tracking the Nasdaq U.S. Smart Oil & Gas Index, while VSDB is a Short-Term Bond fund actively managed by Vanguard. FTXN is passively managed, while VSDB is actively managed. Over the past year, FTXN returned 26.63% vs 4.63% for VSDB. At a correlation of -0.24, they often move in opposite directions. FTXN charges 0.60%/yr vs 0.15%/yr for VSDB.

Performance

FTXN vs. VSDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Oil & Gas ETF (FTXN) and Vanguard Short Duration Bond ETF Shares (VSDB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTXN achieves a 23.36% return, which is significantly higher than VSDB's 0.98% return.

FTXN

• 1D: 0.53%
• 1M: -8.34%
• YTD: 23.36%
• 6M: 24.04%
• 1Y: 26.63%
• 3Y*: 13.55%
• 5Y*: 15.78%
• 10Y*: —

VSDB

• 1D: 0.03%
• 1M: 0.33%
• YTD: 0.98%
• 6M: 1.21%
• 1Y: 4.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXN vs. VSDB - Yearly Performance Comparison

	2026 (YTD)	2025
FTXN First Trust Nasdaq Oil & Gas ETF	23.36%	-6.56%
VSDB Vanguard Short Duration Bond ETF Shares	0.98%	4.88%

Correlation

The correlation between FTXN and VSDB is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.28
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025	-0.24

Return for Risk

FTXN vs. VSDB — Risk / Return Rank

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

FTXN

FTXN Risk / Return Rank: 33
FTXN Sharpe Ratio Rank: 34
FTXN Sortino Ratio Rank: 32
FTXN Omega Ratio Rank: 30
FTXN Calmar Ratio Rank: 36
FTXN Martin Ratio Rank: 34

VSDB

VSDB Risk / Return Rank: 83
VSDB Sharpe Ratio Rank: 87
VSDB Sortino Ratio Rank: 92
VSDB Omega Ratio Rank: 90
VSDB Calmar Ratio Rank: 69
VSDB Martin Ratio Rank: 78

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.

FTXN vs. VSDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Oil & Gas ETF (FTXN) and Vanguard Short Duration Bond ETF Shares (VSDB). 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.

	FTXN	VSDB	Difference
Sharpe ratio: Return per unit of total volatility	1.15	2.67	-1.52
Sortino ratio: Return per unit of downside risk	1.62	4.15	-2.53
Omega ratio: Gain probability vs. loss probability	1.20	1.55	-0.35
Calmar ratio: Return relative to maximum drawdown	1.70	3.26	-1.57
Martin ratio: Return relative to average drawdown	4.89	14.27	-9.38

FTXN vs. VSDB - Sharpe Ratio Comparison

The current FTXN Sharpe Ratio is 1.15, which is lower than the VSDB Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FTXN and VSDB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTXN vs. VSDB - Drawdown Comparison

The maximum FTXN drawdown since its inception was -73.49%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for FTXN and VSDB.

Drawdown Indicators

	FTXN	VSDB	Difference
Max Drawdown Largest peak-to-trough decline	-73.49%	-1.42%	-72.07%
Max Drawdown (1Y) Largest decline over 1 year	-15.74%	-1.42%	-14.32%
Max Drawdown (3Y) Largest decline over 3 years	-26.96%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.97%	—	—
Current Drawdown Current decline from peak	-13.90%	-0.24%	-13.66%
Average Drawdown Average peak-to-trough decline	-19.19%	-0.19%	-19.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.46%	0.32%	+5.14%

Volatility

FTXN vs. VSDB - Volatility Comparison

First Trust Nasdaq Oil & Gas ETF (FTXN) has a higher volatility of 7.94% compared to Vanguard Short Duration Bond ETF Shares (VSDB) at 0.52%. This indicates that FTXN's price experiences larger fluctuations and is considered to be riskier than VSDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTXN	VSDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.94%	0.52%	+7.42%
Volatility (6M) Calculated over the trailing 6-month period	18.16%	1.39%	+16.77%
Volatility (1Y) Calculated over the trailing 1-year period	23.41%	1.74%	+21.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.67%	1.90%	+27.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.78%	1.90%	+29.88%

FTXN vs. VSDB - Expense Ratio Comparison

FTXN has a 0.60% expense ratio, which is higher than VSDB's 0.15% expense ratio.

Dividends

FTXN vs. VSDB - Dividend Comparison

FTXN's dividend yield for the trailing twelve months is around 2.20%, less than VSDB's 4.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FTXN First Trust Nasdaq Oil & Gas ETF	2.20%	2.83%	2.51%	3.41%	2.26%	1.04%	1.76%	2.72%	2.16%	1.78%	0.20%
VSDB Vanguard Short Duration Bond ETF Shares	4.16%	3.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTXN and VSDB in my portfolio?

FTXN and VSDB have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTXN or VSDB?

FTXN has higher volatility (7.94%) compared to VSDB (0.52%). In terms of maximum drawdown, FTXN dropped -73.49% vs VSDB's -1.42%.

Which ETF is better, FTXN or VSDB?

On 1-year performance, FTXN leads with 26.63% vs 4.63% for VSDB. On fees, VSDB is cheaper at 0.15% per year. On volatility, VSDB has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTXN or VSDB?

Over the 1-year period, FTXN has performed better with a 26.63% return vs 4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTXN or VSDB?

VSDB is cheaper with a 0.15% expense ratio, compared with 0.60% for FTXN.

Which ETF pays a higher dividend yield, FTXN or VSDB?

VSDB has the higher dividend yield at 4.16%, compared with 2.20% for FTXN.

What is the main difference between FTXN and VSDB?

FTXN is categorized as Energy Equities, while VSDB is Short-Term Bond. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.60% for FTXN and 0.15% for VSDB.

Which has better risk-adjusted returns?

VSDB currently has the higher Sharpe Ratio (2.67 vs 1.15), 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.