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FUMB vs. TDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUMB vs. TDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Ultra Short Duration Municipal ETF (FUMB) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUMB achieves a 1.15% return, which is significantly lower than TDIV's 28.74% return.


FUMB

1D
0.07%
1M
0.27%
YTD
1.15%
6M
1.33%
1Y
2.63%
3Y*
3.00%
5Y*
1.98%
10Y*

TDIV

1D
-1.40%
1M
12.56%
YTD
28.74%
6M
26.30%
1Y
50.88%
3Y*
33.15%
5Y*
18.96%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUMB vs. TDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FUMB
First Trust Ultra Short Duration Municipal ETF
1.15%2.78%3.05%2.84%-0.03%0.38%1.25%1.76%0.30%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
28.74%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-6.33%

Correlation

The correlation between FUMB and TDIV is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.04

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Return for Risk

FUMB vs. TDIV — Risk / Return Rank

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

FUMB
FUMB Risk / Return Rank: 9696
Overall Rank
FUMB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FUMB Sortino Ratio Rank: 9696
Sortino Ratio Rank
FUMB Omega Ratio Rank: 9696
Omega Ratio Rank
FUMB Calmar Ratio Rank: 9797
Calmar Ratio Rank
FUMB Martin Ratio Rank: 9797
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 8282
Overall Rank
TDIV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 8383
Sortino Ratio Rank
TDIV Omega Ratio Rank: 7979
Omega Ratio Rank
TDIV Calmar Ratio Rank: 8686
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.

FUMB vs. TDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Ultra Short Duration Municipal ETF (FUMB) 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.


FUMBTDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.78

1.46

+0.32

Calmar ratioReturn relative to maximum drawdown

12.05

4.76

+7.29

Martin ratioReturn relative to average drawdown

45.71

14.81

+30.90

FUMB vs. TDIV - Sharpe Ratio Comparison

The current FUMB Sharpe Ratio is 3.46, which is comparable to the TDIV Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of FUMB and TDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FUMBTDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

2.77

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

0.92

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.87

+0.14

Drawdowns

FUMB vs. TDIV - Drawdown Comparison

The maximum FUMB drawdown since its inception was -2.68%, smaller than the maximum TDIV drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FUMB and TDIV.


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Drawdown Indicators


FUMBTDIVDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-31.97%

+29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

-10.74%

+10.52%

Max Drawdown (3Y)

Largest decline over 3 years

-0.60%

-23.00%

+22.40%

Max Drawdown (5Y)

Largest decline over 5 years

-1.25%

-31.97%

+30.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

0.00%

-3.17%

+3.17%

Average Drawdown

Average peak-to-trough decline

-0.19%

-4.84%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

3.45%

-3.39%

Volatility

FUMB vs. TDIV - Volatility Comparison

The current volatility for First Trust Ultra Short Duration Municipal ETF (FUMB) is 0.20%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 7.12%. This indicates that FUMB 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


FUMBTDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

7.12%

-6.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

13.98%

-13.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.76%

18.49%

-17.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.16%

20.68%

-19.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

20.85%

-19.08%

FUMB vs. TDIV - Expense Ratio Comparison

FUMB has a 0.45% expense ratio, which is lower than TDIV's 0.50% expense ratio.


Dividends

FUMB vs. TDIV - Dividend Comparison

FUMB's dividend yield for the trailing twelve months is around 2.80%, more than TDIV's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
FUMB
First Trust Ultra Short Duration Municipal ETF
2.80%2.90%2.86%2.24%1.02%0.43%0.94%1.74%0.15%0.00%0.00%0.00%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.13%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Frequently Asked Questions


FUMB and TDIV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDIV has higher volatility (7.12%) compared to FUMB (0.20%). In terms of maximum drawdown, FUMB dropped -2.68% vs TDIV's -31.97%.

On 5-year performance, TDIV leads with 18.96% vs 1.98% for FUMB. On fees, FUMB is cheaper at 0.45% per year. On volatility, FUMB has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TDIV has performed better with a 18.96% return vs 1.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FUMB is cheaper with a 0.45% expense ratio, compared with 0.50% for TDIV.

FUMB has the higher dividend yield at 2.80%, compared with 1.13% for TDIV.

FUMB is categorized as Municipal Bonds, while TDIV is Technology Equities. Their fees differ too: 0.45% for FUMB and 0.50% for TDIV.

FUMB currently has the higher Sharpe Ratio (3.46 vs 2.77), 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.

Portfolio Optimizer

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