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FVD vs. HDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVD vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Value Line Dividend Index Fund (FVD) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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FVD vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVD
First Trust Value Line Dividend Index Fund
2.62%8.16%10.04%4.11%-5.18%25.08%-0.02%26.58%-3.49%12.51%
HDV
iShares Core High Dividend ETF
12.30%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Returns By Period

In the year-to-date period, FVD achieves a 2.62% return, which is significantly lower than HDV's 12.30% return. Over the past 10 years, FVD has underperformed HDV with an annualized return of 8.61%, while HDV has yielded a comparatively higher 9.52% annualized return.


FVD

1D
0.90%
1M
-5.57%
YTD
2.62%
6M
2.97%
1Y
8.00%
3Y*
7.92%
5Y*
6.65%
10Y*
8.61%

HDV

1D
0.24%
1M
-2.54%
YTD
12.30%
6M
12.67%
1Y
15.69%
3Y*
13.97%
5Y*
11.18%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVD vs. HDV - Expense Ratio Comparison

FVD has a 0.61% expense ratio, which is higher than HDV's 0.08% expense ratio.


Return for Risk

FVD vs. HDV — Risk / Return Rank

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

FVD
FVD Risk / Return Rank: 3838
Overall Rank
FVD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FVD Sortino Ratio Rank: 3636
Sortino Ratio Rank
FVD Omega Ratio Rank: 3333
Omega Ratio Rank
FVD Calmar Ratio Rank: 4040
Calmar Ratio Rank
FVD Martin Ratio Rank: 4343
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
HDV Omega Ratio Rank: 7171
Omega Ratio Rank
HDV Calmar Ratio Rank: 6969
Calmar Ratio Rank
HDV Martin Ratio Rank: 6565
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.

FVD vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Value Line Dividend Index Fund (FVD) and iShares Core High Dividend ETF (HDV). 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.


FVDHDVDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.24

-0.60

Sortino ratio

Return per unit of downside risk

1.00

1.70

-0.70

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.96

1.65

-0.68

Martin ratio

Return relative to average drawdown

3.89

6.01

-2.12

FVD vs. HDV - Sharpe Ratio Comparison

The current FVD Sharpe Ratio is 0.64, which is lower than the HDV Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FVD and HDV, 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


FVDHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.24

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.88

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.61

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.73

-0.14

Correlation

The correlation between FVD and HDV is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FVD vs. HDV - Dividend Comparison

FVD's dividend yield for the trailing twelve months is around 2.30%, less than HDV's 2.92% yield.


TTM20252024202320222021202020192018201720162015
FVD
First Trust Value Line Dividend Index Fund
2.30%2.36%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%
HDV
iShares Core High Dividend ETF
2.92%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Drawdowns

FVD vs. HDV - Drawdown Comparison

The maximum FVD drawdown since its inception was -51.00%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for FVD and HDV.


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Drawdown Indicators


FVDHDVDifference

Max Drawdown

Largest peak-to-trough decline

-51.00%

-37.04%

-13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-10.04%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

-15.42%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

-37.04%

+1.79%

Current Drawdown

Current decline from peak

-5.57%

-2.58%

-2.99%

Average Drawdown

Average peak-to-trough decline

-5.45%

-3.09%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.88%

-0.58%

Volatility

FVD vs. HDV - Volatility Comparison

First Trust Value Line Dividend Index Fund (FVD) has a higher volatility of 3.16% compared to iShares Core High Dividend ETF (HDV) at 2.94%. This indicates that FVD's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVDHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.94%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

7.06%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

12.79%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

12.78%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

15.70%

-0.27%