FVD vs. SDY

In the year-to-date period, FVD achieves a -3.42% return, which is significantly higher than SDY's -4.12% return. Both investments have delivered pretty close results over the past 10 years, with FVD having a 8.09% annualized return and SDY not far ahead at 8.48%.

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FVD has a 0.70% expense ratio, which is higher than SDY's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for First Trust Value Line Dividend Index (FVD) and SPDR S&P Dividend ETF (SDY). 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.

The current FVD Sharpe Ratio is 0.29, which is higher than the SDY Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FVD and SDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FVD's dividend yield for the trailing twelve months is around 2.49%, less than SDY's 2.77% yield.

The maximum FVD drawdown since its inception was -50.99%, smaller than the maximum SDY drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for FVD and SDY. For additional features, visit the drawdowns tool.

The current volatility for First Trust Value Line Dividend Index (FVD) is 8.04%, while SPDR S&P Dividend ETF (SDY) has a volatility of 8.97%. This indicates that FVD experiences smaller price fluctuations and is considered to be less risky than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.