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LGOV vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGOV vs. RDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Long Duration Opportunities ETF (LGOV) and First Trust Rising Dividend Achievers ETF (RDVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGOV achieves a -1.07% return, which is significantly lower than RDVY's 20.30% return.


LGOV

1D
0.62%
1M
-0.95%
6M
-1.02%
YTD
-1.07%
1Y
2.01%
3Y*
3.66%
5Y*
-2.47%
10Y*
ALL TIME*
1.08%

RDVY

1D
1.77%
1M
3.82%
6M
15.85%
YTD
20.30%
1Y
31.93%
3Y*
21.10%
5Y*
13.33%
10Y*
16.28%
ALL TIME*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.60M$4.03M$4.23M
$89.60M$82.66M$85.30M

LGOV vs. RDVY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGOV
First Trust Long Duration Opportunities ETF
-1.07%9.13%-2.05%4.91%-19.73%-1.93%11.31%11.53%
RDVY
First Trust Rising Dividend Achievers ETF
20.30%18.90%16.41%20.38%-13.27%31.14%13.47%28.36%

Correlation

The correlation between LGOV and RDVY is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2019

-0.06

The correlation between LGOV and RDVY shifts across timeframes, from -0.06 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LGOV vs. RDVY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LGOV
LGOV Risk / Return Rank: 1515
Overall Rank
LGOV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LGOV Sortino Ratio Rank: 1414
Sortino Ratio Rank
LGOV Omega Ratio Rank: 1414
Omega Ratio Rank
LGOV Calmar Ratio Rank: 1616
Calmar Ratio Rank
LGOV Martin Ratio Rank: 1616
Martin Ratio Rank

RDVY
RDVY Risk / Return Rank: 8585
Overall Rank
RDVY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 8585
Sortino Ratio Rank
RDVY Omega Ratio Rank: 8181
Omega Ratio Rank
RDVY Calmar Ratio Rank: 8585
Calmar Ratio Rank
RDVY Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LGOV vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Long Duration Opportunities ETF (LGOV) and First Trust Rising Dividend Achievers ETF (RDVY). 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.


LGOVRDVYDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

1.05

1.38

-0.33

Calmar ratioReturn relative to maximum drawdown

0.36

3.55

-3.19

Martin ratioReturn relative to average drawdown

0.82

14.89

-14.08

LGOV vs. RDVY - Sharpe Ratio Comparison

The current LGOV Sharpe Ratio is 0.29, which is lower than the RDVY Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LGOV and RDVY, 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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Drawdowns

LGOV vs. RDVY - Drawdown Comparison

The maximum LGOV drawdown since its inception was -30.86%, smaller than the maximum RDVY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for LGOV and RDVY.


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Drawdown Indicators


LGOVRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-40.60%

+9.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.62%

-9.04%

+3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-10.04%

-19.11%

+9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

-25.32%

-2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-15.71%

0.00%

-15.71%

Average Drawdown

Average peak-to-trough decline

-13.12%

-4.95%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.15%

+0.32%

Volatility

LGOV vs. RDVY - Volatility Comparison

The current volatility for First Trust Long Duration Opportunities ETF (LGOV) is 2.11%, while First Trust Rising Dividend Achievers ETF (RDVY) has a volatility of 3.91%. This indicates that LGOV experiences smaller price fluctuations and is considered to be less risky than RDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGOVRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

3.91%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.66%

11.47%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

14.70%

-7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.05%

18.94%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

21.04%

-11.84%

LGOV vs. RDVY - Expense Ratio Comparison

LGOV has a 0.70% expense ratio, which is higher than RDVY's 0.47% expense ratio.


Dividends

LGOV vs. RDVY - Dividend Comparison

LGOV's dividend yield for the trailing twelve months is around 4.37%, more than RDVY's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
LGOV
First Trust Long Duration Opportunities ETF
4.37%4.02%4.03%3.59%1.97%2.58%3.75%3.01%0.00%0.00%0.00%0.00%
RDVY
First Trust Rising Dividend Achievers ETF
0.81%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


LGOV and RDVY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDVY has higher volatility (3.91%) compared to LGOV (2.11%). In terms of maximum drawdown, LGOV dropped -30.86% vs RDVY's -40.60%.

On 5-year performance, RDVY leads with 13.33% vs -2.47% for LGOV. On fees, RDVY is cheaper at 0.47% per year. On volatility, LGOV has been the lower-risk option at 2.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RDVY has performed better with a 13.33% return vs -2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDVY is cheaper with a 0.47% expense ratio, compared with 0.70% for LGOV.

LGOV has the higher dividend yield at 4.37%, compared with 0.81% for RDVY.

LGOV is categorized as Mortgage Backed Securities, while RDVY is Dividend. Their fees differ too: 0.70% for LGOV and 0.47% for RDVY.

RDVY currently has the higher Sharpe Ratio (2.19 vs 0.29), 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

Find the right allocation for LGOV and RDVY

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