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LQTI vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQTI vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Investment Grade & Target Income ETF (LQTI) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LQTI

1D
-0.26%
1M
0.41%
YTD
0.16%
6M
-0.04%
1Y
5.69%
3Y*
5Y*
10Y*

IPDP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQTI vs. IPDP - Yearly Performance Comparison


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Return for Risk

LQTI vs. IPDP — Risk / Return Rank

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

LQTI
LQTI Risk / Return Rank: 3232
Overall Rank
LQTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQTI Omega Ratio Rank: 2929
Omega Ratio Rank
LQTI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3434
Martin Ratio Rank

IPDP
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.

LQTI vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Investment Grade & Target Income ETF (LQTI) and Dividend Performers ETF (IPDP). 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.


LQTIIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.68

Martin ratioReturn relative to average drawdown

5.15

LQTI vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LQTIIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

Drawdowns

LQTI vs. IPDP - Drawdown Comparison

The maximum LQTI drawdown since its inception was -3.41%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LQTI and IPDP.


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Drawdown Indicators


LQTIIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-3.41%

0.00%

-3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-1.44%

0.00%

-1.44%

Average Drawdown

Average peak-to-trough decline

-0.88%

0.00%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

LQTI vs. IPDP - Volatility Comparison


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Volatility by Period


LQTIIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

0.00%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

0.00%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

0.00%

+5.97%

LQTI vs. IPDP - Expense Ratio Comparison

LQTI has a 0.65% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

LQTI vs. IPDP - Dividend Comparison

LQTI's dividend yield for the trailing twelve months is around 9.11%, while IPDP has not paid dividends to shareholders.


Frequently Asked Questions


On fees, LQTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQTI is cheaper with a 0.65% expense ratio, compared with 1.52% for IPDP.

LQTI has the higher dividend yield at 9.11%, compared with 0.00% for IPDP.

They also come from different issuers: FT Vest and Innovative Portfolios. Their fees differ too: 0.65% for LQTI and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for LQTI and IPDP

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