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LVHD vs. FDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHD and FDL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

LVHD vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legg Mason Low Volatility High Dividend ETF (LVHD) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
112.60%
148.25%
LVHD
FDL

Key characteristics

Sharpe Ratio

LVHD:

1.11

FDL:

0.93

Sortino Ratio

LVHD:

1.56

FDL:

1.31

Omega Ratio

LVHD:

1.21

FDL:

1.19

Calmar Ratio

LVHD:

1.62

FDL:

1.15

Martin Ratio

LVHD:

4.71

FDL:

4.13

Ulcer Index

LVHD:

3.07%

FDL:

3.40%

Daily Std Dev

LVHD:

13.03%

FDL:

15.07%

Max Drawdown

LVHD:

-37.32%

FDL:

-65.93%

Current Drawdown

LVHD:

-3.58%

FDL:

-6.50%

Returns By Period

In the year-to-date period, LVHD achieves a 3.27% return, which is significantly higher than FDL's 1.91% return.


LVHD

YTD

3.27%

1M

-1.05%

6M

-0.48%

1Y

13.30%

5Y*

11.56%

10Y*

N/A

FDL

YTD

1.91%

1M

-4.87%

6M

-0.67%

1Y

12.65%

5Y*

16.35%

10Y*

9.87%

*Annualized

Compare stocks, funds, or ETFs

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LVHD vs. FDL - Expense Ratio Comparison

LVHD has a 0.27% expense ratio, which is lower than FDL's 0.45% expense ratio.


Expense ratio chart for FDL: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDL: 0.45%
Expense ratio chart for LVHD: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LVHD: 0.27%

Risk-Adjusted Performance

LVHD vs. FDL — Risk-Adjusted Performance Rank

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

LVHD
The Risk-Adjusted Performance Rank of LVHD is 8585
Overall Rank
The Sharpe Ratio Rank of LVHD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LVHD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LVHD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of LVHD is 8484
Martin Ratio Rank

FDL
The Risk-Adjusted Performance Rank of FDL is 8080
Overall Rank
The Sharpe Ratio Rank of FDL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FDL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FDL is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVHD vs. FDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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 chart of Sharpe ratio for LVHD, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.00
LVHD: 1.11
FDL: 0.93
The chart of Sortino ratio for LVHD, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.00
LVHD: 1.56
FDL: 1.31
The chart of Omega ratio for LVHD, currently valued at 1.21, compared to the broader market0.501.001.502.00
LVHD: 1.21
FDL: 1.19
The chart of Calmar ratio for LVHD, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.0012.00
LVHD: 1.62
FDL: 1.15
The chart of Martin ratio for LVHD, currently valued at 4.71, compared to the broader market0.0020.0040.0060.00
LVHD: 4.71
FDL: 4.13

The current LVHD Sharpe Ratio is 1.11, which is comparable to the FDL Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LVHD and FDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.11
0.93
LVHD
FDL

Dividends

LVHD vs. FDL - Dividend Comparison

LVHD's dividend yield for the trailing twelve months is around 3.92%, less than FDL's 4.96% yield.


TTM20242023202220212020201920182017201620152014
LVHD
Legg Mason Low Volatility High Dividend ETF
3.92%4.24%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%0.00%0.00%
FDL
First Trust Morningstar Dividend Leaders Index Fund
4.96%4.96%4.58%3.57%4.59%4.48%3.75%3.97%3.18%2.94%3.65%3.35%

Drawdowns

LVHD vs. FDL - Drawdown Comparison

The maximum LVHD drawdown since its inception was -37.32%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for LVHD and FDL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.58%
-6.50%
LVHD
FDL

Volatility

LVHD vs. FDL - Volatility Comparison

The current volatility for Legg Mason Low Volatility High Dividend ETF (LVHD) is 7.94%, while First Trust Morningstar Dividend Leaders Index Fund (FDL) has a volatility of 10.15%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
7.94%
10.15%
LVHD
FDL