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MBOX vs. DDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MBOX and DDIV is 0.85, 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.


-0.50.00.51.00.9

Performance

MBOX vs. DDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom Day Dividend ETF (MBOX) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%OctoberNovemberDecember2025FebruaryMarch
45.73%
39.75%
MBOX
DDIV

Key characteristics

Sharpe Ratio

MBOX:

1.17

DDIV:

1.87

Sortino Ratio

MBOX:

1.67

DDIV:

2.59

Omega Ratio

MBOX:

1.21

DDIV:

1.33

Calmar Ratio

MBOX:

1.77

DDIV:

3.17

Martin Ratio

MBOX:

5.14

DDIV:

9.70

Ulcer Index

MBOX:

2.87%

DDIV:

2.90%

Daily Std Dev

MBOX:

12.61%

DDIV:

15.05%

Max Drawdown

MBOX:

-16.42%

DDIV:

-47.55%

Current Drawdown

MBOX:

-4.05%

DDIV:

-3.40%

Returns By Period

In the year-to-date period, MBOX achieves a 3.18% return, which is significantly lower than DDIV's 4.10% return.


MBOX

YTD

3.18%

1M

-0.78%

6M

-0.08%

1Y

12.70%

5Y*

N/A

10Y*

N/A

DDIV

YTD

4.10%

1M

-0.96%

6M

9.36%

1Y

25.10%

5Y*

12.29%

10Y*

9.52%

*Annualized

Compare stocks, funds, or ETFs

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MBOX vs. DDIV - Expense Ratio Comparison

MBOX has a 0.39% expense ratio, which is lower than DDIV's 0.60% expense ratio.


Expense ratio chart for DDIV: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for MBOX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

MBOX vs. DDIV — Risk-Adjusted Performance Rank

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

MBOX
The Risk-Adjusted Performance Rank of MBOX is 5959
Overall Rank
The Sharpe Ratio Rank of MBOX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MBOX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MBOX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of MBOX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MBOX is 5858
Martin Ratio Rank

DDIV
The Risk-Adjusted Performance Rank of DDIV is 8484
Overall Rank
The Sharpe Ratio Rank of DDIV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DDIV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DDIV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DDIV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DDIV 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.

MBOX vs. DDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). 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 MBOX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.005.001.171.87
The chart of Sortino ratio for MBOX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.672.59
The chart of Omega ratio for MBOX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.33
The chart of Calmar ratio for MBOX, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.773.17
The chart of Martin ratio for MBOX, currently valued at 5.14, compared to the broader market0.0020.0040.0060.0080.00100.005.149.70
MBOX
DDIV

The current MBOX Sharpe Ratio is 1.17, which is lower than the DDIV Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of MBOX and DDIV, 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 Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.17
1.87
MBOX
DDIV

Dividends

MBOX vs. DDIV - Dividend Comparison

MBOX's dividend yield for the trailing twelve months is around 1.55%, less than DDIV's 2.13% yield.


TTM20242023202220212020201920182017201620152014
MBOX
Freedom Day Dividend ETF
1.55%1.60%2.13%2.87%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
2.13%2.22%3.18%3.60%2.43%2.63%2.93%3.27%2.35%2.45%2.61%2.15%

Drawdowns

MBOX vs. DDIV - Drawdown Comparison

The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum DDIV drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for MBOX and DDIV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-4.05%
-3.40%
MBOX
DDIV

Volatility

MBOX vs. DDIV - Volatility Comparison

The current volatility for Freedom Day Dividend ETF (MBOX) is 3.17%, while First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a volatility of 4.20%. This indicates that MBOX experiences smaller price fluctuations and is considered to be less risky than DDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
3.17%
4.20%
MBOX
DDIV