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MDAA vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDAA vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Myriad Dynamic Asset Allocation ETF (MDAA) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDAA achieves a 20.16% return, which is significantly higher than FDL's 11.33% return.


MDAA

1D
-0.27%
1M
3.45%
YTD
20.16%
6M
20.45%
1Y
3Y*
5Y*
10Y*

FDL

1D
-0.16%
1M
-3.91%
YTD
11.33%
6M
11.38%
1Y
21.02%
3Y*
18.63%
5Y*
12.95%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDAA vs. FDL - Yearly Performance Comparison


Correlation

The correlation between MDAA and FDL is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.00

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Return for Risk

MDAA vs. FDL — Risk / Return Rank

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

MDAA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FDL
FDL Risk / Return Rank: 6565
Overall Rank
FDL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 6262
Sortino Ratio Rank
FDL Omega Ratio Rank: 5353
Omega Ratio Rank
FDL Calmar Ratio Rank: 8888
Calmar Ratio Rank
FDL Martin Ratio Rank: 6666
Martin Ratio Rank
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.

MDAA vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Myriad Dynamic Asset Allocation ETF (MDAA) 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.

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.


MDAAFDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

4.94

Martin ratioReturn relative to average drawdown

11.71

MDAA vs. FDL - Sharpe Ratio Comparison


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Drawdowns

MDAA vs. FDL - Drawdown Comparison

The maximum MDAA drawdown since its inception was -14.59%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for MDAA and FDL.


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Drawdown Indicators


MDAAFDLDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-65.93%

+51.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-2.71%

-4.24%

+1.53%

Average Drawdown

Average peak-to-trough decline

-3.03%

-9.64%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

MDAA vs. FDL - Volatility Comparison


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Volatility by Period


MDAAFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

11.51%

+13.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

14.30%

+10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

17.13%

+7.85%

MDAA vs. FDL - Expense Ratio Comparison

MDAA has a 0.97% expense ratio, which is higher than FDL's 0.43% expense ratio.


Dividends

MDAA vs. FDL - Dividend Comparison

MDAA's dividend yield for the trailing twelve months is around 0.38%, less than FDL's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.74%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
MDAA
Myriad Dynamic Asset Allocation ETF
0.38%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MDAA and FDL have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FDL is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FDL is cheaper with a 0.43% expense ratio, compared with 0.97% for MDAA.

FDL has the higher dividend yield at 3.74%, compared with 0.38% for MDAA.

MDAA is categorized as Diversified Portfolio, while FDL is Large Cap Value Equities. They also come from different issuers: Myriad and First Trust. Their fees differ too: 0.97% for MDAA and 0.43% for FDL.

Portfolio Optimizer

Find the right allocation for MDAA and FDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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