MFUL vs. MDIV
Compare and contrast key facts about Mindful Conservative ETF (MFUL) and First Trust Multi-Asset Diversified Income Index Fund (MDIV).
MFUL and MDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFUL is an actively managed fund by Mohr Funds. It was launched on Nov 2, 2021. MDIV is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Multi-Asset Diversified Income Index. It was launched on Aug 14, 2012.
Performance
MFUL vs. MDIV - Performance Comparison
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MFUL vs. MDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MFUL Mindful Conservative ETF | -0.53% | 4.51% | 5.36% | 2.24% | -12.46% | -1.61% |
MDIV First Trust Multi-Asset Diversified Income Index Fund | 4.59% | 3.77% | 10.05% | 11.50% | -3.86% | -0.07% |
Returns By Period
In the year-to-date period, MFUL achieves a -0.53% return, which is significantly lower than MDIV's 4.59% return.
MFUL
- 1D
- 0.74%
- 1M
- -2.62%
- YTD
- -0.53%
- 6M
- -0.41%
- 1Y
- 3.24%
- 3Y*
- 3.76%
- 5Y*
- —
- 10Y*
- —
MDIV
- 1D
- 0.56%
- 1M
- -1.47%
- YTD
- 4.59%
- 6M
- 4.22%
- 1Y
- 5.41%
- 3Y*
- 10.12%
- 5Y*
- 6.28%
- 10Y*
- 5.01%
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MFUL vs. MDIV - Expense Ratio Comparison
MFUL has a 1.10% expense ratio, which is higher than MDIV's 0.73% expense ratio.
Return for Risk
MFUL vs. MDIV — Risk / Return Rank
MFUL
MDIV
MFUL vs. MDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mindful Conservative ETF (MFUL) and First Trust Multi-Asset Diversified Income Index Fund (MDIV). 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.
| MFUL | MDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.56 | +0.13 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.80 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.64 | +0.30 |
Martin ratioReturn relative to average drawdown | 3.33 | 2.58 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFUL | MDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.56 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.33 | -0.53 |
Correlation
The correlation between MFUL and MDIV is 0.50, 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.
Dividends
MFUL vs. MDIV - Dividend Comparison
MFUL's dividend yield for the trailing twelve months is around 3.13%, less than MDIV's 6.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFUL Mindful Conservative ETF | 3.13% | 3.31% | 2.59% | 5.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDIV First Trust Multi-Asset Diversified Income Index Fund | 6.30% | 6.51% | 6.40% | 6.08% | 6.71% | 5.30% | 6.00% | 5.90% | 6.76% | 6.04% | 6.35% | 7.38% |
Drawdowns
MFUL vs. MDIV - Drawdown Comparison
The maximum MFUL drawdown since its inception was -16.41%, smaller than the maximum MDIV drawdown of -48.50%. Use the drawdown chart below to compare losses from any high point for MFUL and MDIV.
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Drawdown Indicators
| MFUL | MDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.41% | -48.50% | +32.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.77% | -8.84% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.50% | — |
Current DrawdownCurrent decline from peak | -4.13% | -2.25% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -4.64% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.20% | -1.14% |
Volatility
MFUL vs. MDIV - Volatility Comparison
The current volatility for Mindful Conservative ETF (MFUL) is 1.89%, while First Trust Multi-Asset Diversified Income Index Fund (MDIV) has a volatility of 2.11%. This indicates that MFUL experiences smaller price fluctuations and is considered to be less risky than MDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFUL | MDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 2.11% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 4.82% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 9.73% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.22% | 11.02% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.22% | 15.27% | -11.05% |