NVDA vs. FDL
NVDA (NVIDIA Corporation) is a stock, while FDL (First Trust Morningstar Dividend Leaders Index Fund) is Large Cap Value Equities fund tracking the Morningstar Dividend Leaders Index. Over the past 10 years, NVDA returned 64.47%/yr vs 11.08%/yr for FDL. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
NVDA vs. FDL - Performance Comparison
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Returns By Period
In the year-to-date period, NVDA achieves a 10.93% return, which is significantly lower than FDL's 18.62% return. Over the past 10 years, NVDA has outperformed FDL with an annualized return of 64.47%, while FDL has yielded a comparatively lower 11.08% annualized return.
NVDA
- 1D
- 2.93%
- 1M
- 6.06%
- 6M
- 11.47%
- YTD
- 10.93%
- 1Y
- 19.11%
- 3Y*
- 66.72%
- 5Y*
- 59.20%
- 10Y*
- 64.47%
- ALL TIME*
- 36.41%
FDL
- 1D
- 0.39%
- 1M
- 3.67%
- 6M
- 9.83%
- YTD
- 18.62%
- 1Y
- 28.15%
- 3Y*
- 19.02%
- 5Y*
- 14.10%
- 10Y*
- 11.08%
- ALL TIME*
- 8.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.38M | $49.50M | $43.21M | |
| $26.31B | $26.07B | $32.04B |
NVDA vs. FDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 10.93% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 18.62% | 14.79% | 17.98% | 2.94% | 6.66% | 26.10% | -4.30% | 24.41% | -5.99% | 12.02% |
Correlation
The correlation between NVDA and FDL is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2006 | 0.31 |
The correlation between NVDA and FDL shifts across timeframes, from -0.27 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NVDA vs. FDL — Risk / Return Rank
NVDA
FDL
NVDA vs. FDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.
| NVDA | FDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 6.62 | -5.67 |
| Martin ratioReturn relative to average drawdown | 1.93 | 15.62 | -13.69 |
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Drawdowns
NVDA vs. FDL - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for NVDA and FDL.
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Drawdown Indicators
| NVDA | FDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -65.93% | -23.79% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -4.27% | -15.94% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -12.24% | -24.64% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -16.46% | -49.88% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -41.40% | -24.94% |
Current DrawdownCurrent decline from peak | -12.24% | -1.58% | -10.66% |
Average DrawdownAverage peak-to-trough decline | -36.07% | -9.59% | -26.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.93% | 1.81% | +8.12% |
Volatility
NVDA vs. FDL - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 12.25% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.65%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDA | FDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.25% | 4.65% | +7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 28.43% | 8.75% | +19.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.50% | 11.89% | +24.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.91% | 14.44% | +37.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.97% | 17.16% | +32.81% |
Dividends
NVDA vs. FDL - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, less than FDL's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDL First Trust Morningstar Dividend Leaders Index Fund | 3.58% | 4.04% | 4.96% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
Frequently Asked Questions
NVDA and FDL have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDA has higher volatility (12.25%) compared to FDL (4.65%). In terms of maximum drawdown, NVDA dropped -89.72% vs FDL's -65.93%.
FDL currently has the higher Sharpe Ratio (2.38 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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