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RDVI vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDVI vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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RDVI vs. COSW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RDVI achieves a 0.21% return, which is significantly lower than COSW's 17.85% return.


RDVI

1D
-0.04%
1M
-2.76%
YTD
0.21%
6M
3.49%
1Y
17.02%
3Y*
15.75%
5Y*
10Y*

COSW

1D
0.56%
1M
-1.19%
YTD
17.85%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDVI vs. COSW - Expense Ratio Comparison

RDVI has a 0.75% expense ratio, which is lower than COSW's 0.99% expense ratio.


Return for Risk

RDVI vs. COSW — Risk / Return Rank

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

RDVI
RDVI Risk / Return Rank: 4949
Overall Rank
RDVI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RDVI Sortino Ratio Rank: 4949
Sortino Ratio Rank
RDVI Omega Ratio Rank: 4949
Omega Ratio Rank
RDVI Calmar Ratio Rank: 4646
Calmar Ratio Rank
RDVI Martin Ratio Rank: 5555
Martin Ratio Rank

COSW
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.

RDVI vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Roundhill COST WeeklyPay ETF (COSW). 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.


RDVICOSWDifference

Sharpe ratio

Return per unit of total volatility

0.92

Sortino ratio

Return per unit of downside risk

1.41

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.41

Martin ratio

Return relative to average drawdown

6.33

RDVI vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RDVICOSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.50

+0.56

Correlation

The correlation between RDVI and COSW is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RDVI vs. COSW - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 8.38%, less than COSW's 12.19% yield.


TTM2025202420232022
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.38%8.10%8.62%8.45%1.53%
COSW
Roundhill COST WeeklyPay ETF
12.19%4.96%0.00%0.00%0.00%

Drawdowns

RDVI vs. COSW - Drawdown Comparison

The maximum RDVI drawdown since its inception was -18.35%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for RDVI and COSW.


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Drawdown Indicators


RDVICOSWDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-12.17%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

Current Drawdown

Current decline from peak

-5.32%

-2.74%

-2.58%

Average Drawdown

Average peak-to-trough decline

-3.28%

-4.04%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

RDVI vs. COSW - Volatility Comparison


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Volatility by Period


RDVICOSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

25.26%

-6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

25.26%

-8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

25.26%

-8.23%