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RDVI vs. HRCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDVI vs. HRCPX - 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 Carillon ClariVest Capital Appreciation Fund (HRCPX). The values are adjusted to include any dividend payments, if applicable.

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RDVI vs. HRCPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
0.25%17.93%14.56%18.63%9.91%
HRCPX
Carillon ClariVest Capital Appreciation Fund
-7.83%23.00%35.17%39.55%-0.31%

Returns By Period

In the year-to-date period, RDVI achieves a 0.25% return, which is significantly higher than HRCPX's -7.83% return.


RDVI

1D
0.78%
1M
-3.99%
YTD
0.25%
6M
4.09%
1Y
17.90%
3Y*
15.91%
5Y*
10Y*

HRCPX

1D
3.80%
1M
-4.91%
YTD
-7.83%
6M
-5.41%
1Y
24.05%
3Y*
23.65%
5Y*
13.38%
10Y*
15.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDVI vs. HRCPX - Expense Ratio Comparison

RDVI has a 0.75% expense ratio, which is lower than HRCPX's 1.00% expense ratio.


Return for Risk

RDVI vs. HRCPX — Risk / Return Rank

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

RDVI
RDVI Risk / Return Rank: 5555
Overall Rank
RDVI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RDVI Sortino Ratio Rank: 5353
Sortino Ratio Rank
RDVI Omega Ratio Rank: 5454
Omega Ratio Rank
RDVI Calmar Ratio Rank: 5353
Calmar Ratio Rank
RDVI Martin Ratio Rank: 6262
Martin Ratio Rank

HRCPX
HRCPX Risk / Return Rank: 6666
Overall Rank
HRCPX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HRCPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HRCPX Omega Ratio Rank: 6161
Omega Ratio Rank
HRCPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
HRCPX Martin Ratio Rank: 6868
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.

RDVI vs. HRCPX - 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 Carillon ClariVest Capital Appreciation Fund (HRCPX). 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.


RDVIHRCPXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.12

-0.15

Sortino ratio

Return per unit of downside risk

1.47

1.72

-0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.44

1.89

-0.44

Martin ratio

Return relative to average drawdown

6.52

6.66

-0.14

RDVI vs. HRCPX - Sharpe Ratio Comparison

The current RDVI Sharpe Ratio is 0.97, which is comparable to the HRCPX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RDVI and HRCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RDVIHRCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.12

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.58

+0.48

Correlation

The correlation between RDVI and HRCPX is 0.60, 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

RDVI vs. HRCPX - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 8.38%, more than HRCPX's 4.46% yield.


TTM20252024202320222021202020192018201720162015
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.38%8.10%8.62%8.45%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HRCPX
Carillon ClariVest Capital Appreciation Fund
4.46%4.11%12.74%11.75%21.31%6.96%15.23%1.57%10.41%6.44%6.36%15.16%

Drawdowns

RDVI vs. HRCPX - Drawdown Comparison

The maximum RDVI drawdown since its inception was -18.35%, smaller than the maximum HRCPX drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for RDVI and HRCPX.


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Drawdown Indicators


RDVIHRCPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-56.83%

+38.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-13.43%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-31.75%

Max Drawdown (10Y)

Largest decline over 10 years

-31.85%

Current Drawdown

Current decline from peak

-5.28%

-10.14%

+4.86%

Average Drawdown

Average peak-to-trough decline

-3.27%

-9.19%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.80%

-1.00%

Volatility

RDVI vs. HRCPX - Volatility Comparison

The current volatility for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) is 5.38%, while Carillon ClariVest Capital Appreciation Fund (HRCPX) has a volatility of 6.67%. This indicates that RDVI experiences smaller price fluctuations and is considered to be less risky than HRCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDVIHRCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

6.67%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

12.54%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

22.50%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

21.45%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

21.15%

-4.11%