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RDVI vs. QRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDVI vs. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

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RDVI vs. QRMI - 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%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
-2.50%3.76%14.72%11.73%-1.02%

Returns By Period

In the year-to-date period, RDVI achieves a 0.25% return, which is significantly higher than QRMI's -2.50% return.


RDVI

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

QRMI

1D
0.75%
1M
-2.37%
YTD
-2.50%
6M
1.31%
1Y
2.76%
3Y*
6.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDVI vs. QRMI - Expense Ratio Comparison

RDVI has a 0.75% expense ratio, which is higher than QRMI's 0.60% expense ratio.


Return for Risk

RDVI vs. QRMI — 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

QRMI
QRMI Risk / Return Rank: 2121
Overall Rank
QRMI Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QRMI Sortino Ratio Rank: 1919
Sortino Ratio Rank
QRMI Omega Ratio Rank: 2020
Omega Ratio Rank
QRMI Calmar Ratio Rank: 2323
Calmar Ratio Rank
QRMI Martin Ratio Rank: 2323
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. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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.


RDVIQRMIDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.36

+0.61

Sortino ratio

Return per unit of downside risk

1.47

0.55

+0.92

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratio

Return relative to maximum drawdown

1.44

0.55

+0.90

Martin ratio

Return relative to average drawdown

6.52

1.59

+4.93

RDVI vs. QRMI - Sharpe Ratio Comparison

The current RDVI Sharpe Ratio is 0.97, which is higher than the QRMI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of RDVI and QRMI, 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


RDVIQRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.36

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.09

+0.97

Correlation

The correlation between RDVI and QRMI is 0.51, 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. QRMI - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 8.38%, less than QRMI's 12.66% yield.


TTM20252024202320222021
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.38%8.10%8.62%8.45%1.53%0.00%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.66%12.28%11.80%12.44%10.65%3.36%

Drawdowns

RDVI vs. QRMI - Drawdown Comparison

The maximum RDVI drawdown since its inception was -18.35%, smaller than the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for RDVI and QRMI.


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Drawdown Indicators


RDVIQRMIDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-20.95%

+2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-5.04%

-7.61%

Current Drawdown

Current decline from peak

-5.28%

-3.54%

-1.74%

Average Drawdown

Average peak-to-trough decline

-3.27%

-8.25%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.74%

+1.06%

Volatility

RDVI vs. QRMI - Volatility Comparison

FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) has a higher volatility of 5.38% compared to Global X NASDAQ 100 Risk Managed Income ETF (QRMI) at 3.02%. This indicates that RDVI's price experiences larger fluctuations and is considered to be riskier than QRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDVIQRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.02%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

4.93%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

7.77%

+10.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

8.46%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

8.46%

+8.58%