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RDVY vs. HIGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDVY vs. HIGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Rising Dividend Achievers ETF (RDVY) and Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDVY achieves a 13.93% return, which is significantly higher than HIGH's -0.70% return.


RDVY

1D
0.47%
1M
4.92%
YTD
13.93%
6M
11.90%
1Y
28.72%
3Y*
21.86%
5Y*
12.43%
10Y*
16.57%

HIGH

1D
0.09%
1M
0.18%
YTD
-0.70%
6M
-1.97%
1Y
-2.21%
3Y*
2.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDVY vs. HIGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
RDVY
First Trust Rising Dividend Achievers ETF
13.93%18.90%16.41%20.38%3.28%
HIGH
Simplify Enhanced Income ETF
-0.70%4.35%1.52%7.70%0.47%

Correlation

The correlation between RDVY and HIGH is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2022

0.37

Over the past year, RDVY and HIGH have become more correlated (0.60) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

RDVY vs. HIGH — Risk / Return Rank

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

RDVY
RDVY Risk / Return Rank: 7171
Overall Rank
RDVY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 7171
Sortino Ratio Rank
RDVY Omega Ratio Rank: 6565
Omega Ratio Rank
RDVY Calmar Ratio Rank: 7070
Calmar Ratio Rank
RDVY Martin Ratio Rank: 7878
Martin Ratio Rank

HIGH
HIGH Risk / Return Rank: 77
Overall Rank
HIGH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 66
Sortino Ratio Rank
HIGH Omega Ratio Rank: 66
Omega Ratio Rank
HIGH Calmar Ratio Rank: 77
Calmar Ratio Rank
HIGH Martin Ratio Rank: 88
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.

RDVY vs. HIGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Rising Dividend Achievers ETF (RDVY) and Simplify Enhanced Income ETF (HIGH). 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.


RDVYHIGHDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+3.15

Omega ratioGain probability vs. loss probability

1.35

0.96

+0.39

Calmar ratioReturn relative to maximum drawdown

3.19

-0.23

+3.43

Martin ratioReturn relative to average drawdown

13.43

-0.33

+13.75

RDVY vs. HIGH - Sharpe Ratio Comparison

The current RDVY Sharpe Ratio is 2.00, which is higher than the HIGH Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of RDVY and HIGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDVY vs. HIGH - Drawdown Comparison

The maximum RDVY drawdown since its inception was -40.60%, which is greater than HIGH's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for RDVY and HIGH.


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Drawdown Indicators


RDVYHIGHDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-9.50%

-31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-9.50%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

-9.50%

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-0.94%

-7.41%

+6.47%

Average Drawdown

Average peak-to-trough decline

-4.98%

-2.45%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

6.74%

-4.60%

Volatility

RDVY vs. HIGH - Volatility Comparison

First Trust Rising Dividend Achievers ETF (RDVY) has a higher volatility of 5.06% compared to Simplify Enhanced Income ETF (HIGH) at 1.92%. This indicates that RDVY's price experiences larger fluctuations and is considered to be riskier than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDVYHIGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

1.92%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

3.81%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.47%

8.79%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

9.53%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

9.53%

+11.57%

RDVY vs. HIGH - Expense Ratio Comparison

RDVY has a 0.47% expense ratio, which is lower than HIGH's 0.51% expense ratio.


Dividends

RDVY vs. HIGH - Dividend Comparison

RDVY's dividend yield for the trailing twelve months is around 0.89%, less than HIGH's 7.35% yield.


PositionTTM20252024202320222021202020192018201720162015
HIGH
Simplify Enhanced Income ETF
7.35%7.71%8.34%9.40%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDVY
First Trust Rising Dividend Achievers ETF
0.89%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


RDVY and HIGH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDVY has higher volatility (5.06%) compared to HIGH (1.92%). In terms of maximum drawdown, RDVY dropped -40.60% vs HIGH's -9.50%.

On 3-year performance, RDVY leads with 21.86% vs 2.75% for HIGH. On fees, RDVY is cheaper at 0.47% per year. On volatility, HIGH has been the lower-risk option at 1.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RDVY has performed better with a 21.86% return vs 2.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDVY is cheaper with a 0.47% expense ratio, compared with 0.51% for HIGH.

HIGH has the higher dividend yield at 7.35%, compared with 0.89% for RDVY.

RDVY is categorized as Dividend, while HIGH is Derivative Income. They also come from different issuers: First Trust and Simplify. Their fees differ too: 0.47% for RDVY and 0.51% for HIGH.

RDVY currently has the higher Sharpe Ratio (2.00 vs -0.25), 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.

Portfolio Optimizer

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