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RNDV vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNDV vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Equity Dividend Select ETF (RNDV) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNDV achieves a 16.69% return, which is significantly higher than FTAG's 10.75% return.


RNDV

1D
-1.01%
1M
8.04%
YTD
16.69%
6M
16.73%
1Y
31.60%
3Y*
17.67%
5Y*
9.28%
10Y*

FTAG

1D
0.23%
1M
-2.29%
YTD
10.75%
6M
12.16%
1Y
14.00%
3Y*
5.07%
5Y*
0.66%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNDV vs. FTAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNDV
US Equity Dividend Select ETF
16.69%14.27%11.05%9.77%-7.55%28.99%5.51%27.34%-7.11%9.90%
FTAG
First Trust Indxx Global Agriculture ETF
10.75%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-19.46%13.64%

Correlation

The correlation between RNDV and FTAG is 0.52, 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

0.52

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

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2017

0.53

The correlation between RNDV and FTAG shifts across timeframes, from 0.52 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

RNDV vs. FTAG - Sectors Allocation Comparison


Sectors
RNDV
FTAG

Technology

34.0%

-

Healthcare

13.6%
7.8%

Financial Services

10.7%

-

Consumer Cyclical

9.7%
4.2%

Industrials

9.4%
24.1%

Consumer Defensive

5.8%
8.4%

Energy

5.0%

-

Communication Services

4.8%

-

Utilities

2.6%

-

Real Estate

2.4%

-

Basic Materials

1.7%
55.5%

Technology

RNDV
34.0%
FTAG

-

Healthcare

RNDV
13.6%
FTAG
7.8%

Financial Services

RNDV
10.7%
FTAG

-

Consumer Cyclical

RNDV
9.7%
FTAG
4.2%

Industrials

RNDV
9.4%
FTAG
24.1%

Consumer Defensive

RNDV
5.8%
FTAG
8.4%

Energy

RNDV
5.0%
FTAG

-

Communication Services

RNDV
4.8%
FTAG

-

Utilities

RNDV
2.6%
FTAG

-

Real Estate

RNDV
2.4%
FTAG

-

Basic Materials

RNDV
1.7%
FTAG
55.5%

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Return for Risk

RNDV vs. FTAG — Risk / Return Rank

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

RNDV
RNDV Risk / Return Rank: 6969
Overall Rank
RNDV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RNDV Sortino Ratio Rank: 7474
Sortino Ratio Rank
RNDV Omega Ratio Rank: 6969
Omega Ratio Rank
RNDV Calmar Ratio Rank: 6868
Calmar Ratio Rank
RNDV Martin Ratio Rank: 6363
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 2828
Overall Rank
FTAG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTAG Omega Ratio Rank: 2626
Omega Ratio Rank
FTAG Calmar Ratio Rank: 3131
Calmar Ratio Rank
FTAG Martin Ratio Rank: 2727
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.

RNDV vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Equity Dividend Select ETF (RNDV) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


RNDVFTAGDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.41

1.18

+0.23

Calmar ratioReturn relative to maximum drawdown

3.37

1.52

+1.85

Martin ratioReturn relative to average drawdown

11.35

3.75

+7.59

RNDV vs. FTAG - Sharpe Ratio Comparison

The current RNDV Sharpe Ratio is 2.34, which is higher than the FTAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RNDV and FTAG, 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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Sharpe Ratios by Period


RNDVFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.01

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.04

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.33

+0.95

Drawdowns

RNDV vs. FTAG - Drawdown Comparison

The maximum RNDV drawdown since its inception was -37.44%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for RNDV and FTAG.


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Drawdown Indicators


RNDVFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-37.44%

-90.89%

+53.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-9.25%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-21.87%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-32.77%

+13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-1.01%

-78.58%

+77.57%

Average Drawdown

Average peak-to-trough decline

-4.87%

-71.24%

+66.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.74%

-0.95%

Volatility

RNDV vs. FTAG - Volatility Comparison

US Equity Dividend Select ETF (RNDV) has a higher volatility of 3.82% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 3.47%. This indicates that RNDV's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNDVFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

3.47%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

10.53%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

13.93%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

17.38%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

19.66%

-0.79%

RNDV vs. FTAG - Expense Ratio Comparison

RNDV has a 0.50% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Dividends

RNDV vs. FTAG - Dividend Comparison

RNDV's dividend yield for the trailing twelve months is around 2.33%, more than FTAG's 1.37% yield.


PositionTTM20252024202320222021202020192018201720162015
FTAG
First Trust Indxx Global Agriculture ETF
1.37%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%
RNDV
US Equity Dividend Select ETF
2.33%2.70%2.55%3.10%2.52%1.95%2.44%2.85%4.09%1.10%0.00%0.00%

Frequently Asked Questions


RNDV and FTAG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNDV has higher volatility (3.82%) compared to FTAG (3.47%). In terms of maximum drawdown, RNDV dropped -37.44% vs FTAG's -90.89%.

On 5-year performance, RNDV leads with 9.28% vs 0.66% for FTAG. On fees, RNDV is cheaper at 0.50% per year. On volatility, FTAG has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RNDV has performed better with a 9.28% return vs 0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RNDV is cheaper with a 0.50% expense ratio, compared with 0.70% for FTAG.

RNDV has the higher dividend yield at 2.33%, compared with 1.37% for FTAG.

RNDV tracks Nasdaq Riskalyze US Large Cap Select Dividend Index, while FTAG tracks Indxx Global Agriculture Index. Their fees differ too: 0.50% for RNDV and 0.70% for FTAG.

RNDV currently has the higher Sharpe Ratio (2.34 vs 1.01), 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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