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RSDE vs. FDND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSDE vs. FDND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and FT Vest Dow Jones Internet & Target Income ETF (FDND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSDE achieves a 6.37% return, which is significantly higher than FDND's 2.87% return.


RSDE

1D
0.26%
1M
2.00%
YTD
6.37%
6M
6.69%
1Y
13.68%
3Y*
5Y*
10Y*

FDND

1D
0.44%
1M
4.27%
YTD
2.87%
6M
2.21%
1Y
6.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSDE vs. FDND - Yearly Performance Comparison


Correlation

The correlation between RSDE and FDND is 0.50, 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

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

0.54

The correlation between RSDE and FDND has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

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Return for Risk

RSDE vs. FDND — Risk / Return Rank

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

RSDE
RSDE Risk / Return Rank: 5454
Overall Rank
RSDE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RSDE Sortino Ratio Rank: 5252
Sortino Ratio Rank
RSDE Omega Ratio Rank: 5050
Omega Ratio Rank
RSDE Calmar Ratio Rank: 5858
Calmar Ratio Rank
RSDE Martin Ratio Rank: 5959
Martin Ratio Rank

FDND
FDND Risk / Return Rank: 1414
Overall Rank
FDND Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FDND Sortino Ratio Rank: 1515
Sortino Ratio Rank
FDND Omega Ratio Rank: 1515
Omega Ratio Rank
FDND Calmar Ratio Rank: 1313
Calmar Ratio Rank
FDND Martin Ratio Rank: 1313
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.

RSDE vs. FDND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and FT Vest Dow Jones Internet & Target Income ETF (FDND). 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.


RSDEFDNDDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratioReturn relative to maximum drawdown

2.84

0.34

+2.51

Martin ratioReturn relative to average drawdown

10.25

0.82

+9.44

RSDE vs. FDND - Sharpe Ratio Comparison

The current RSDE Sharpe Ratio is 1.72, which is higher than the FDND Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RSDE and FDND, 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


RSDEFDNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

0.38

+1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.61

+0.36

Drawdowns

RSDE vs. FDND - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, smaller than the maximum FDND drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for RSDE and FDND.


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Drawdown Indicators


RSDEFDNDDifference

Max Drawdown

Largest peak-to-trough decline

-10.77%

-24.12%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-20.49%

+15.66%

Current Drawdown

Current decline from peak

0.00%

-3.82%

+3.82%

Average Drawdown

Average peak-to-trough decline

-1.28%

-5.67%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

8.39%

-7.05%

Volatility

RSDE vs. FDND - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) is 1.38%, while FT Vest Dow Jones Internet & Target Income ETF (FDND) has a volatility of 5.28%. This indicates that RSDE experiences smaller price fluctuations and is considered to be less risky than FDND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSDEFDNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

5.28%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

14.05%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

18.28%

-10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

21.39%

-10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

21.39%

-10.37%

RSDE vs. FDND - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is higher than FDND's 0.75% expense ratio.


Dividends

RSDE vs. FDND - Dividend Comparison

RSDE has not paid dividends to shareholders, while FDND's dividend yield for the trailing twelve months is around 7.94%.


Frequently Asked Questions


RSDE and FDND have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDND has higher volatility (5.28%) compared to RSDE (1.38%). In terms of maximum drawdown, RSDE dropped -10.77% vs FDND's -24.12%.

On 1-year performance, RSDE leads with 13.68% vs 6.84% for FDND. On fees, FDND is cheaper at 0.75% per year. On volatility, RSDE has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSDE has performed better with a 13.68% return vs 6.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDND is cheaper with a 0.75% expense ratio, compared with 0.85% for RSDE.

FDND has the higher dividend yield at 7.94%, compared with 0.00% for RSDE.

RSDE is categorized as Defined Outcome, while FDND is Technology Equities. Their fees differ too: 0.85% for RSDE and 0.75% for FDND.

RSDE currently has the higher Sharpe Ratio (1.72 vs 0.38), 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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