TDIV vs. CG

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust NASDAQ Technology Dividend Index Fund (TDIV) and The Carlyle Group Inc. (CG).

TDIV is a passively managed fund by First Trust that tracks the performance of the NASDAQ Technology Dividend Index. It was launched on Aug 14, 2012.

Performance

TDIV vs. CG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Technology Dividend Index Fund (TDIV) and The Carlyle Group Inc. (CG). The values are adjusted to include any dividend payments, if applicable.

TDIV vs. CG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TDIV First Trust NASDAQ Technology Dividend Index Fund	-2.96%	25.27%	24.43%	36.71%	-22.13%	29.49%	17.55%	33.27%	-3.18%	21.95%
CG The Carlyle Group Inc.	-17.61%	20.20%	28.05%	42.55%	-43.78%	78.46%	1.62%	116.75%	-27.28%	59.83%

Returns By Period

In the year-to-date period, TDIV achieves a -2.96% return, which is significantly higher than CG's -17.61% return. Both investments have delivered pretty close results over the past 10 years, with TDIV having a 15.72% annualized return and CG not far ahead at 16.39%.

TDIV

• 1D: 3.22%
• 1M: -4.89%
• YTD: -2.96%
• 6M: -4.22%
• 1Y: 29.11%
• 3Y*: 22.10%
• 5Y*: 13.44%
• 10Y*: 15.72%

CG

• 1D: 4.24%
• 1M: -6.92%
• YTD: -17.61%
• 6M: -21.80%
• 1Y: 13.94%
• 3Y*: 19.83%
• 5Y*: 8.66%
• 10Y*: 16.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TDIV vs. CG — Risk / Return Rank

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

TDIV

TDIV Risk / Return Rank: 77
TDIV Sharpe Ratio Rank: 73
TDIV Sortino Ratio Rank: 76
TDIV Omega Ratio Rank: 73
TDIV Calmar Ratio Rank: 83
TDIV Martin Ratio Rank: 78

CG

CG Risk / Return Rank: 52
CG Sharpe Ratio Rank: 54
CG Sortino Ratio Rank: 48
CG Omega Ratio Rank: 50
CG Calmar Ratio Rank: 53
CG Martin Ratio Rank: 53

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.

TDIV vs. CG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and The Carlyle Group Inc. (CG). 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.

	TDIV	CG	Difference
Sharpe ratio Return per unit of total volatility	1.24	0.32	+0.92
Sortino ratio Return per unit of downside risk	1.87	0.71	+1.16
Omega ratio Gain probability vs. loss probability	1.26	1.10	+0.16
Calmar ratio Return relative to maximum drawdown	2.26	0.45	+1.81
Martin ratio Return relative to average drawdown	7.82	0.97	+6.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDIV vs. CG - Sharpe Ratio Comparison

The current TDIV Sharpe Ratio is 1.24, which is higher than the CG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of TDIV and CG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TDIV	CG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	0.32	+0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.22	+0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.44	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.32	+0.44

Correlation

The correlation between TDIV and CG is 0.52, 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

TDIV vs. CG - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.50%, less than CG's 2.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TDIV First Trust NASDAQ Technology Dividend Index Fund	1.50%	1.40%	1.59%	1.74%	2.51%	1.76%	2.07%	2.27%	2.97%	2.27%	2.45%	2.52%
CG The Carlyle Group Inc.	2.89%	2.37%	2.77%	3.38%	4.11%	1.82%	3.18%	4.24%	7.87%	5.41%	11.02%	21.70%

Drawdowns

TDIV vs. CG - Drawdown Comparison

The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum CG drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for TDIV and CG.

Drawdown Indicators

	TDIV	CG	Difference
Max Drawdown Largest peak-to-trough decline	-31.97%	-62.69%	+30.72%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-33.80%	+20.73%
Max Drawdown (5Y) Largest decline over 5 years	-31.97%	-56.75%	+24.78%
Max Drawdown (10Y) Largest decline over 10 years	-31.97%	-56.75%	+24.78%
Current Drawdown Current decline from peak	-7.87%	-29.30%	+21.43%
Average Drawdown Average peak-to-trough decline	-4.88%	-21.63%	+16.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	15.53%	-11.76%

Volatility

TDIV vs. CG - Volatility Comparison

The current volatility for First Trust NASDAQ Technology Dividend Index Fund (TDIV) is 6.22%, while The Carlyle Group Inc. (CG) has a volatility of 10.30%. This indicates that TDIV experiences smaller price fluctuations and is considered to be less risky than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDIV	CG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	10.30%	-4.08%
Volatility (6M) Calculated over the trailing 6-month period	13.70%	27.83%	-14.13%
Volatility (1Y) Calculated over the trailing 1-year period	23.52%	43.60%	-20.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.46%	39.39%	-18.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	37.27%	-16.54%