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TDIV vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV vs. GDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TDIV achieves a 23.55% return, which is significantly higher than GDX's -0.58% return. Over the past 10 years, TDIV has outperformed GDX with an annualized return of 18.79%, while GDX has yielded a comparatively lower 13.81% annualized return.


TDIV

1D
1.96%
1M
6.70%
YTD
23.55%
6M
23.56%
1Y
40.67%
3Y*
28.46%
5Y*
18.13%
10Y*
18.79%

GDX

1D
6.55%
1M
-2.38%
YTD
-0.58%
6M
1.22%
1Y
57.71%
3Y*
41.18%
5Y*
19.97%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDIV vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDIV
First Trust NASDAQ Technology Dividend Index Fund
23.55%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-3.18%21.95%
GDX
VanEck Gold Miners ETF
-0.58%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Correlation

The correlation between TDIV and GDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.31

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2012

0.19

The correlation between TDIV and GDX shifts across timeframes, from 0.19 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TDIV vs. GDX — Risk / Return Rank

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

TDIV
TDIV Risk / Return Rank: 6969
Overall Rank
TDIV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
TDIV Omega Ratio Rank: 6666
Omega Ratio Rank
TDIV Calmar Ratio Rank: 7777
Calmar Ratio Rank
TDIV Martin Ratio Rank: 6666
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GDX Omega Ratio Rank: 3838
Omega Ratio Rank
GDX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GDX Martin Ratio Rank: 3333
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.

TDIV vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and VanEck Gold Miners ETF (GDX). 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.


TDIVGDXDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

3.60

1.60

+2.00

Martin ratioReturn relative to average drawdown

10.83

4.39

+6.43

TDIV vs. GDX - Sharpe Ratio Comparison

The current TDIV Sharpe Ratio is 2.07, which is higher than the GDX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TDIV and GDX, 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

TDIV vs. GDX - Drawdown Comparison

The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for TDIV and GDX.


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Drawdown Indicators


TDIVGDXDifference

Max Drawdown

Largest peak-to-trough decline

-31.97%

-80.34%

+48.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-36.28%

+24.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-36.28%

+13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-46.51%

+14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

-49.79%

+17.82%

Current Drawdown

Current decline from peak

-7.08%

-26.39%

+19.31%

Average Drawdown

Average peak-to-trough decline

-4.85%

-40.41%

+35.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

13.22%

-9.45%

Volatility

TDIV vs. GDX - Volatility Comparison

The current volatility for First Trust NASDAQ Technology Dividend Index Fund (TDIV) is 10.01%, while VanEck Gold Miners ETF (GDX) has a volatility of 18.56%. This indicates that TDIV experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIVGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

18.56%

-8.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

39.52%

-23.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

47.30%

-27.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

36.86%

-15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

37.37%

-16.39%

TDIV vs. GDX - Expense Ratio Comparison

TDIV has a 0.50% expense ratio, which is lower than GDX's 0.51% expense ratio.


Dividends

TDIV vs. GDX - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.18%, more than GDX's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.74%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.18%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Frequently Asked Questions


TDIV and GDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (18.56%) compared to TDIV (10.01%). In terms of maximum drawdown, TDIV dropped -31.97% vs GDX's -80.34%.

On 10-year performance, TDIV leads with 18.79% vs 13.81% for GDX. On fees, TDIV is cheaper at 0.50% per year. On volatility, TDIV has been the lower-risk option at 10.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TDIV has performed better with a 18.79% return vs 13.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDIV is cheaper with a 0.50% expense ratio, compared with 0.51% for GDX.

TDIV has the higher dividend yield at 1.18%, compared with 0.74% for GDX.

TDIV is categorized as Technology Equities, while GDX is Gold. TDIV tracks NASDAQ Technology Dividend Index, while GDX tracks NYSE MarketVector Global Gold Miners Index. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.50% for TDIV and 0.51% for GDX.

TDIV currently has the higher Sharpe Ratio (2.07 vs 1.23), 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

Find the right allocation for TDIV and GDX

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