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TDIV vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Global X PureCap MSCI Information Technology ETF (GXPT). 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 19.03% return, which is significantly higher than GXPT's 16.86% return.


TDIV

1D
-2.33%
1M
-0.89%
YTD
19.03%
6M
18.00%
1Y
33.98%
3Y*
28.59%
5Y*
17.24%
10Y*
18.56%

GXPT

1D
-3.44%
1M
-0.96%
YTD
16.86%
6M
15.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDIV vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between TDIV and GXPT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.83

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Return for Risk

TDIV vs. GXPT — Risk / Return Rank

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

TDIV
TDIV Risk / Return Rank: 5353
Overall Rank
TDIV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 4848
Sortino Ratio Rank
TDIV Omega Ratio Rank: 4949
Omega Ratio Rank
TDIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
TDIV Martin Ratio Rank: 5252
Martin Ratio Rank

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


TDIVGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.01

Martin ratioReturn relative to average drawdown

8.56

TDIV vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

TDIV vs. GXPT - Drawdown Comparison

The maximum TDIV drawdown since its inception was -31.97%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for TDIV and GXPT.


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Drawdown Indicators


TDIVGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-31.97%

-18.74%

-13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

-10.47%

-8.72%

-1.75%

Average Drawdown

Average peak-to-trough decline

-4.85%

-5.04%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

Volatility

TDIV vs. GXPT - Volatility Comparison


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Volatility by Period


TDIVGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

22.91%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

22.91%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.96%

22.91%

-1.95%

TDIV vs. GXPT - Expense Ratio Comparison

TDIV has a 0.50% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

TDIV vs. GXPT - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.22%, more than GXPT's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPT
Global X PureCap MSCI Information Technology ETF
0.12%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.22%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 GXPT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.50% for TDIV.

TDIV has the higher dividend yield at 1.22%, compared with 0.12% for GXPT.

TDIV tracks NASDAQ Technology Dividend Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.50% for TDIV and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for TDIV and GXPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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