TDIV vs. MPV
TDIV (First Trust NASDAQ Technology Dividend Index Fund) is Technology Equities fund tracking the NASDAQ Technology Dividend Index, while MPV (Barings Participation Investors) is a stock. Over the past 10 years, TDIV returned 17.38%/yr vs 8.64%/yr for MPV. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
TDIV vs. MPV - Performance Comparison
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Returns By Period
In the year-to-date period, TDIV achieves a 20.64% return, which is significantly higher than MPV's 3.71% return. Over the past 10 years, TDIV has outperformed MPV with an annualized return of 17.38%, while MPV has yielded a comparatively lower 8.64% annualized return.
TDIV
- 1D
- 3.50%
- 1M
- 4.31%
- 6M
- 19.61%
- YTD
- 20.64%
- 1Y
- 29.74%
- 3Y*
- 27.65%
- 5Y*
- 16.92%
- 10Y*
- 17.38%
- ALL TIME*
- 15.98%
MPV
- 1D
- -0.62%
- 1M
- -1.22%
- 6M
- -12.35%
- YTD
- 3.71%
- 1Y
- -7.25%
- 3Y*
- 16.84%
- 5Y*
- 11.11%
- 10Y*
- 8.64%
- ALL TIME*
- 9.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $567.49K | $369.46K | $280.69K | |
| $13.49M | $12.95M | $15.18M |
TDIV vs. MPV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDIV First Trust NASDAQ Technology Dividend Index Fund | 20.64% | 25.27% | 24.43% | 36.71% | -22.13% | 29.49% | 17.55% | 33.27% | -3.18% | 21.95% |
MPV Barings Participation Investors | 3.71% | 0.74% | 20.52% | 39.14% | -10.73% | 31.93% | -21.01% | 14.57% | 14.84% | 7.04% |
Correlation
The correlation between TDIV and MPV is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2012 | 0.10 |
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Return for Risk
TDIV vs. MPV — Risk / Return Rank
TDIV
MPV
TDIV vs. MPV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Barings Participation Investors (MPV). 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.
| TDIV | MPV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.35 | +2.18 |
| Martin ratioReturn relative to average drawdown | 4.99 | -0.78 | +5.77 |
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Drawdowns
TDIV vs. MPV - Drawdown Comparison
The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum MPV drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for TDIV and MPV.
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Drawdown Indicators
| TDIV | MPV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.97% | -54.02% | +22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.34% | -20.76% | +4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.00% | -20.76% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -22.63% | -9.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.97% | -54.02% | +22.05% |
Current DrawdownCurrent decline from peak | -9.26% | -16.79% | +7.53% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -7.78% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 9.37% | -3.40% |
Volatility
TDIV vs. MPV - Volatility Comparison
First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a higher volatility of 6.55% compared to Barings Participation Investors (MPV) at 5.58%. This indicates that TDIV's price experiences larger fluctuations and is considered to be riskier than MPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDIV | MPV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.58% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.62% | 16.17% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.93% | 25.14% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 21.32% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 25.92% | -4.89% |
Dividends
TDIV vs. MPV - Dividend Comparison
TDIV's dividend yield for the trailing twelve months is around 1.30%, less than MPV's 9.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 9.18% | 9.31% | 9.19% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% |
TDIV First Trust NASDAQ Technology Dividend Index Fund | 1.30% | 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 MPV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDIV has higher volatility (6.55%) compared to MPV (5.58%). In terms of maximum drawdown, TDIV dropped -31.97% vs MPV's -54.02%.
TDIV currently has the higher Sharpe Ratio (1.43 vs -0.29), 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.
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