TDIV vs. VNQ
Compare and contrast key facts about First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Vanguard Real Estate ETF (VNQ).
TDIV and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both TDIV and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDIV or VNQ.
Key characteristics
| TDIV | VNQ | |
|---|---|---|
| YTD Return | 26.37% | 10.24% |
| 1Y Return | 35.99% | 24.63% |
| 3Y Return (Ann) | 12.30% | -0.98% |
| 5Y Return (Ann) | 16.19% | 4.31% |
| 10Y Return (Ann) | 13.87% | 6.08% |
| Sharpe Ratio | 2.25 | 1.85 |
| Sortino Ratio | 3.03 | 2.65 |
| Omega Ratio | 1.38 | 1.33 |
| Calmar Ratio | 3.43 | 1.17 |
| Martin Ratio | 12.86 | 7.06 |
| Ulcer Index | 3.05% | 4.47% |
| Daily Std Dev | 17.40% | 17.09% |
| Max Drawdown | -31.97% | -73.07% |
| Current Drawdown | -2.44% | -9.06% |
Correlation
The correlation between TDIV and VNQ is 0.51, 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.
Performance
TDIV vs. VNQ - Performance Comparison
In the year-to-date period, TDIV achieves a 26.37% return, which is significantly higher than VNQ's 10.24% return. Over the past 10 years, TDIV has outperformed VNQ with an annualized return of 13.87%, while VNQ has yielded a comparatively lower 6.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TDIV vs. VNQ - Expense Ratio Comparison
TDIV has a 0.50% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
TDIV vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
TDIV vs. VNQ - Dividend Comparison
TDIV's dividend yield for the trailing twelve months is around 1.56%, less than VNQ's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDIV First Trust NASDAQ Technology Dividend Index Fund | 1.56% | 1.74% | 2.51% | 1.76% | 2.08% | 2.27% | 2.96% | 2.27% | 2.45% | 2.52% | 2.80% | 2.31% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
TDIV vs. VNQ - Drawdown Comparison
The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for TDIV and VNQ. For additional features, visit the drawdowns tool.
Volatility
TDIV vs. VNQ - Volatility Comparison
The current volatility for First Trust NASDAQ Technology Dividend Index Fund (TDIV) is 4.73%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.25%. This indicates that TDIV experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.