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TDIV vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDIV and VUG is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

TDIV vs. VUG - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
390.94%
507.86%
TDIV
VUG

Key characteristics

Sharpe Ratio

TDIV:

0.44

VUG:

0.57

Sortino Ratio

TDIV:

0.78

VUG:

0.95

Omega Ratio

TDIV:

1.10

VUG:

1.13

Calmar Ratio

TDIV:

0.47

VUG:

0.62

Martin Ratio

TDIV:

1.79

VUG:

2.22

Ulcer Index

TDIV:

6.08%

VUG:

6.42%

Daily Std Dev

TDIV:

24.68%

VUG:

24.95%

Max Drawdown

TDIV:

-31.97%

VUG:

-50.68%

Current Drawdown

TDIV:

-13.19%

VUG:

-11.84%

Returns By Period

In the year-to-date period, TDIV achieves a -7.11% return, which is significantly higher than VUG's -8.15% return. Over the past 10 years, TDIV has underperformed VUG with an annualized return of 12.60%, while VUG has yielded a comparatively higher 14.44% annualized return.


TDIV

YTD

-7.11%

1M

-1.05%

6M

-8.42%

1Y

9.31%

5Y*

15.87%

10Y*

12.60%

VUG

YTD

-8.15%

1M

1.63%

6M

-3.83%

1Y

12.88%

5Y*

17.38%

10Y*

14.44%

*Annualized

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TDIV vs. VUG - Expense Ratio Comparison

TDIV has a 0.50% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for TDIV: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TDIV: 0.50%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

TDIV vs. VUG — Risk-Adjusted Performance Rank

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

TDIV
The Risk-Adjusted Performance Rank of TDIV is 5757
Overall Rank
The Sharpe Ratio Rank of TDIV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TDIV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TDIV is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TDIV is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TDIV is 5757
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6666
Overall Rank
The Sharpe Ratio Rank of VUG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDIV vs. VUG - 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 Growth ETF (VUG). 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.


The chart of Sharpe ratio for TDIV, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
TDIV: 0.44
VUG: 0.57
The chart of Sortino ratio for TDIV, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
TDIV: 0.78
VUG: 0.95
The chart of Omega ratio for TDIV, currently valued at 1.10, compared to the broader market0.501.001.502.00
TDIV: 1.10
VUG: 1.13
The chart of Calmar ratio for TDIV, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
TDIV: 0.47
VUG: 0.62
The chart of Martin ratio for TDIV, currently valued at 1.79, compared to the broader market0.0020.0040.0060.00
TDIV: 1.79
VUG: 2.22

The current TDIV Sharpe Ratio is 0.44, which is comparable to the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of TDIV and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.57
TDIV
VUG

Dividends

TDIV vs. VUG - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.83%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.83%1.59%1.74%2.51%1.76%2.08%2.27%2.96%2.27%2.45%2.52%2.80%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

TDIV vs. VUG - Drawdown Comparison

The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TDIV and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.19%
-11.84%
TDIV
VUG

Volatility

TDIV vs. VUG - Volatility Comparison

First Trust NASDAQ Technology Dividend Index Fund (TDIV) and Vanguard Growth ETF (VUG) have volatilities of 16.22% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.22%
16.77%
TDIV
VUG