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

Correlation

The correlation between TDIV and VUG is 0.85, 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.


-0.50.00.51.00.8

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.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
430.36%
572.80%
TDIV
VUG

Key characteristics

Sharpe Ratio

TDIV:

1.54

VUG:

2.11

Sortino Ratio

TDIV:

2.13

VUG:

2.74

Omega Ratio

TDIV:

1.27

VUG:

1.39

Calmar Ratio

TDIV:

2.41

VUG:

2.81

Martin Ratio

TDIV:

8.66

VUG:

11.02

Ulcer Index

TDIV:

3.18%

VUG:

3.31%

Daily Std Dev

TDIV:

17.84%

VUG:

17.27%

Max Drawdown

TDIV:

-31.97%

VUG:

-50.68%

Current Drawdown

TDIV:

-3.68%

VUG:

-2.41%

Returns By Period

In the year-to-date period, TDIV achieves a 24.86% return, which is significantly lower than VUG's 34.89% return. Over the past 10 years, TDIV has underperformed VUG with an annualized return of 13.41%, while VUG has yielded a comparatively higher 15.88% annualized return.


TDIV

YTD

24.86%

1M

-0.63%

6M

4.45%

1Y

25.31%

5Y*

15.18%

10Y*

13.41%

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TDIV vs. VUG - Expense Ratio Comparison

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


TDIV
First Trust NASDAQ Technology Dividend Index Fund
Expense ratio chart for TDIV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TDIV, currently valued at 1.54, compared to the broader market0.002.004.001.542.11
The chart of Sortino ratio for TDIV, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.132.74
The chart of Omega ratio for TDIV, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.39
The chart of Calmar ratio for TDIV, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.412.81
The chart of Martin ratio for TDIV, currently valued at 8.66, compared to the broader market0.0020.0040.0060.0080.00100.008.6611.02
TDIV
VUG

The current TDIV Sharpe Ratio is 1.54, which is comparable to the VUG Sharpe Ratio of 2.11. 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.54
2.11
TDIV
VUG

Dividends

TDIV vs. VUG - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.59%, more than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.59%1.74%2.51%1.76%2.08%2.27%2.96%2.27%2.45%2.52%2.80%2.31%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.68%
-2.41%
TDIV
VUG

Volatility

TDIV vs. VUG - Volatility Comparison

First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a higher volatility of 5.57% compared to Vanguard Growth ETF (VUG) at 4.86%. This indicates that TDIV's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.57%
4.86%
TDIV
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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