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TEMP vs. FGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMP vs. FGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Climate Change Solutions ETF (TEMP) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TEMP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FGD

1D
-1.27%
1M
1.09%
YTD
11.09%
6M
12.57%
1Y
33.36%
3Y*
22.45%
5Y*
10.37%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMP vs. FGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TEMP
JPMorgan Climate Change Solutions ETF
0.00%18.26%8.50%10.19%-21.11%1.71%
FGD
First Trust Dow Jones Global Select Dividend Index Fund
11.09%44.42%5.71%8.20%-7.25%2.70%

Correlation

The correlation between TEMP and FGD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.71

Over the past year, the correlation between TEMP and FGD has dropped to 0.36 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

TEMP vs. FGD - Sectors Allocation Comparison


Sectors
TEMP
FGD

Industrials

58.3%
14.3%

Utilities

18.8%
4.9%

Technology

13.7%
1.2%

Basic Materials

3.7%
6.4%

Consumer Cyclical

3.5%
8.8%

Financial Services

2.1%
33.6%

Communication Services

-

9.3%

Consumer Defensive

-

9.2%

Energy

-

10.0%

Healthcare

-

-

Real Estate

-

2.4%

Industrials

TEMP
58.3%
FGD
14.3%

Utilities

TEMP
18.8%
FGD
4.9%

Technology

TEMP
13.7%
FGD
1.2%

Basic Materials

TEMP
3.7%
FGD
6.4%

Consumer Cyclical

TEMP
3.5%
FGD
8.8%

Financial Services

TEMP
2.1%
FGD
33.6%

Communication Services

TEMP

-

FGD
9.3%

Consumer Defensive

TEMP

-

FGD
9.2%

Energy

TEMP

-

FGD
10.0%

Healthcare

TEMP

-

FGD

-

Real Estate

TEMP

-

FGD
2.4%

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Return for Risk

TEMP vs. FGD — Risk / Return Rank

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

TEMP

FGD
FGD Risk / Return Rank: 7474
Overall Rank
FGD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 7979
Sortino Ratio Rank
FGD Omega Ratio Rank: 7979
Omega Ratio Rank
FGD Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGD Martin Ratio Rank: 6565
Martin Ratio Rank
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.

TEMP vs. FGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Climate Change Solutions ETF (TEMP) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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.


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

TEMP vs. FGD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEMPFGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Drawdowns

TEMP vs. FGD - Drawdown Comparison


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Drawdown Indicators


TEMPFGDDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

Current Drawdown

Current decline from peak

-2.05%

Average Drawdown

Average peak-to-trough decline

-12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

Volatility

TEMP vs. FGD - Volatility Comparison


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Volatility by Period


TEMPFGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

TEMP vs. FGD - Expense Ratio Comparison

TEMP has a 0.49% expense ratio, which is lower than FGD's 0.59% expense ratio.


Dividends

TEMP vs. FGD - Dividend Comparison

TEMP has not paid dividends to shareholders, while FGD's dividend yield for the trailing twelve months is around 5.09%.


PositionTTM20252024202320222021202020192018201720162015
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.09%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%
TEMP
JPMorgan Climate Change Solutions ETF
0.00%0.00%1.53%1.11%1.07%0.06%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TEMP and FGD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TEMP is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TEMP is cheaper with a 0.49% expense ratio, compared with 0.59% for FGD.

FGD has the higher dividend yield at 5.09%, compared with 0.00% for TEMP.

They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.49% for TEMP and 0.59% for FGD.

Portfolio Optimizer

Find the right allocation for TEMP and FGD

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