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TMDV vs. FVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMDV vs. FVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell U.S. Dividend Growers ETF (TMDV) and First Trust Value Line Dividend Index Fund (FVD). The values are adjusted to include any dividend payments, if applicable.

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TMDV vs. FVD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
3.86%2.91%2.64%2.25%-5.10%23.45%4.82%3.26%
FVD
First Trust Value Line Dividend Index Fund
2.62%8.16%10.04%4.11%-5.18%25.08%-0.02%2.53%

Returns By Period

In the year-to-date period, TMDV achieves a 3.86% return, which is significantly higher than FVD's 2.62% return.


TMDV

1D
0.73%
1M
-6.29%
YTD
3.86%
6M
3.24%
1Y
4.88%
3Y*
4.12%
5Y*
3.69%
10Y*

FVD

1D
0.90%
1M
-5.57%
YTD
2.62%
6M
2.97%
1Y
8.00%
3Y*
7.92%
5Y*
6.65%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMDV vs. FVD - Expense Ratio Comparison

TMDV has a 0.35% expense ratio, which is lower than FVD's 0.61% expense ratio.


Return for Risk

TMDV vs. FVD — Risk / Return Rank

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

TMDV
TMDV Risk / Return Rank: 2222
Overall Rank
TMDV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 2222
Sortino Ratio Rank
TMDV Omega Ratio Rank: 2020
Omega Ratio Rank
TMDV Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMDV Martin Ratio Rank: 2323
Martin Ratio Rank

FVD
FVD Risk / Return Rank: 3838
Overall Rank
FVD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FVD Sortino Ratio Rank: 3636
Sortino Ratio Rank
FVD Omega Ratio Rank: 3333
Omega Ratio Rank
FVD Calmar Ratio Rank: 4040
Calmar Ratio Rank
FVD Martin Ratio Rank: 4343
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.

TMDV vs. FVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) and First Trust Value Line Dividend Index Fund (FVD). 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.


TMDVFVDDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.64

-0.31

Sortino ratio

Return per unit of downside risk

0.59

1.00

-0.41

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

0.56

0.96

-0.41

Martin ratio

Return relative to average drawdown

1.62

3.89

-2.26

TMDV vs. FVD - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.33, which is lower than the FVD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TMDV and FVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMDVFVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.64

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.52

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.58

-0.28

Correlation

The correlation between TMDV and FVD is 0.94, 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.


Dividends

TMDV vs. FVD - Dividend Comparison

TMDV's dividend yield for the trailing twelve months is around 2.64%, more than FVD's 2.30% yield.


TTM20252024202320222021202020192018201720162015
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.64%2.65%2.70%2.45%2.46%2.14%2.28%0.16%0.00%0.00%0.00%0.00%
FVD
First Trust Value Line Dividend Index Fund
2.30%2.36%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%

Drawdowns

TMDV vs. FVD - Drawdown Comparison

The maximum TMDV drawdown since its inception was -33.42%, smaller than the maximum FVD drawdown of -51.00%. Use the drawdown chart below to compare losses from any high point for TMDV and FVD.


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Drawdown Indicators


TMDVFVDDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-51.00%

+17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.29%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-16.41%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

Current Drawdown

Current decline from peak

-7.16%

-5.57%

-1.59%

Average Drawdown

Average peak-to-trough decline

-5.42%

-5.45%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.30%

+1.32%

Volatility

TMDV vs. FVD - Volatility Comparison

ProShares Russell U.S. Dividend Growers ETF (TMDV) has a higher volatility of 3.78% compared to First Trust Value Line Dividend Index Fund (FVD) at 3.16%. This indicates that TMDV's price experiences larger fluctuations and is considered to be riskier than FVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMDVFVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

3.16%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

6.49%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

12.56%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

12.76%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

15.43%

+3.36%