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UXOC vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXOC vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Uncapped Accelerator ETF - October (UXOC) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UXOC achieves a 11.39% return, which is significantly lower than FDL's 13.33% return.


UXOC

1D
-0.73%
1M
5.74%
YTD
11.39%
6M
11.16%
1Y
28.98%
3Y*
5Y*
10Y*

FDL

1D
-0.26%
1M
-0.26%
YTD
13.33%
6M
14.76%
1Y
23.67%
3Y*
18.97%
5Y*
12.51%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UXOC vs. FDL - Yearly Performance Comparison


Correlation

The correlation between UXOC and FDL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2024

0.31

The correlation between UXOC and FDL shifts across timeframes, from 0.18 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UXOC vs. FDL — Risk / Return Rank

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

UXOC
UXOC Risk / Return Rank: 6666
Overall Rank
UXOC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UXOC Sortino Ratio Rank: 6565
Sortino Ratio Rank
UXOC Omega Ratio Rank: 6666
Omega Ratio Rank
UXOC Calmar Ratio Rank: 6060
Calmar Ratio Rank
UXOC Martin Ratio Rank: 7171
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 7070
Overall Rank
FDL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 7070
Sortino Ratio Rank
FDL Omega Ratio Rank: 5959
Omega Ratio Rank
FDL Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDL Martin Ratio Rank: 7171
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.

UXOC vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Uncapped Accelerator ETF - October (UXOC) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


UXOCFDLDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.97

5.56

-2.60

Martin ratioReturn relative to average drawdown

12.98

13.56

-0.57

UXOC vs. FDL - Sharpe Ratio Comparison

The current UXOC Sharpe Ratio is 2.20, which is comparable to the FDL Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of UXOC and FDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UXOCFDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.11

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.45

+0.56

Drawdowns

UXOC vs. FDL - Drawdown Comparison

The maximum UXOC drawdown since its inception was -19.93%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for UXOC and FDL.


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Drawdown Indicators


UXOCFDLDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-65.93%

+46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-4.27%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-0.73%

-2.18%

+1.45%

Average Drawdown

Average peak-to-trough decline

-2.74%

-9.66%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.75%

+0.49%

Volatility

UXOC vs. FDL - Volatility Comparison

FT Vest U.S. Equity Uncapped Accelerator ETF - October (UXOC) has a higher volatility of 3.36% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.85%. This indicates that UXOC's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXOCFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

2.85%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

7.87%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

11.28%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

14.31%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

17.11%

+0.85%

UXOC vs. FDL - Expense Ratio Comparison

UXOC has a 0.85% expense ratio, which is higher than FDL's 0.45% expense ratio.


Dividends

UXOC vs. FDL - Dividend Comparison

UXOC has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.68%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
UXOC
FT Vest U.S. Equity Uncapped Accelerator ETF - October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UXOC and FDL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UXOC has higher volatility (3.36%) compared to FDL (2.85%). In terms of maximum drawdown, UXOC dropped -19.93% vs FDL's -65.93%.

On 1-year performance, UXOC leads with 28.98% vs 23.67% for FDL. On fees, FDL is cheaper at 0.45% per year. On volatility, FDL has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UXOC has performed better with a 28.98% return vs 23.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.45% expense ratio, compared with 0.85% for UXOC.

FDL has the higher dividend yield at 3.68%, compared with 0.00% for UXOC.

UXOC is categorized as Defined Outcome, while FDL is Large Cap Value Equities. Their fees differ too: 0.85% for UXOC and 0.45% for FDL.

UXOC currently has the higher Sharpe Ratio (2.20 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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