VRT vs. FDL
VRT (Vertiv Holdings Co.) is a stock, while FDL (First Trust Morningstar Dividend Leaders Index Fund) is Large Cap Value Equities fund tracking the Morningstar Dividend Leaders Index. Over the past 5 years, VRT returned 61.91%/yr vs 14.10%/yr for FDL. At a 0.21 correlation, their price movements are largely independent.
Performance
VRT vs. FDL - Performance Comparison
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Returns By Period
In the year-to-date period, VRT achieves a 81.62% return, which is significantly higher than FDL's 17.61% return.
VRT
- 1D
- -3.43%
- 1M
- -1.83%
- 6M
- 70.53%
- YTD
- 81.62%
- 1Y
- 134.79%
- 3Y*
- 123.75%
- 5Y*
- 61.91%
- 10Y*
- —
FDL
- 1D
- 2.42%
- 1M
- 2.96%
- 6M
- 12.71%
- YTD
- 17.61%
- 1Y
- 25.62%
- 3Y*
- 19.90%
- 5Y*
- 14.10%
- 10Y*
- 10.98%
VRT vs. FDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VRT Vertiv Holdings Co. | 81.62% | 42.80% | 136.82% | 251.81% | -45.25% | 33.80% | 69.36% | 12.55% | 1.03% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 17.61% | 14.79% | 17.98% | 2.94% | 6.66% | 26.10% | -4.30% | 24.41% | -4.61% |
Correlation
The correlation between VRT and FDL is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018 | 0.21 |
The correlation between VRT and FDL shifts across timeframes, from -0.13 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VRT vs. FDL — Risk / Return Rank
VRT
FDL
VRT vs. FDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRT | FDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.36 | 6.02 | -0.67 |
| Martin ratioReturn relative to average drawdown | 12.88 | 13.73 | -0.85 |
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Drawdowns
VRT vs. FDL - Drawdown Comparison
The maximum VRT drawdown since its inception was -71.24%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for VRT and FDL.
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Drawdown Indicators
| VRT | FDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.24% | -65.93% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -25.32% | -4.27% | -21.05% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -12.24% | -49.04% |
Max Drawdown (5Y)Largest decline over 5 years | -71.24% | -16.46% | -54.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.40% | — |
Current DrawdownCurrent decline from peak | -21.81% | 0.00% | -21.81% |
Average DrawdownAverage peak-to-trough decline | -16.23% | -9.61% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.51% | 1.87% | +8.64% |
Volatility
VRT vs. FDL - Volatility Comparison
Vertiv Holdings Co. (VRT) has a higher volatility of 24.26% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.91%. This indicates that VRT'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
| VRT | FDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.26% | 4.91% | +19.35% |
Volatility (6M)Calculated over the trailing 6-month period | 48.37% | 8.74% | +39.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.67% | 11.79% | +49.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.78% | 14.41% | +48.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.96% | 17.13% | +37.83% |
Dividends
VRT vs. FDL - Dividend Comparison
VRT's dividend yield for the trailing twelve months is around 0.08%, less than FDL's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDL First Trust Morningstar Dividend Leaders Index Fund | 3.61% | 4.04% | 4.96% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% |
VRT Vertiv Holdings Co. | 0.08% | 0.11% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VRT and FDL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (24.26%) compared to FDL (4.91%). In terms of maximum drawdown, VRT dropped -71.24% vs FDL's -65.93%.
VRT currently has the higher Sharpe Ratio (2.20 vs 2.18), 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.
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