YDEC vs. FDND

Last updated Jun 24, 2026

YDEC (FT Vest International Equity Moderate Buffer ETF – December) and FDND (FT Vest Dow Jones Internet & Target Income ETF) are both exchange-traded funds - YDEC is a Defined Outcome fund actively managed by FT Vest, while FDND is a Technology Equities fund actively managed by FT Vest. Both are actively managed. Over the past year, YDEC returned 10.37% vs -1.75% for FDND. At a 0.47 correlation, their price movements are largely independent. YDEC charges 0.90%/yr vs 0.75%/yr for FDND.

Performance

YDEC vs. FDND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest Dow Jones Internet & Target Income ETF (FDND). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YDEC achieves a 4.60% return, which is significantly higher than FDND's -5.36% return.

YDEC

• 1D: -0.64%
• 1M: 0.42%
• YTD: 4.60%
• 6M: 4.60%
• 1Y: 10.37%
• 3Y*: 8.26%
• 5Y*: 4.88%
• 10Y*: —

FDND

• 1D: -0.46%
• 1M: -5.74%
• YTD: -5.36%
• 6M: -6.14%
• 1Y: -1.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YDEC vs. FDND - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YDEC FT Vest International Equity Moderate Buffer ETF – December	4.60%	16.04%	-4.28%
FDND FT Vest Dow Jones Internet & Target Income ETF	-5.36%	9.69%	15.85%

Correlation

The correlation between YDEC and FDND is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024	0.47

Return for Risk

YDEC vs. FDND — Risk / Return Rank

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

YDEC

YDEC Risk / Return Rank: 50
YDEC Sharpe Ratio Rank: 48
YDEC Sortino Ratio Rank: 51
YDEC Omega Ratio Rank: 63
YDEC Calmar Ratio Rank: 38
YDEC Martin Ratio Rank: 51

FDND

FDND Risk / Return Rank: 8
FDND Sharpe Ratio Rank: 8
FDND Sortino Ratio Rank: 8
FDND Omega Ratio Rank: 7
FDND Calmar Ratio Rank: 8
FDND Martin Ratio Rank: 8

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.

YDEC vs. FDND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest Dow Jones Internet & Target Income ETF (FDND). 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.

	YDEC	FDND	Difference
Sharpe ratio: Return per unit of total volatility	1.52	-0.09	+1.61
Sortino ratio: Return per unit of downside risk	2.29	0.00	+2.28
Omega ratio: Gain probability vs. loss probability	1.35	1.00	+0.35
Calmar ratio: Return relative to maximum drawdown	1.77	-0.09	+1.85
Martin ratio: Return relative to average drawdown	7.96	-0.20	+8.17

YDEC vs. FDND - Sharpe Ratio Comparison

The current YDEC Sharpe Ratio is 1.52, which is higher than the FDND Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of YDEC and FDND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YDEC vs. FDND - Drawdown Comparison

The maximum YDEC drawdown since its inception was -23.34%, roughly equal to the maximum FDND drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for YDEC and FDND.

Drawdown Indicators

	YDEC	FDND	Difference
Max Drawdown Largest peak-to-trough decline	-23.34%	-24.12%	+0.78%
Max Drawdown (1Y) Largest decline over 1 year	-5.89%	-20.49%	+14.60%
Max Drawdown (3Y) Largest decline over 3 years	-10.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.34%	—	—
Current Drawdown Current decline from peak	-0.76%	-11.51%	+10.75%
Average Drawdown Average peak-to-trough decline	-4.10%	-5.73%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.31%	8.62%	-7.31%

Volatility

YDEC vs. FDND - Volatility Comparison

The current volatility for FT Vest International Equity Moderate Buffer ETF – December (YDEC) is 2.28%, while FT Vest Dow Jones Internet & Target Income ETF (FDND) has a volatility of 7.22%. This indicates that YDEC experiences smaller price fluctuations and is considered to be less risky than FDND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YDEC	FDND	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.28%	7.22%	-4.94%
Volatility (6M) Calculated over the trailing 6-month period	6.55%	15.02%	-8.47%
Volatility (1Y) Calculated over the trailing 1-year period	6.87%	18.96%	-12.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.24%	21.49%	-10.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.98%	21.49%	-10.51%

YDEC vs. FDND - Expense Ratio Comparison

YDEC has a 0.90% expense ratio, which is higher than FDND's 0.75% expense ratio.

Dividends

YDEC vs. FDND - Dividend Comparison

YDEC has not paid dividends to shareholders, while FDND's dividend yield for the trailing twelve months is around 8.63%.

Position	TTM	2025	2024
FDND FT Vest Dow Jones Internet & Target Income ETF	8.63%	8.11%	5.51%
YDEC FT Vest International Equity Moderate Buffer ETF – December	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YDEC and FDND in my portfolio?

YDEC and FDND have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YDEC or FDND?

FDND has higher volatility (7.22%) compared to YDEC (2.28%). In terms of maximum drawdown, YDEC dropped -23.34% vs FDND's -24.12%.

Which ETF is better, YDEC or FDND?

On 1-year performance, YDEC leads with 10.37% vs -1.75% for FDND. On fees, FDND is cheaper at 0.75% per year. On volatility, YDEC has been the lower-risk option at 2.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YDEC or FDND?

Over the 1-year period, YDEC has performed better with a 10.37% return vs -1.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YDEC or FDND?

FDND is cheaper with a 0.75% expense ratio, compared with 0.90% for YDEC.

Which ETF pays a higher dividend yield, YDEC or FDND?

FDND has the higher dividend yield at 8.63%, compared with 0.00% for YDEC.

What is the main difference between YDEC and FDND?

YDEC is categorized as Defined Outcome, while FDND is Technology Equities. Their fees differ too: 0.90% for YDEC and 0.75% for FDND.

Which has better risk-adjusted returns?

YDEC currently has the higher Sharpe Ratio (1.52 vs -0.09), 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.