Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDMV (First Trust Horizon Managed Volatility Developed Intl ETF) | 4.84% | 9.84% | 12.79% | 6.30% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 08/30/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HDMV (First Trust Horizon Managed Volatility Developed Intl ETF) | 08/30/2016 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 9.84 | 12.79 | 6.30 | NA | NA | NA | … | … | 4.84 | 30.02 | 2.97 | 9.64 | -11.46 | 7.37 | -9.42 | 15.02 | -7.59 | 27.49 | -6.10 |
| Sharpe Ratio | NA | 0.47 | 0.78 | 0.29 | NA | NA | NA | … | … | 0.34 | 2.28 | -0.06 | 0.57 | -0.86 | 0.74 | -0.39 | 1.50 | -0.73 | 3.66 | -1.48 |
| Standard Deviation(%) | NA | 11.40 | 11.67 | 12.10 | NA | NA | NA | … | … | 14.54 | 12.15 | 10.27 | 10.63 | 15.04 | 9.98 | 24.85 | 9.01 | 12.40 | 7.36 | 11.69 |
| Draw Down(%) | NA | 8.75 | 10.33 | 24.12 | NA | NA | NA | … | … | 8.75 | 8.33 | 9.41 | 10.91 | 23.29 | 6.37 | 32.01 | 6.78 | 15.27 | 2.67 | 9.79 |
| Yield(%) | 0.00 | 4.88 | 4.04 | 3.39 | 3.14 | 2.09 | 1.57 | … | … | 0.00 | 6.26 | 3.26 | 3.32 | 3.01 | 3.21 | 1.29 | 4.04 | 2.58 | 3.98 | 0.17 |
Data as of 06/10/2026, Common starting date is 08/30/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDMV (First Trust Horizon Managed Volatility Developed Intl ETF) |
-7.68%
Oct 2019 – Oct 2022 |
-3.18%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDMV (First Trust Horizon Managed Volatility Developed Intl ETF) |
16.75%
Feb 2023 – Feb 2026 |
9.28%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart