FSIG vs PDP

Comparison between FIRST TRUST LIMITED DURATION INVESTMENT GRADE CORPORATE ETF (FSIG, ETF) and INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF).

5-Year PerformancePDP has outperformed FSIG, delivering a return of +11.3% compared to +2.8%

FSIG vs PDP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FSIG(ETF)	PDP(ETF)
Net Assets	$1.50B	$1.60B
Expense Ratio	0.44%	0.62%
Max Drawdown	9.03%	59.45%
Sharpe Ratio	0.04	1.49
5Y Beta	0.04	1.17
P/E Ratio	N/A	38.85
Forward P/E	N/A	26.56
5Y Dividends CAGR	N/A	9.90%
5Y EPS CAGR	N/A	26.82%
Debt to Equity	N/A	55.90%
P/S Ratio	N/A	2.84
P/B Ratio	N/A	8.50

Net Assets

FSIG

$1.50B

Winner

PDP

$1.60B

Expense Ratio

Winner

FSIG

0.44%

PDP

0.62%

Max Drawdown

Winner

FSIG

9.03%

PDP

59.45%

Sharpe Ratio

FSIG

0.04

Winner

PDP

1.49

5Y Beta

Winner

FSIG

0.04

PDP

1.17

P/E Ratio

FSIG

N/A

PDP

38.85

Forward P/E

FSIG

N/A

PDP

26.56

5Y Dividends CAGR

FSIG

N/A

PDP

9.90%

5Y EPS CAGR

FSIG

N/A

PDP

26.82%

Debt to Equity

FSIG

N/A

PDP

55.90%

P/S Ratio

FSIG

N/A

PDP

2.84

P/B Ratio

FSIG

N/A

PDP

8.50

FSIG vs PDP - Historical Returns

Returns include dividend reinvestment.

Period	FSIG	PDP
1 month	+0.37%	+6.30%
3 months	+0.89%	+21.60%
6 months	+0.74%	+24.23%
1 year	+3.82%	+40.33%
5 years(CAGR)	+2.79%	+11.35%
10 years(CAGR)	N/A	+13.82%
Max(CAGR)	+2.79%	+10.26%

FSIG

+0.37%

Winner

PDP

+6.30%

FSIG

+0.89%

Winner

PDP

+21.60%

FSIG

+0.74%

Winner

PDP

+24.23%

FSIG

+3.82%

Winner

PDP

+40.33%

5Y(CAGR)

FSIG

+2.79%

Winner

PDP

+11.35%

10Y(CAGR)

FSIG

N/A

PDP

+13.82%

Max(CAGR)

FSIG

+2.79%

Winner

PDP

+10.26%

FSIG vs PDP - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FSIG	PDP
2026	+0.52%	+25.46%
2025	+6.65%	+8.02%
2024	+4.43%	+28.47%
2023	+6.02%	+21.82%
2022	-4.23%	-23.37%
2021	+0.02%	+9.40%
2020	N/A	+35.79%
2019	N/A	+34.74%
2018	N/A	-6.40%
2017	N/A	+22.97%
2016	N/A	+4.62%
2015	N/A	+1.55%
2014	N/A	+13.29%
2013	N/A	+28.69%
2012	N/A	+17.82%
2011	N/A	+0.33%
2010	N/A	+24.50%
2009	N/A	+24.87%
2008	N/A	-45.65%
2007	N/A	+13.82%

FSIG vs PDP Drawdown Comparison

The maximum drawdown for FSIG was -6.88%, occurring on Oct 20, 2022. Recovery took 510 trading sessions.

The maximum drawdown for PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 1087 trading sessions.

The current FSIG drawdown is -0.21%. The current PDP drawdown is -2.83%.

Rank	FSIG	PDP
#1	-6.88% Nov 19, 2021 - Dec 1, 2023	-59.34% Dec 10, 2007 - Apr 3, 2012
#2	-1.55% Feb 23, 2026 - Mar 26, 2026	-34.70% Feb 19, 2020 - Jul 17, 2020
#3	-1.51% Sep 24, 2024 - Feb 21, 2025	-33.92% Nov 8, 2021 - Jul 12, 2024
#4	-1.32% Feb 1, 2024 - May 21, 2024	-24.54% Sep 14, 2018 - Jun 10, 2019
#5	-1.26% Apr 3, 2025 - Apr 24, 2025	-23.79% Dec 4, 2024 - Sep 19, 2025
#6	-0.58% Dec 27, 2023 - Jan 12, 2024	-19.14% Mar 20, 2015 - Feb 9, 2017
#7	-0.57% Jan 12, 2024 - Jan 31, 2024	-13.91% Jul 13, 2007 - Oct 9, 2007
#8	-0.50% Apr 30, 2025 - May 27, 2025	-13.47% Feb 12, 2021 - Aug 5, 2021
#9	-0.47% Jun 30, 2025 - Jul 21, 2025	-11.87% Oct 29, 2025 - Jan 13, 2026
#10	-0.47% Oct 27, 2025 - Nov 24, 2025	-11.63% Feb 25, 2026 - Apr 10, 2026
#11	-0.42% Aug 2, 2024 - Aug 14, 2024	-9.80% May 2, 2012 - Sep 14, 2012
#12	-0.40% Sep 16, 2025 - Oct 14, 2025	-9.76% Sep 5, 2014 - Nov 3, 2014
#13	-0.37% May 21, 2024 - May 31, 2024	-9.59% Jul 16, 2024 - Sep 19, 2024
#14	-0.37% Jul 5, 2024 - Jul 11, 2024	-9.53% Jan 26, 2018 - May 30, 2018
#15	-0.37% Jun 4, 2025 - Jun 12, 2025	-8.91% Sep 2, 2020 - Oct 9, 2020

Correlation

Correlation between FSIG and PDP is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2007 - 2026)

FSIG vs PDP dividend yield comparison.

Year	FSIG	PDP
2026	1.92%	0.00%
2025	4.73%	0.17%
2024	4.61%	0.15%
2023	4.42%	0.42%
2022	2.48%	0.45%
2021	0.12%	0.00%
2020	0.00%	0.11%
2019	0.00%	0.25%
2018	0.00%	0.18%
2017	0.00%	0.28%
2016	0.00%	0.81%
2015	0.00%	0.39%
2014	0.00%	0.15%
2013	0.00%	0.28%
2012	0.00%	0.85%
2011	0.00%	0.16%
2010	0.00%	0.24%
2009	0.00%	0.54%
2008	0.00%	0.27%
2007	0.00%	0.09%