TSEP vs HDMV
Comparison between FT VEST EMERGING MARKETS BUFFER ETF - SEPTEMBER (TSEP, ETF) and FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF).
TSEP vs HDMV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
TSEP
$17M
Winner
HDMV
$17M
Expense Ratio
TSEP
0.95%
Winner
HDMV
0.80%
Max Drawdown
Winner
TSEP
9.83%
HDMV
35.47%
Sharpe Ratio
Winner
TSEP
1.43
HDMV
0.67
5Y Beta
TSEP
0.47
Winner
HDMV
0.35
5Y Dividends CAGR
TSEP
N/A
HDMV
24.00%
TSEP vs HDMV - Historical Returns
Returns include dividend reinvestment.
1M
Winner
TSEP
+0.39%
HDMV
+0.07%
3M
Winner
TSEP
+6.78%
HDMV
+2.39%
6M
Winner
TSEP
+10.31%
HDMV
+8.34%
1Y
Winner
TSEP
+19.58%
HDMV
+10.66%
5Y(CAGR)
TSEP
N/A
HDMV
+6.61%
10Y(CAGR)
TSEP
N/A
HDMV
+5.54%
Max(CAGR)
Winner
TSEP
+15.84%
HDMV
+5.54%
TSEP vs HDMV - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | TSEP | HDMV |
|---|---|---|
| 2026 | +6.86% | +5.89% |
| 2025 | +21.19% | +29.47% |
| 2024 | -1.87% | +3.73% |
| 2023 | N/A | +9.20% |
| 2022 | N/A | -11.73% |
| 2021 | N/A | +6.50% |
| 2020 | N/A | -9.82% |
| 2019 | N/A | +15.28% |
| 2018 | N/A | -8.15% |
| 2017 | N/A | +27.37% |
| 2016 | N/A | -6.40% |
TSEP vs HDMV Drawdown Comparison
The maximum drawdown for TSEP was -9.83%, occurring on Apr 8, 2025. Recovery took 34 trading sessions.
The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.
The current TSEP drawdown is -0.70%. The current HDMV drawdown is -4.08%.
| Rank | TSEP | HDMV |
|---|---|---|
| #1 | -9.83% Mar 17, 2025 - May 5, 2025 | -32.01% Jan 17, 2020 - Aug 19, 2024 |
| #2 | -7.25% Feb 25, 2026 - Apr 17, 2026 | -15.27% Jan 26, 2018 - Dec 16, 2019 |
| #3 | -6.67% Oct 7, 2024 - Mar 17, 2025 | -10.33% Sep 24, 2024 - Mar 5, 2025 |
| #4 | -3.37% Oct 27, 2025 - Dec 26, 2025 | -9.79% Sep 7, 2016 - Mar 27, 2017 |
| #5 | -2.93% Oct 8, 2025 - Oct 20, 2025 | -8.73% Feb 27, 2026 - Mar 27, 2026 |
| #6 | -2.29% Jun 2, 2026 - Jun 10, 2026 | -8.33% Apr 3, 2025 - Apr 15, 2025 |
| #7 | -2.24% Jul 23, 2025 - Aug 12, 2025 | -4.00% Aug 22, 2025 - Dec 19, 2025 |
| #8 | -1.70% Jun 12, 2025 - Jun 24, 2025 | -3.45% Jul 23, 2025 - Aug 13, 2025 |
| #9 | -1.64% Jan 28, 2026 - Feb 9, 2026 | -2.92% May 6, 2025 - May 19, 2025 |
| #10 | -1.62% May 8, 2026 - Jun 1, 2026 | -2.66% Jun 2, 2017 - Jul 19, 2017 |
| #11 | -1.30% May 19, 2025 - Jun 4, 2025 | -1.91% Jun 12, 2025 - Jul 1, 2025 |
| #12 | -1.12% May 5, 2025 - May 12, 2025 | -1.79% Aug 3, 2017 - Sep 7, 2017 |
| #13 | -1.06% Sep 26, 2024 - Oct 2, 2024 | -1.72% Nov 8, 2017 - Nov 24, 2017 |
| #14 | -0.87% Jul 3, 2025 - Jul 15, 2025 | -1.68% Jul 2, 2025 - Jul 22, 2025 |
| #15 | -0.87% Aug 13, 2025 - Aug 22, 2025 | -1.29% Sep 11, 2017 - Oct 10, 2017 |
Correlation
Correlation between TSEP and HDMV is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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