ACVU vs. FTA

Last updated Aug 2, 2026

ACVU (Hartford Alpha Capture Value ETF) and FTA (First Trust Large Cap Value AlphaDEX Fund) are both Large Cap Value Equities funds. ACVU is actively managed, while FTA is passively managed. Over the past year, ACVU returned 31.54% vs 31.73% for FTA. Their correlation of 0.85 means they have usually moved in the same direction. ACVU charges 0.45%/yr vs 0.60%/yr for FTA.

Performance

ACVU vs. FTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Alpha Capture Value ETF (ACVU) and First Trust Large Cap Value AlphaDEX Fund (FTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACVU achieves a 16.39% return, which is significantly lower than FTA's 18.18% return.

ACVU

• 1D: 0.89%
• 1M: 1.43%
• 6M: 13.19%
• YTD: 16.39%
• 1Y: 31.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.91%

FTA

• 1D: -0.29%
• 1M: 2.70%
• 6M: 12.86%
• YTD: 18.18%
• 1Y: 31.73%
• 3Y*: 15.29%
• 5Y*: 11.21%
• 10Y*: 11.60%
• ALL TIME*: 8.58%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ACVU Hartford Alpha Capture Value ETF	$620.51K	$366.35K	$236.21K
FTA First Trust Large Cap Value AlphaDEX Fund	$3.06M	$3.30M	$2.95M

ACVU vs. FTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACVU Hartford Alpha Capture Value ETF	16.39%	14.54%	9.83%	8.16%
FTA First Trust Large Cap Value AlphaDEX Fund	18.18%	14.94%	10.13%	11.37%

Correlation

The correlation between ACVU and FTA is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (All Time) Calculated using the full available price history since Oct 16, 2023	0.85

The correlation between ACVU and FTA shifts across timeframes, from 0.73 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

ACVU vs. FTA - Sectors Allocation Comparison

Sectors	ACVU	FTA
Financial Services	20.5%	23.2%
Technology	19.0%	7.3%
Healthcare	15.0%	10.2%
Industrials	10.6%	8.8%
Consumer Cyclical	8.9%	9.3%
Utilities	6.7%	11.1%
Energy	6.0%	9.2%
Consumer Defensive	5.6%	6.5%
Real Estate	3.1%	6.6%
Communication Services	2.0%	4.6%
Basic Materials	1.5%	3.2%

Return for Risk

ACVU vs. FTA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACVU

ACVU Risk / Return Rank: 93
ACVU Sharpe Ratio Rank: 95
ACVU Sortino Ratio Rank: 94
ACVU Omega Ratio Rank: 93
ACVU Calmar Ratio Rank: 91
ACVU Martin Ratio Rank: 93

FTA

FTA Risk / Return Rank: 94
FTA Sharpe Ratio Rank: 94
FTA Sortino Ratio Rank: 95
FTA Omega Ratio Rank: 92
FTA Calmar Ratio Rank: 96
FTA Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACVU vs. FTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Alpha Capture Value ETF (ACVU) and First Trust Large Cap Value AlphaDEX Fund (FTA). 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.

	ACVU	FTA	Difference
Sharpe ratio: Return per unit of total volatility	2.72	2.63	+0.08
Sortino ratio: Return per unit of downside risk	3.85	3.90	-0.05
Omega ratio: Gain probability vs. loss probability	1.49	1.46	+0.03
Calmar ratio: Return relative to maximum drawdown	4.03	5.93	-1.90
Martin ratio: Return relative to average drawdown	17.00	20.26	-3.26

ACVU vs. FTA - Sharpe Ratio Comparison

The current ACVU Sharpe Ratio is 2.72, which is comparable to the FTA Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of ACVU and FTA, 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

ACVU vs. FTA - Drawdown Comparison

The maximum ACVU drawdown since its inception was -13.11%, smaller than the maximum FTA drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for ACVU and FTA.

Drawdown Indicators

	ACVU	FTA	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-62.45%	+49.34%
Max Drawdown (1Y) Largest decline over 1 year	-7.56%	-5.13%	-2.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.80%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.97%	—
Current Drawdown Current decline from peak	0.00%	-1.56%	+1.56%
Average Drawdown Average peak-to-trough decline	-1.88%	-8.97%	+7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.50%	+0.29%

Volatility

ACVU vs. FTA - Volatility Comparison

The current volatility for Hartford Alpha Capture Value ETF (ACVU) is 2.80%, while First Trust Large Cap Value AlphaDEX Fund (FTA) has a volatility of 3.93%. This indicates that ACVU experiences smaller price fluctuations and is considered to be less risky than FTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACVU	FTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	3.93%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	8.04%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	11.31%	11.61%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.27%	16.23%	-3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.27%	19.85%	-7.58%

ACVU vs. FTA - Expense Ratio Comparison

ACVU has a 0.45% expense ratio, which is lower than FTA's 0.60% expense ratio.

Dividends

ACVU vs. FTA - Dividend Comparison

ACVU's dividend yield for the trailing twelve months is around 1.69%, more than FTA's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACVU Hartford Alpha Capture Value ETF	1.69%	1.97%	3.91%	2.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTA First Trust Large Cap Value AlphaDEX Fund	1.61%	1.89%	2.02%	2.10%	2.15%	1.54%	2.03%	1.88%	2.28%	1.53%	1.56%	2.05%

Frequently Asked Questions

Can I hold both ACVU and FTA in my portfolio?

ACVU and FTA have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACVU or FTA?

FTA has higher volatility (3.93%) compared to ACVU (2.80%). In terms of maximum drawdown, ACVU dropped -13.11% vs FTA's -62.45%.

Which ETF is better, ACVU or FTA?

On 1-year performance, FTA leads with 31.73% vs 31.54% for ACVU. On fees, ACVU is cheaper at 0.45% per year. On volatility, ACVU has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACVU or FTA?

Over the 1-year period, FTA has performed better with a 31.73% return vs 31.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVU or FTA?

ACVU is cheaper with a 0.45% expense ratio, compared with 0.60% for FTA.

Which ETF pays a higher dividend yield, ACVU or FTA?

ACVU has the higher dividend yield at 1.69%, compared with 1.61% for FTA.

What is the main difference between ACVU and FTA?

They also come from different issuers: Hartford and First Trust. Their fees differ too: 0.45% for ACVU and 0.60% for FTA.

Which has better risk-adjusted returns?

ACVU currently has the higher Sharpe Ratio (2.72 vs 2.63), 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.