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COWS vs. FAB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COWS vs. FAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Cash Flow Dividend Leaders ETF (COWS) and First Trust Multi Cap Value AlphaDEX Fund (FAB). The values are adjusted to include any dividend payments, if applicable.

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COWS vs. FAB - Yearly Performance Comparison


2026 (YTD)202520242023
COWS
Amplify Cash Flow Dividend Leaders ETF
-0.53%15.29%11.08%9.28%
FAB
First Trust Multi Cap Value AlphaDEX Fund
6.46%9.86%7.82%10.75%

Returns By Period

In the year-to-date period, COWS achieves a -0.53% return, which is significantly lower than FAB's 6.46% return.


COWS

1D
1.78%
1M
-4.77%
YTD
-0.53%
6M
4.15%
1Y
19.34%
3Y*
5Y*
10Y*

FAB

1D
1.17%
1M
-2.86%
YTD
6.46%
6M
9.38%
1Y
21.04%
3Y*
12.84%
5Y*
8.32%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COWS vs. FAB - Expense Ratio Comparison

COWS has a 0.00% expense ratio, which is lower than FAB's 0.64% expense ratio.


Return for Risk

COWS vs. FAB — Risk / Return Rank

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

COWS
COWS Risk / Return Rank: 5151
Overall Rank
COWS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
COWS Sortino Ratio Rank: 5050
Sortino Ratio Rank
COWS Omega Ratio Rank: 5252
Omega Ratio Rank
COWS Calmar Ratio Rank: 4949
Calmar Ratio Rank
COWS Martin Ratio Rank: 5555
Martin Ratio Rank

FAB
FAB Risk / Return Rank: 6262
Overall Rank
FAB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FAB Sortino Ratio Rank: 6464
Sortino Ratio Rank
FAB Omega Ratio Rank: 6060
Omega Ratio Rank
FAB Calmar Ratio Rank: 5959
Calmar Ratio Rank
FAB Martin Ratio Rank: 6464
Martin Ratio Rank
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.

COWS vs. FAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cash Flow Dividend Leaders ETF (COWS) and First Trust Multi Cap Value AlphaDEX Fund (FAB). 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.


COWSFABDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.06

-0.21

Sortino ratio

Return per unit of downside risk

1.32

1.63

-0.31

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.20

1.50

-0.30

Martin ratio

Return relative to average drawdown

5.25

6.49

-1.24

COWS vs. FAB - Sharpe Ratio Comparison

The current COWS Sharpe Ratio is 0.85, which is comparable to the FAB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of COWS and FAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COWSFABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.06

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.34

+0.40

Correlation

The correlation between COWS and FAB is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

COWS vs. FAB - Dividend Comparison

COWS's dividend yield for the trailing twelve months is around 1.77%, more than FAB's 1.66% yield.


TTM20252024202320222021202020192018201720162015
COWS
Amplify Cash Flow Dividend Leaders ETF
1.77%2.04%2.08%0.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAB
First Trust Multi Cap Value AlphaDEX Fund
1.66%1.57%2.00%1.94%1.80%1.32%1.59%1.75%1.96%1.42%1.40%1.62%

Drawdowns

COWS vs. FAB - Drawdown Comparison

The maximum COWS drawdown since its inception was -24.76%, smaller than the maximum FAB drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for COWS and FAB.


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Drawdown Indicators


COWSFABDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-63.29%

+38.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-14.51%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

Current Drawdown

Current decline from peak

-4.77%

-3.79%

-0.98%

Average Drawdown

Average peak-to-trough decline

-4.12%

-9.33%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.36%

+0.46%

Volatility

COWS vs. FAB - Volatility Comparison

Amplify Cash Flow Dividend Leaders ETF (COWS) has a higher volatility of 4.20% compared to First Trust Multi Cap Value AlphaDEX Fund (FAB) at 3.80%. This indicates that COWS's price experiences larger fluctuations and is considered to be riskier than FAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COWSFABDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.80%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

9.77%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.88%

19.96%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

18.78%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

22.10%

-3.00%