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FAB vs. COWS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAB vs. COWS - Performance Comparison

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

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FAB vs. COWS - Yearly Performance Comparison


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

Returns By Period

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


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%

COWS

1D
1.78%
1M
-4.77%
YTD
-0.53%
6M
4.15%
1Y
19.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAB vs. COWS - Expense Ratio Comparison

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


Return for Risk

FAB vs. COWS — Risk / Return Rank

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

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

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
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.

FAB vs. COWS - Risk-Adjusted Trends Comparison

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


FABCOWSDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.85

+0.21

Sortino ratio

Return per unit of downside risk

1.63

1.32

+0.31

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.50

1.20

+0.30

Martin ratio

Return relative to average drawdown

6.49

5.25

+1.24

FAB vs. COWS - Sharpe Ratio Comparison

The current FAB Sharpe Ratio is 1.06, which is comparable to the COWS Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FAB and COWS, 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


FABCOWSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.85

+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

0.34

0.73

-0.40

Correlation

The correlation between FAB and COWS 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

FAB vs. COWS - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

FAB vs. COWS - Drawdown Comparison

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


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Drawdown Indicators


FABCOWSDifference

Max Drawdown

Largest peak-to-trough decline

-63.29%

-24.76%

-38.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-16.70%

+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

-3.79%

-4.77%

+0.98%

Average Drawdown

Average peak-to-trough decline

-9.33%

-4.12%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.82%

-0.46%

Volatility

FAB vs. COWS - Volatility Comparison

The current volatility for First Trust Multi Cap Value AlphaDEX Fund (FAB) is 3.80%, while Amplify Cash Flow Dividend Leaders ETF (COWS) has a volatility of 4.20%. This indicates that FAB experiences smaller price fluctuations and is considered to be less risky than COWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FABCOWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.20%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

11.40%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

22.88%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

19.10%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

19.10%

+3.00%