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FAB vs. IWS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAB vs. IWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Multi Cap Value AlphaDEX Fund (FAB) and iShares Russell Mid-Cap Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

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FAB vs. IWS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAB
First Trust Multi Cap Value AlphaDEX Fund
6.46%9.86%7.82%15.81%-6.79%30.83%2.40%23.73%-14.62%14.62%
IWS
iShares Russell Mid-Cap Value ETF
3.65%10.82%12.91%12.52%-12.29%28.10%4.83%26.73%-12.43%13.14%

Returns By Period

In the year-to-date period, FAB achieves a 6.46% return, which is significantly higher than IWS's 3.65% return. Over the past 10 years, FAB has outperformed IWS with an annualized return of 10.13%, while IWS has yielded a comparatively lower 9.51% annualized 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%

IWS

1D
2.43%
1M
-5.01%
YTD
3.65%
6M
5.15%
1Y
17.51%
3Y*
12.94%
5Y*
7.47%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAB vs. IWS - Expense Ratio Comparison

FAB has a 0.64% expense ratio, which is higher than IWS's 0.23% expense ratio.


Return for Risk

FAB vs. IWS — 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

IWS
IWS Risk / Return Rank: 5959
Overall Rank
IWS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 5858
Sortino Ratio Rank
IWS Omega Ratio Rank: 5656
Omega Ratio Rank
IWS Calmar Ratio Rank: 5757
Calmar Ratio Rank
IWS Martin Ratio Rank: 6565
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. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and iShares Russell Mid-Cap Value ETF (IWS). 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.


FABIWSDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.96

+0.10

Sortino ratio

Return per unit of downside risk

1.63

1.44

+0.19

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.50

1.37

+0.13

Martin ratio

Return relative to average drawdown

6.49

6.34

+0.16

FAB vs. IWS - Sharpe Ratio Comparison

The current FAB Sharpe Ratio is 1.06, which is comparable to the IWS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FAB and IWS, 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


FABIWSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.96

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.43

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.49

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.40

-0.07

Correlation

The correlation between FAB and IWS is 0.87, 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. IWS - Dividend Comparison

FAB's dividend yield for the trailing twelve months is around 1.66%, more than IWS's 1.48% 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%
IWS
iShares Russell Mid-Cap Value ETF
1.48%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Drawdowns

FAB vs. IWS - Drawdown Comparison

The maximum FAB drawdown since its inception was -63.29%, roughly equal to the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FAB and IWS.


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Drawdown Indicators


FABIWSDifference

Max Drawdown

Largest peak-to-trough decline

-63.29%

-62.40%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-13.33%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-21.23%

-1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-43.83%

-3.25%

Current Drawdown

Current decline from peak

-3.79%

-5.29%

+1.50%

Average Drawdown

Average peak-to-trough decline

-9.33%

-8.07%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.89%

+0.47%

Volatility

FAB vs. IWS - Volatility Comparison

The current volatility for First Trust Multi Cap Value AlphaDEX Fund (FAB) is 3.80%, while iShares Russell Mid-Cap Value ETF (IWS) has a volatility of 5.38%. This indicates that FAB experiences smaller price fluctuations and is considered to be less risky than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FABIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.38%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.14%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

18.29%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

17.33%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

19.35%

+2.75%