PortfoliosLab logoPortfoliosLab logo
FAB vs. QVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAB vs. QVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Multi Cap Value AlphaDEX Fund (FAB) and Alpha Architect U.S. Quantitative Value ETF (QVAL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAB vs. QVAL - 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%
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-17.28%25.59%

Returns By Period

In the year-to-date period, FAB achieves a 6.46% return, which is significantly lower than QVAL's 7.30% return. Both investments have delivered pretty close results over the past 10 years, with FAB having a 10.13% annualized return and QVAL not far ahead at 10.16%.


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%

QVAL

1D
2.26%
1M
-2.23%
YTD
7.30%
6M
12.78%
1Y
24.34%
3Y*
17.50%
5Y*
11.66%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAB vs. QVAL - Expense Ratio Comparison

FAB has a 0.64% expense ratio, which is higher than QVAL's 0.28% expense ratio.


Return for Risk

FAB vs. QVAL — 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

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
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. QVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.


FABQVALDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.21

-0.15

Sortino ratio

Return per unit of downside risk

1.63

1.85

-0.22

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.50

1.70

-0.20

Martin ratio

Return relative to average drawdown

6.49

7.34

-0.84

FAB vs. QVAL - Sharpe Ratio Comparison

The current FAB Sharpe Ratio is 1.06, which is comparable to the QVAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FAB and QVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FABQVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.21

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.54

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.45

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.46

-0.13

Correlation

The correlation between FAB and QVAL 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. QVAL - Dividend Comparison

FAB's dividend yield for the trailing twelve months is around 1.66%, more than QVAL's 1.56% 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%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.56%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%0.00%

Drawdowns

FAB vs. QVAL - Drawdown Comparison

The maximum FAB drawdown since its inception was -63.29%, which is greater than QVAL's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for FAB and QVAL.


Loading graphics...

Drawdown Indicators


FABQVALDifference

Max Drawdown

Largest peak-to-trough decline

-63.29%

-51.49%

-11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-14.61%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-27.17%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-51.49%

+4.41%

Current Drawdown

Current decline from peak

-3.79%

-2.87%

-0.92%

Average Drawdown

Average peak-to-trough decline

-9.33%

-7.91%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.39%

-0.03%

Volatility

FAB vs. QVAL - Volatility Comparison

The current volatility for First Trust Multi Cap Value AlphaDEX Fund (FAB) is 3.80%, while Alpha Architect U.S. Quantitative Value ETF (QVAL) has a volatility of 4.37%. This indicates that FAB experiences smaller price fluctuations and is considered to be less risky than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FABQVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.37%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.21%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

20.19%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

21.64%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

22.80%

-0.70%