FAB vs. SYLD
Compare and contrast key facts about First Trust Multi Cap Value AlphaDEX Fund (FAB) and Cambria Shareholder Yield ETF (SYLD).
FAB and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAB is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Multi Cap Value Index. It was launched on May 8, 2007. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
FAB vs. SYLD - Performance Comparison
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FAB vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, FAB achieves a 6.46% return, which is significantly lower than SYLD's 9.10% return. Over the past 10 years, FAB has underperformed SYLD with an annualized return of 10.13%, while SYLD has yielded a comparatively higher 12.45% 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%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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FAB vs. SYLD - Expense Ratio Comparison
FAB has a 0.64% expense ratio, which is higher than SYLD's 0.59% expense ratio.
Return for Risk
FAB vs. SYLD — Risk / Return Rank
FAB
SYLD
FAB vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and Cambria Shareholder Yield ETF (SYLD). 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.
| FAB | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.97 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.51 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.42 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.49 | 5.52 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAB | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.97 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.33 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.54 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.56 | -0.22 |
Correlation
The correlation between FAB and SYLD is 0.92, 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. SYLD - Dividend Comparison
FAB's dividend yield for the trailing twelve months is around 1.66%, less than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
FAB vs. SYLD - Drawdown Comparison
The maximum FAB drawdown since its inception was -63.29%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for FAB and SYLD.
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Drawdown Indicators
| FAB | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.29% | -45.36% | -17.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -14.90% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -26.62% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | -45.36% | -1.72% |
Current DrawdownCurrent decline from peak | -3.79% | -3.17% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -5.72% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.83% | -0.47% |
Volatility
FAB vs. SYLD - Volatility Comparison
The current volatility for First Trust Multi Cap Value AlphaDEX Fund (FAB) is 3.80%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 4.04%. This indicates that FAB experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAB | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 4.04% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.47% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 21.53% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 20.91% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 22.97% | -0.87% |