FAB vs. VTV
Compare and contrast key facts about First Trust Multi Cap Value AlphaDEX Fund (FAB) and Vanguard Value ETF (VTV).
FAB and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both FAB and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FAB vs. VTV - Performance Comparison
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FAB vs. VTV - 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% |
VTV Vanguard Value ETF | 3.30% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, FAB achieves a 6.46% return, which is significantly higher than VTV's 3.30% return. Over the past 10 years, FAB has underperformed VTV with an annualized return of 10.13%, while VTV has yielded a comparatively higher 11.80% 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%
VTV
- 1D
- 1.64%
- 1M
- -4.81%
- YTD
- 3.30%
- 6M
- 6.34%
- 1Y
- 16.02%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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FAB vs. VTV - Expense Ratio Comparison
FAB has a 0.64% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
FAB vs. VTV — Risk / Return Rank
FAB
VTV
FAB vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.08 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.56 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.53 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.49 | 6.93 | -0.44 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.08 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.79 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.49 | -0.16 |
Correlation
The correlation between FAB and VTV is 0.83, 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. VTV - Dividend Comparison
FAB's dividend yield for the trailing twelve months is around 1.66%, less than VTV's 2.02% 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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
FAB vs. VTV - Drawdown Comparison
The maximum FAB drawdown since its inception was -63.29%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FAB and VTV.
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Drawdown Indicators
| FAB | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.29% | -59.27% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -11.32% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -17.04% | -5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | -36.78% | -10.30% |
Current DrawdownCurrent decline from peak | -3.79% | -4.81% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -7.92% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.50% | +0.86% |
Volatility
FAB vs. VTV - Volatility Comparison
First Trust Multi Cap Value AlphaDEX Fund (FAB) and Vanguard Value ETF (VTV) have volatilities of 3.80% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAB | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 3.78% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 7.72% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 14.93% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 13.88% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 16.67% | +5.43% |