FAD vs. IUSG
Compare and contrast key facts about First Trust Multi Cap Growth AlphaDEX Fund (FAD) and iShares Core S&P U.S. Growth ETF (IUSG).
FAD and IUSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAD is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Multi Cap Growth Index. It was launched on May 8, 2007. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000. Both FAD and IUSG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAD or IUSG.
Performance
FAD vs. IUSG - Performance Comparison
Returns By Period
In the year-to-date period, FAD achieves a 29.22% return, which is significantly lower than IUSG's 32.22% return. Over the past 10 years, FAD has underperformed IUSG with an annualized return of 12.16%, while IUSG has yielded a comparatively higher 14.72% annualized return.
FAD
29.22%
5.61%
17.37%
41.03%
14.51%
12.16%
IUSG
32.22%
1.72%
14.25%
37.66%
17.25%
14.72%
Key characteristics
| FAD | IUSG | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.23 |
| Sortino Ratio | 3.33 | 2.91 |
| Omega Ratio | 1.42 | 1.41 |
| Calmar Ratio | 1.94 | 2.86 |
| Martin Ratio | 15.81 | 11.99 |
| Ulcer Index | 2.55% | 3.12% |
| Daily Std Dev | 16.26% | 16.81% |
| Max Drawdown | -54.33% | -63.35% |
| Current Drawdown | -1.81% | -1.66% |
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FAD vs. IUSG - Expense Ratio Comparison
FAD has a 0.63% expense ratio, which is higher than IUSG's 0.04% expense ratio.
Correlation
The correlation between FAD and IUSG is 0.81, 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.
Risk-Adjusted Performance
FAD vs. IUSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Growth AlphaDEX Fund (FAD) and iShares Core S&P U.S. Growth ETF (IUSG). 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.
Dividends
FAD vs. IUSG - Dividend Comparison
FAD's dividend yield for the trailing twelve months is around 0.48%, less than IUSG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAD First Trust Multi Cap Growth AlphaDEX Fund | 0.48% | 0.51% | 0.60% | 0.09% | 0.32% | 0.48% | 0.20% | 0.22% | 0.64% | 0.41% | 0.44% | 0.31% |
IUSG iShares Core S&P U.S. Growth ETF | 0.65% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
Drawdowns
FAD vs. IUSG - Drawdown Comparison
The maximum FAD drawdown since its inception was -54.33%, smaller than the maximum IUSG drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for FAD and IUSG. For additional features, visit the drawdowns tool.
Volatility
FAD vs. IUSG - Volatility Comparison
First Trust Multi Cap Growth AlphaDEX Fund (FAD) and iShares Core S&P U.S. Growth ETF (IUSG) have volatilities of 5.41% and 5.56%, 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.