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FAD vs. PEXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAD and PEXL is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

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Performance

FAD vs. PEXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Multi Cap Growth AlphaDEX Fund (FAD) and Pacer US Export Leaders ETF (PEXL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-12.24%
-20.60%
FAD
PEXL

Key characteristics

Sharpe Ratio

FAD:

0.12

PEXL:

-0.65

Sortino Ratio

FAD:

0.29

PEXL:

-0.75

Omega Ratio

FAD:

1.04

PEXL:

0.90

Calmar Ratio

FAD:

0.14

PEXL:

-0.72

Martin Ratio

FAD:

0.46

PEXL:

-2.61

Ulcer Index

FAD:

5.16%

PEXL:

4.72%

Daily Std Dev

FAD:

19.24%

PEXL:

19.13%

Max Drawdown

FAD:

-54.33%

PEXL:

-33.67%

Current Drawdown

FAD:

-17.18%

PEXL:

-17.23%

Returns By Period

In the year-to-date period, FAD achieves a -10.12% return, which is significantly higher than PEXL's -11.30% return.


FAD

YTD

-10.12%

1M

-7.12%

6M

-5.54%

1Y

1.93%

5Y*

17.64%

10Y*

9.72%

PEXL

YTD

-11.30%

1M

-8.85%

6M

-13.92%

1Y

-12.63%

5Y*

18.33%

10Y*

N/A

*Annualized

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Pacer US Export Leaders ETF

FAD vs. PEXL - Expense Ratio Comparison

FAD has a 0.63% expense ratio, which is higher than PEXL's 0.60% expense ratio.


Expense ratio chart for FAD: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAD: 0.63%
Expense ratio chart for PEXL: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEXL: 0.60%

Risk-Adjusted Performance

FAD vs. PEXL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAD
The Risk-Adjusted Performance Rank of FAD is 2828
Overall Rank
The Sharpe Ratio Rank of FAD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FAD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FAD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FAD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FAD is 2828
Martin Ratio Rank

PEXL
The Risk-Adjusted Performance Rank of PEXL is 22
Overall Rank
The Sharpe Ratio Rank of PEXL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PEXL is 33
Sortino Ratio Rank
The Omega Ratio Rank of PEXL is 33
Omega Ratio Rank
The Calmar Ratio Rank of PEXL is 11
Calmar Ratio Rank
The Martin Ratio Rank of PEXL is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAD vs. PEXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Growth AlphaDEX Fund (FAD) and Pacer US Export Leaders ETF (PEXL). 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.


The chart of Sharpe ratio for FAD, currently valued at -0.20, compared to the broader market0.002.004.00
FAD: -0.20
PEXL: -0.91
The chart of Sortino ratio for FAD, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.00
FAD: -0.13
PEXL: -1.10
The chart of Omega ratio for FAD, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
FAD: 0.98
PEXL: 0.85
The chart of Calmar ratio for FAD, currently valued at -0.18, compared to the broader market0.005.0010.0015.00
FAD: -0.18
PEXL: -0.81
The chart of Martin ratio for FAD, currently valued at -0.75, compared to the broader market00.0020.0040.0060.0080.00100.00
FAD: -0.75
PEXL: -3.73

The current FAD Sharpe Ratio is 0.12, which is higher than the PEXL Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of FAD and PEXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.20
-0.91
FAD
PEXL

Dividends

FAD vs. PEXL - Dividend Comparison

FAD's dividend yield for the trailing twelve months is around 0.60%, more than PEXL's 0.49% yield.


TTM20242023202220212020201920182017201620152014
FAD
First Trust Multi Cap Growth AlphaDEX Fund
0.64%0.59%0.51%0.60%0.09%0.32%0.48%0.20%0.22%0.64%0.41%0.44%
PEXL
Pacer US Export Leaders ETF
0.52%0.48%0.49%0.59%0.22%0.48%0.48%0.29%0.00%0.00%0.00%0.00%

Drawdowns

FAD vs. PEXL - Drawdown Comparison

The maximum FAD drawdown since its inception was -54.33%, which is greater than PEXL's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for FAD and PEXL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.00%
-22.69%
FAD
PEXL

Volatility

FAD vs. PEXL - Volatility Comparison

The current volatility for First Trust Multi Cap Growth AlphaDEX Fund (FAD) is 11.18%, while Pacer US Export Leaders ETF (PEXL) has a volatility of 11.97%. This indicates that FAD experiences smaller price fluctuations and is considered to be less risky than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
11.97%
FAD
PEXL

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