FAD vs. VDIGX

In the year-to-date period, FAD achieves a 1.36% return, which is significantly higher than VDIGX's 0.07% return. Over the past 10 years, FAD has outperformed VDIGX with an annualized return of 11.04%, while VDIGX has yielded a comparatively lower 6.37% annualized return.

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FAD has a 0.63% expense ratio, which is higher than VDIGX's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Growth AlphaDEX Fund (FAD) and Vanguard Dividend Growth Fund (VDIGX). 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 current FAD Sharpe Ratio is 0.60, which is higher than the VDIGX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FAD and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAD's dividend yield for the trailing twelve months is around 0.53%, less than VDIGX's 1.87% yield.

The maximum FAD drawdown since its inception was -54.33%, which is greater than VDIGX's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for FAD and VDIGX. For additional features, visit the drawdowns tool.

First Trust Multi Cap Growth AlphaDEX Fund (FAD) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 4.51% and 4.41%, 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.