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FAD vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAD vs. VO - Performance Comparison

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

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FAD vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAD
First Trust Multi Cap Growth AlphaDEX Fund
-1.80%17.23%23.85%19.07%-24.06%21.17%34.92%26.66%-6.45%25.75%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, FAD achieves a -1.80% return, which is significantly lower than VO's -0.68% return. Over the past 10 years, FAD has outperformed VO with an annualized return of 12.73%, while VO has yielded a comparatively lower 10.67% annualized return.


FAD

1D
3.83%
1M
-5.64%
YTD
-1.80%
6M
-0.99%
1Y
22.98%
3Y*
17.93%
5Y*
8.03%
10Y*
12.73%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAD vs. VO - Expense Ratio Comparison

FAD has a 0.63% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

FAD vs. VO — Risk / Return Rank

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

FAD
FAD Risk / Return Rank: 6464
Overall Rank
FAD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FAD Sortino Ratio Rank: 6161
Sortino Ratio Rank
FAD Omega Ratio Rank: 5757
Omega Ratio Rank
FAD Calmar Ratio Rank: 7070
Calmar Ratio Rank
FAD Martin Ratio Rank: 7070
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAD vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Growth AlphaDEX Fund (FAD) and Vanguard Mid-Cap ETF (VO). 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.


FADVODifference

Sharpe ratio

Return per unit of total volatility

1.05

0.73

+0.33

Sortino ratio

Return per unit of downside risk

1.55

1.12

+0.42

Omega ratio

Gain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.78

1.05

+0.73

Martin ratio

Return relative to average drawdown

7.13

4.84

+2.29

FAD vs. VO - Sharpe Ratio Comparison

The current FAD Sharpe Ratio is 1.05, which is higher than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FAD and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FADVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.73

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.38

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.57

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.48

-0.02

Correlation

The correlation between FAD and VO is 0.85, 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

FAD vs. VO - Dividend Comparison

FAD's dividend yield for the trailing twelve months is around 0.11%, less than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
FAD
First Trust Multi Cap Growth AlphaDEX Fund
0.11%0.09%0.59%0.51%0.60%0.09%0.32%0.48%0.20%0.22%0.64%0.41%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

FAD vs. VO - Drawdown Comparison

The maximum FAD drawdown since its inception was -54.33%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for FAD and VO.


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Drawdown Indicators


FADVODifference

Max Drawdown

Largest peak-to-trough decline

-54.33%

-58.87%

+4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-12.74%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.99%

-27.57%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.25%

-39.37%

+2.12%

Current Drawdown

Current decline from peak

-7.24%

-6.12%

-1.12%

Average Drawdown

Average peak-to-trough decline

-9.72%

-7.91%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.76%

+0.50%

Volatility

FAD vs. VO - Volatility Comparison

First Trust Multi Cap Growth AlphaDEX Fund (FAD) has a higher volatility of 7.87% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that FAD's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FADVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

4.89%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

9.72%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

17.57%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

17.62%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

18.94%

+2.13%