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FCA vs. OPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCA vs. OPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust China AlphaDEX Fund (FCA) and ClearShares Ultra-Short Maturity ETF (OPER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCA achieves a 11.53% return, which is significantly higher than OPER's 1.54% return.


FCA

1D
2.01%
1M
-4.08%
YTD
11.53%
6M
9.85%
1Y
44.90%
3Y*
20.06%
5Y*
5.02%
10Y*
9.89%

OPER

1D
0.02%
1M
0.34%
YTD
1.54%
6M
1.88%
1Y
4.07%
3Y*
4.80%
5Y*
3.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCA vs. OPER - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCA
First Trust China AlphaDEX Fund
11.53%45.20%14.07%-8.28%-17.61%-0.65%11.80%18.72%-13.82%
OPER
ClearShares Ultra-Short Maturity ETF
1.54%4.37%5.34%5.09%1.76%0.37%0.65%2.15%0.90%

Correlation

The correlation between FCA and OPER is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2018

-0.01

The correlation between FCA and OPER shifts across timeframes, from -0.20 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FCA vs. OPER — Risk / Return Rank

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

FCA
FCA Risk / Return Rank: 6262
Overall Rank
FCA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FCA Sortino Ratio Rank: 5353
Sortino Ratio Rank
FCA Omega Ratio Rank: 5555
Omega Ratio Rank
FCA Calmar Ratio Rank: 8080
Calmar Ratio Rank
FCA Martin Ratio Rank: 6565
Martin Ratio Rank

OPER
OPER Risk / Return Rank: 100100
Overall Rank
OPER Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
OPER Sortino Ratio Rank: 100100
Sortino Ratio Rank
OPER Omega Ratio Rank: 100100
Omega Ratio Rank
OPER Calmar Ratio Rank: 100100
Calmar Ratio Rank
OPER Martin Ratio Rank: 100100
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.

FCA vs. OPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust China AlphaDEX Fund (FCA) and ClearShares Ultra-Short Maturity ETF (OPER). 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.


FCAOPERDifference

Sharpe ratio

Return per unit of total volatility

2.02

15.42

-13.40

Sortino ratio

Return per unit of downside risk

2.58

43.85

-41.26

Omega ratio

Gain probability vs. loss probability

1.34

13.36

-12.02

Calmar ratio

Return relative to maximum drawdown

4.19

61.27

-57.08

Martin ratio

Return relative to average drawdown

12.06

520.46

-508.40

FCA vs. OPER - Sharpe Ratio Comparison

The current FCA Sharpe Ratio is 2.02, which is lower than the OPER Sharpe Ratio of 15.42. The chart below compares the historical Sharpe Ratios of FCA and OPER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FCAOPERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

15.42

-13.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

11.47

-11.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

2.28

-2.15

Drawdowns

FCA vs. OPER - Drawdown Comparison

The maximum FCA drawdown since its inception was -45.56%, which is greater than OPER's maximum drawdown of -2.33%. Use the drawdown chart below to compare losses from any high point for FCA and OPER.


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Drawdown Indicators


FCAOPERDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-2.33%

-43.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-0.07%

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.13%

-0.11%

-26.02%

Max Drawdown (5Y)

Largest decline over 5 years

-42.47%

-0.13%

-42.34%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-8.87%

0.00%

-8.87%

Average Drawdown

Average peak-to-trough decline

-21.62%

-0.16%

-21.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

0.01%

+3.86%

Volatility

FCA vs. OPER - Volatility Comparison

First Trust China AlphaDEX Fund (FCA) has a higher volatility of 8.36% compared to ClearShares Ultra-Short Maturity ETF (OPER) at 0.10%. This indicates that FCA's price experiences larger fluctuations and is considered to be riskier than OPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCAOPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

0.10%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

0.20%

+16.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

0.26%

+22.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

0.32%

+27.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.63%

1.23%

+25.40%

FCA vs. OPER - Expense Ratio Comparison

FCA has a 0.80% expense ratio, which is higher than OPER's 0.20% expense ratio.


Dividends

FCA vs. OPER - Dividend Comparison

FCA's dividend yield for the trailing twelve months is around 2.31%, less than OPER's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
FCA
First Trust China AlphaDEX Fund
2.31%2.67%5.17%5.70%6.00%4.91%4.12%3.73%3.10%2.30%2.51%4.13%
OPER
ClearShares Ultra-Short Maturity ETF
4.09%4.32%5.21%5.03%1.71%0.36%0.64%2.08%0.89%0.00%0.00%0.00%

Frequently Asked Questions


FCA and OPER have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCA has higher volatility (8.36%) compared to OPER (0.10%). In terms of maximum drawdown, FCA dropped -45.56% vs OPER's -2.33%.

On 5-year performance, FCA leads with 5.02% vs 3.65% for OPER. On fees, OPER is cheaper at 0.20% per year. On volatility, OPER has been the lower-risk option at 0.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FCA has performed better with a 5.02% return vs 3.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPER is cheaper with a 0.20% expense ratio, compared with 0.80% for FCA.

OPER has the higher dividend yield at 4.09%, compared with 2.31% for FCA.

FCA is categorized as China Equities, while OPER is Ultrashort Bond. FCA tracks NASDAQ AlphaDEX China Index, while OPER tracks ICE BofA U.S. Broad Market Index. They also come from different issuers: First Trust and ClearShares. Their fees differ too: 0.80% for FCA and 0.20% for OPER.

OPER currently has the higher Sharpe Ratio (15.42 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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