FCA vs. YXI
Compare and contrast key facts about First Trust China AlphaDEX Fund (FCA) and ProShares Short FTSE China 50 (YXI).
FCA and YXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX China Index. It was launched on Apr 18, 2011. YXI is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-100%). It was launched on Mar 16, 2010. Both FCA and YXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCA vs. YXI - Performance Comparison
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FCA vs. YXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCA First Trust China AlphaDEX Fund | 10.86% | 45.20% | 14.07% | -8.28% | -17.61% | -0.65% | 11.80% | 18.72% | -18.30% | 60.26% |
YXI ProShares Short FTSE China 50 | 6.45% | -22.87% | -25.36% | 12.40% | 4.78% | 13.94% | -17.95% | -14.35% | 9.63% | -28.43% |
Returns By Period
In the year-to-date period, FCA achieves a 10.86% return, which is significantly higher than YXI's 6.45% return. Over the past 10 years, FCA has outperformed YXI with an annualized return of 9.40%, while YXI has yielded a comparatively lower -8.57% annualized return.
FCA
- 1D
- -0.29%
- 1M
- -7.82%
- YTD
- 10.86%
- 6M
- 8.68%
- 1Y
- 53.93%
- 3Y*
- 17.99%
- 5Y*
- 5.95%
- 10Y*
- 9.40%
YXI
- 1D
- -3.53%
- 1M
- 3.55%
- YTD
- 6.45%
- 6M
- 13.83%
- 1Y
- -2.92%
- 3Y*
- -10.01%
- 5Y*
- -2.92%
- 10Y*
- -8.57%
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FCA vs. YXI - Expense Ratio Comparison
FCA has a 0.80% expense ratio, which is lower than YXI's 0.95% expense ratio.
Return for Risk
FCA vs. YXI — Risk / Return Rank
FCA
YXI
FCA vs. YXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust China AlphaDEX Fund (FCA) and ProShares Short FTSE China 50 (YXI). 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.
| FCA | YXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | -0.12 | +2.19 |
Sortino ratioReturn per unit of downside risk | 2.56 | -0.01 | +2.57 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.00 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | -0.10 | +3.44 |
Martin ratioReturn relative to average drawdown | 15.08 | -0.13 | +15.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCA | YXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | -0.12 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.09 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | -0.31 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | -0.31 | +0.44 |
Correlation
The correlation between FCA and YXI is -0.62. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FCA vs. YXI - Dividend Comparison
FCA's dividend yield for the trailing twelve months is around 2.32%, less than YXI's 2.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCA First Trust China AlphaDEX Fund | 2.32% | 2.67% | 5.17% | 5.70% | 6.00% | 4.91% | 4.12% | 3.73% | 3.10% | 2.30% | 2.51% | 4.13% |
YXI ProShares Short FTSE China 50 | 2.89% | 3.60% | 4.35% | 2.66% | 0.27% | 0.00% | 0.08% | 1.01% | 0.25% | 0.00% | 0.00% | 0.00% |
Drawdowns
FCA vs. YXI - Drawdown Comparison
The maximum FCA drawdown since its inception was -45.56%, smaller than the maximum YXI drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for FCA and YXI.
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Drawdown Indicators
| FCA | YXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -81.15% | +35.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -29.83% | +14.02% |
Max Drawdown (5Y)Largest decline over 5 years | -42.47% | -57.65% | +15.18% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -66.81% | +24.34% |
Current DrawdownCurrent decline from peak | -8.75% | -78.26% | +69.51% |
Average DrawdownAverage peak-to-trough decline | -21.81% | -54.04% | +32.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 22.94% | -19.44% |
Volatility
FCA vs. YXI - Volatility Comparison
First Trust China AlphaDEX Fund (FCA) and ProShares Short FTSE China 50 (YXI) have volatilities of 8.25% and 7.90%, 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.
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Volatility by Period
| FCA | YXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 7.90% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 14.78% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.19% | 23.75% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.43% | 31.35% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 27.46% | -0.89% |