FEP vs. LVHI
Compare and contrast key facts about First Trust Europe AlphaDEX Fund (FEP) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
FEP and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEP is a passively managed fund by First Trust that tracks the performance of the Defined Europe Index. It was launched on Apr 26, 2011. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016. Both FEP and LVHI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEP or LVHI.
Correlation
The correlation between FEP and LVHI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FEP vs. LVHI - Performance Comparison
Key characteristics
FEP:
0.98
LVHI:
0.93
FEP:
1.48
LVHI:
1.38
FEP:
1.20
LVHI:
1.22
FEP:
1.32
LVHI:
1.14
FEP:
4.50
LVHI:
5.71
FEP:
4.64%
LVHI:
2.39%
FEP:
20.34%
LVHI:
13.64%
FEP:
-46.05%
LVHI:
-32.31%
FEP:
0.00%
LVHI:
-1.31%
Returns By Period
In the year-to-date period, FEP achieves a 23.63% return, which is significantly higher than LVHI's 6.65% return.
FEP
23.63%
13.35%
19.76%
19.73%
13.35%
6.12%
LVHI
6.65%
6.75%
7.72%
12.60%
15.46%
N/A
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FEP vs. LVHI - Expense Ratio Comparison
FEP has a 0.80% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
FEP vs. LVHI — Risk-Adjusted Performance Rank
FEP
LVHI
FEP vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
Dividends
FEP vs. LVHI - Dividend Comparison
FEP's dividend yield for the trailing twelve months is around 3.62%, less than LVHI's 4.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEP First Trust Europe AlphaDEX Fund | 3.62% | 4.94% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% | 2.46% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.94% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% |
Drawdowns
FEP vs. LVHI - Drawdown Comparison
The maximum FEP drawdown since its inception was -46.05%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FEP and LVHI. For additional features, visit the drawdowns tool.
Volatility
FEP vs. LVHI - Volatility Comparison
The current volatility for First Trust Europe AlphaDEX Fund (FEP) is 4.68%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 5.75%. This indicates that FEP experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.