FEP vs. VGK
Compare and contrast key facts about First Trust Europe AlphaDEX Fund (FEP) and Vanguard FTSE Europe ETF (VGK).
FEP and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both FEP and VGK 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 VGK.
Correlation
The correlation between FEP and VGK is 0.67, 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. VGK - Performance Comparison
Key characteristics
FEP:
0.98
VGK:
0.66
FEP:
1.48
VGK:
1.13
FEP:
1.20
VGK:
1.15
FEP:
1.32
VGK:
0.91
FEP:
4.50
VGK:
2.56
FEP:
4.64%
VGK:
5.08%
FEP:
20.34%
VGK:
17.81%
FEP:
-46.05%
VGK:
-63.61%
FEP:
0.00%
VGK:
-0.26%
Returns By Period
In the year-to-date period, FEP achieves a 23.63% return, which is significantly higher than VGK's 17.21% return. Both investments have delivered pretty close results over the past 10 years, with FEP having a 6.12% annualized return and VGK not far behind at 5.99%.
FEP
23.63%
13.35%
19.76%
19.73%
13.35%
6.12%
VGK
17.21%
9.93%
13.20%
11.58%
13.42%
5.99%
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FEP vs. VGK - Expense Ratio Comparison
FEP has a 0.80% expense ratio, which is higher than VGK's 0.08% expense ratio.
Risk-Adjusted Performance
FEP vs. VGK — Risk-Adjusted Performance Rank
FEP
VGK
FEP vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and Vanguard FTSE Europe ETF (VGK). 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. VGK - Dividend Comparison
FEP's dividend yield for the trailing twelve months is around 3.62%, more than VGK's 2.99% 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% |
VGK Vanguard FTSE Europe ETF | 2.99% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
Drawdowns
FEP vs. VGK - Drawdown Comparison
The maximum FEP drawdown since its inception was -46.05%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for FEP and VGK. For additional features, visit the drawdowns tool.
Volatility
FEP vs. VGK - Volatility Comparison
First Trust Europe AlphaDEX Fund (FEP) and Vanguard FTSE Europe ETF (VGK) have volatilities of 4.68% and 4.53%, 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.