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FEX vs. WLTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEX vs. WLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Large Cap Core AlphaDEX Fund (FEX) and WealthTrust DBS Long Term Growth ETF (WLTG). The values are adjusted to include any dividend payments, if applicable.

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FEX vs. WLTG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEX
First Trust Large Cap Core AlphaDEX Fund
3.04%15.05%17.07%14.31%-11.86%1.87%
WLTG
WealthTrust DBS Long Term Growth ETF
-2.68%24.55%26.90%17.00%-22.64%1.00%

Returns By Period

In the year-to-date period, FEX achieves a 3.04% return, which is significantly higher than WLTG's -2.68% return.


FEX

1D
2.09%
1M
-4.09%
YTD
3.04%
6M
4.98%
1Y
20.33%
3Y*
16.27%
5Y*
9.93%
10Y*
11.97%

WLTG

1D
2.93%
1M
-5.29%
YTD
-2.68%
6M
1.42%
1Y
25.35%
3Y*
20.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEX vs. WLTG - Expense Ratio Comparison

FEX has a 0.59% expense ratio, which is lower than WLTG's 0.75% expense ratio.


Return for Risk

FEX vs. WLTG — Risk / Return Rank

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

FEX
FEX Risk / Return Rank: 6868
Overall Rank
FEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FEX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FEX Omega Ratio Rank: 6767
Omega Ratio Rank
FEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FEX Martin Ratio Rank: 7676
Martin Ratio Rank

WLTG
WLTG Risk / Return Rank: 8383
Overall Rank
WLTG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 8383
Sortino Ratio Rank
WLTG Omega Ratio Rank: 8080
Omega Ratio Rank
WLTG Calmar Ratio Rank: 8686
Calmar Ratio Rank
WLTG Martin Ratio Rank: 8888
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.

FEX vs. WLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Core AlphaDEX Fund (FEX) and WealthTrust DBS Long Term Growth ETF (WLTG). 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.


FEXWLTGDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.53

-0.37

Sortino ratio

Return per unit of downside risk

1.66

2.18

-0.52

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.62

2.68

-1.06

Martin ratio

Return relative to average drawdown

7.98

11.01

-3.02

FEX vs. WLTG - Sharpe Ratio Comparison

The current FEX Sharpe Ratio is 1.15, which is comparable to the WLTG Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FEX and WLTG, 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


FEXWLTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.53

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.54

-0.09

Correlation

The correlation between FEX and WLTG is 0.86, 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

FEX vs. WLTG - Dividend Comparison

FEX's dividend yield for the trailing twelve months is around 1.06%, less than WLTG's 4.55% yield.


TTM20252024202320222021202020192018201720162015
FEX
First Trust Large Cap Core AlphaDEX Fund
1.06%1.10%1.18%1.38%1.61%0.80%1.21%1.32%1.34%1.07%1.29%1.33%
WLTG
WealthTrust DBS Long Term Growth ETF
4.55%4.43%0.55%0.71%0.44%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FEX vs. WLTG - Drawdown Comparison

The maximum FEX drawdown since its inception was -58.81%, which is greater than WLTG's maximum drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for FEX and WLTG.


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Drawdown Indicators


FEXWLTGDifference

Max Drawdown

Largest peak-to-trough decline

-58.81%

-25.14%

-33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-9.56%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-4.27%

-6.91%

+2.64%

Average Drawdown

Average peak-to-trough decline

-7.95%

-9.40%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.33%

+0.33%

Volatility

FEX vs. WLTG - Volatility Comparison

The current volatility for First Trust Large Cap Core AlphaDEX Fund (FEX) is 4.81%, while WealthTrust DBS Long Term Growth ETF (WLTG) has a volatility of 5.68%. This indicates that FEX experiences smaller price fluctuations and is considered to be less risky than WLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEXWLTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

5.68%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.88%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

16.70%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

15.24%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

15.24%

+3.32%