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FGM vs. EFNL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGM vs. EFNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Germany AlphaDEX Fund (FGM) and iShares MSCI Finland ETF (EFNL). The values are adjusted to include any dividend payments, if applicable.

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FGM vs. EFNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGM
First Trust Germany AlphaDEX Fund
-1.81%63.60%1.36%13.28%-30.46%6.10%17.26%20.77%-25.14%44.28%
EFNL
iShares MSCI Finland ETF
4.17%53.59%-5.28%-0.12%-17.29%10.50%20.19%13.64%-6.86%23.77%

Returns By Period

In the year-to-date period, FGM achieves a -1.81% return, which is significantly lower than EFNL's 4.17% return. Over the past 10 years, FGM has underperformed EFNL with an annualized return of 7.67%, while EFNL has yielded a comparatively higher 8.79% annualized return.


FGM

1D
2.03%
1M
-8.60%
YTD
-1.81%
6M
2.78%
1Y
33.05%
3Y*
19.41%
5Y*
4.93%
10Y*
7.67%

EFNL

1D
1.70%
1M
-1.75%
YTD
4.17%
6M
16.25%
1Y
41.22%
3Y*
13.82%
5Y*
6.00%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGM vs. EFNL - Expense Ratio Comparison

FGM has a 0.80% expense ratio, which is higher than EFNL's 0.53% expense ratio.


Return for Risk

FGM vs. EFNL — Risk / Return Rank

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

FGM
FGM Risk / Return Rank: 7373
Overall Rank
FGM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FGM Sortino Ratio Rank: 7878
Sortino Ratio Rank
FGM Omega Ratio Rank: 7474
Omega Ratio Rank
FGM Calmar Ratio Rank: 7070
Calmar Ratio Rank
FGM Martin Ratio Rank: 6767
Martin Ratio Rank

EFNL
EFNL Risk / Return Rank: 9393
Overall Rank
EFNL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EFNL Sortino Ratio Rank: 9494
Sortino Ratio Rank
EFNL Omega Ratio Rank: 9292
Omega Ratio Rank
EFNL Calmar Ratio Rank: 9393
Calmar Ratio Rank
EFNL Martin Ratio Rank: 9595
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.

FGM vs. EFNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Germany AlphaDEX Fund (FGM) and iShares MSCI Finland ETF (EFNL). 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.


FGMEFNLDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.32

-0.85

Sortino ratio

Return per unit of downside risk

2.07

3.05

-0.98

Omega ratio

Gain probability vs. loss probability

1.29

1.41

-0.13

Calmar ratio

Return relative to maximum drawdown

1.94

3.75

-1.82

Martin ratio

Return relative to average drawdown

7.32

16.52

-9.20

FGM vs. EFNL - Sharpe Ratio Comparison

The current FGM Sharpe Ratio is 1.46, which is lower than the EFNL Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FGM and EFNL, 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


FGMEFNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.32

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.31

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.44

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.09

Correlation

The correlation between FGM and EFNL is 0.69, 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.


Dividends

FGM vs. EFNL - Dividend Comparison

FGM's dividend yield for the trailing twelve months is around 0.68%, less than EFNL's 3.26% yield.


TTM20252024202320222021202020192018201720162015
FGM
First Trust Germany AlphaDEX Fund
0.68%0.66%2.56%2.82%5.44%1.43%1.33%2.30%2.18%2.11%1.33%1.13%
EFNL
iShares MSCI Finland ETF
3.26%3.40%5.05%4.31%5.94%2.29%2.94%5.70%3.83%3.30%2.40%1.57%

Drawdowns

FGM vs. EFNL - Drawdown Comparison

The maximum FGM drawdown since its inception was -51.58%, which is greater than EFNL's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for FGM and EFNL.


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Drawdown Indicators


FGMEFNLDifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-38.70%

-12.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-10.90%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-51.07%

-38.70%

-12.37%

Max Drawdown (10Y)

Largest decline over 10 years

-51.58%

-38.70%

-12.88%

Current Drawdown

Current decline from peak

-12.71%

-3.13%

-9.58%

Average Drawdown

Average peak-to-trough decline

-14.82%

-11.05%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

2.48%

+2.22%

Volatility

FGM vs. EFNL - Volatility Comparison

First Trust Germany AlphaDEX Fund (FGM) has a higher volatility of 9.39% compared to iShares MSCI Finland ETF (EFNL) at 6.82%. This indicates that FGM's price experiences larger fluctuations and is considered to be riskier than EFNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGMEFNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

6.82%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

12.36%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

17.88%

+4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

19.41%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

19.99%

+2.96%