FGM vs. FEUZ
Compare and contrast key facts about First Trust Germany AlphaDEX Fund (FGM) and First Trust Eurozone AlphaDEX ETF (FEUZ).
FGM and FEUZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGM is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Germany Index. It was launched on Feb 14, 2012. FEUZ is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Eurozone Index. It was launched on Oct 22, 2014. Both FGM and FEUZ 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: FGM or FEUZ.
Correlation
The correlation between FGM and FEUZ is 0.57, 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
FGM vs. FEUZ - Performance Comparison
Loading data...
Key characteristics
FGM:
1.40
FEUZ:
0.73
FGM:
2.13
FEUZ:
1.31
FGM:
1.28
FEUZ:
1.17
FGM:
0.98
FEUZ:
1.08
FGM:
6.58
FEUZ:
3.80
FGM:
5.15%
FEUZ:
5.11%
FGM:
23.56%
FEUZ:
25.56%
FGM:
-51.58%
FEUZ:
-48.08%
FGM:
-2.97%
FEUZ:
0.00%
Returns By Period
In the year-to-date period, FGM achieves a 35.67% return, which is significantly higher than FEUZ's 25.32% return. Over the past 10 years, FGM has underperformed FEUZ with an annualized return of 5.24%, while FEUZ has yielded a comparatively higher 6.59% annualized return.
FGM
35.67%
16.39%
36.73%
32.48%
10.91%
5.24%
FEUZ
25.32%
14.93%
21.67%
17.71%
13.68%
6.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGM vs. FEUZ - Expense Ratio Comparison
Both FGM and FEUZ have an expense ratio of 0.80%.
Risk-Adjusted Performance
FGM vs. FEUZ — Risk-Adjusted Performance Rank
FGM
FEUZ
FGM vs. FEUZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Germany AlphaDEX Fund (FGM) and First Trust Eurozone AlphaDEX ETF (FEUZ). 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.
Loading data...
Dividends
FGM vs. FEUZ - Dividend Comparison
FGM's dividend yield for the trailing twelve months is around 1.60%, less than FEUZ's 1.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGM First Trust Germany AlphaDEX Fund | 1.60% | 2.56% | 2.82% | 5.44% | 1.43% | 1.33% | 2.30% | 2.18% | 2.11% | 1.33% | 1.13% | 1.92% |
FEUZ First Trust Eurozone AlphaDEX ETF | 1.81% | 2.01% | 2.96% | 3.14% | 2.52% | 1.46% | 1.93% | 2.46% | 1.29% | 2.12% | 1.09% | 0.02% |
Drawdowns
FGM vs. FEUZ - Drawdown Comparison
The maximum FGM drawdown since its inception was -51.58%, which is greater than FEUZ's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for FGM and FEUZ. For additional features, visit the drawdowns tool.
Loading data...
Volatility
FGM vs. FEUZ - Volatility Comparison
The current volatility for First Trust Germany AlphaDEX Fund (FGM) is 6.22%, while First Trust Eurozone AlphaDEX ETF (FEUZ) has a volatility of 6.95%. This indicates that FGM experiences smaller price fluctuations and is considered to be less risky than FEUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...