FGM vs. VFIAX
Compare and contrast key facts about First Trust Germany AlphaDEX Fund (FGM) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
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. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
FGM vs. VFIAX - Performance Comparison
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FGM vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -4.35% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
In the year-to-date period, FGM achieves a -1.81% return, which is significantly higher than VFIAX's -4.35% return. Over the past 10 years, FGM has underperformed VFIAX with an annualized return of 7.67%, while VFIAX has yielded a comparatively higher 14.04% 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%
VFIAX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.35%
- 6M
- -2.16%
- 1Y
- 17.30%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.04%
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FGM vs. VFIAX - Expense Ratio Comparison
FGM has a 0.80% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Return for Risk
FGM vs. VFIAX — Risk / Return Rank
FGM
VFIAX
FGM vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Germany AlphaDEX Fund (FGM) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
| FGM | VFIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.97 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.49 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.52 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.32 | 7.29 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGM | VFIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.97 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.70 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.78 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.44 | -0.11 |
Correlation
The correlation between FGM and VFIAX is 0.60, 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. VFIAX - Dividend Comparison
FGM's dividend yield for the trailing twelve months is around 0.68%, less than VFIAX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.18% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
FGM vs. VFIAX - Drawdown Comparison
The maximum FGM drawdown since its inception was -51.58%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FGM and VFIAX.
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Drawdown Indicators
| FGM | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.58% | -55.20% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -12.12% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -51.07% | -24.53% | -26.54% |
Max Drawdown (10Y)Largest decline over 10 years | -51.58% | -33.83% | -17.75% |
Current DrawdownCurrent decline from peak | -12.71% | -6.24% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -9.46% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.52% | +2.18% |
Volatility
FGM vs. VFIAX - Volatility Comparison
First Trust Germany AlphaDEX Fund (FGM) has a higher volatility of 9.39% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 5.35%. This indicates that FGM's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGM | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 5.35% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 9.53% | +5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 18.32% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 16.91% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 18.05% | +4.90% |