FICS vs. FPA
Compare and contrast key facts about First Trust International Developed Capital Strength ETF (FICS) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA).
FICS and FPA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. FPA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Asia Pacific Ex-Japan Index. It was launched on Apr 18, 2011. Both FICS and FPA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FICS vs. FPA - Performance Comparison
Loading graphics...
FICS vs. FPA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | -2.19% | 20.44% | 2.59% | 18.07% | -19.47% | 19.78% | 2.20% |
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund | 17.42% | 43.16% | 3.95% | 9.97% | -14.55% | 2.98% | 2.60% |
Returns By Period
In the year-to-date period, FICS achieves a -2.19% return, which is significantly lower than FPA's 17.42% return.
FICS
- 1D
- 2.28%
- 1M
- -7.64%
- YTD
- -2.19%
- 6M
- 2.94%
- 1Y
- 8.73%
- 3Y*
- 9.35%
- 5Y*
- 5.84%
- 10Y*
- —
FPA
- 1D
- 3.37%
- 1M
- -12.20%
- YTD
- 17.42%
- 6M
- 20.56%
- 1Y
- 61.12%
- 3Y*
- 21.98%
- 5Y*
- 9.33%
- 10Y*
- 8.13%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FICS vs. FPA - Expense Ratio Comparison
FICS has a 0.70% expense ratio, which is lower than FPA's 0.80% expense ratio.
Return for Risk
FICS vs. FPA — Risk / Return Rank
FICS
FPA
FICS vs. FPA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA). 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.
| FICS | FPA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 2.40 | -1.83 |
Sortino ratioReturn per unit of downside risk | 0.87 | 3.14 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.44 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.96 | -3.20 |
Martin ratioReturn relative to average drawdown | 2.39 | 16.04 | -13.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FICS | FPA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.40 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.41 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.26 | +0.14 |
Correlation
The correlation between FICS and FPA is 0.47, 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
FICS vs. FPA - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 2.02%, less than FPA's 4.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 2.02% | 1.85% | 2.01% | 1.02% | 1.89% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund | 4.54% | 4.71% | 3.40% | 3.02% | 4.22% | 5.12% | 1.59% | 3.90% | 2.81% | 3.15% | 2.42% | 1.74% |
Drawdowns
FICS vs. FPA - Drawdown Comparison
The maximum FICS drawdown since its inception was -29.16%, smaller than the maximum FPA drawdown of -52.91%. Use the drawdown chart below to compare losses from any high point for FICS and FPA.
Loading graphics...
Drawdown Indicators
| FICS | FPA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.16% | -52.91% | +23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -15.37% | +5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | -35.36% | +6.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.91% | — |
Current DrawdownCurrent decline from peak | -7.64% | -12.52% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -13.60% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.80% | -0.51% |
Volatility
FICS vs. FPA - Volatility Comparison
The current volatility for First Trust International Developed Capital Strength ETF (FICS) is 5.96%, while First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a volatility of 12.28%. This indicates that FICS experiences smaller price fluctuations and is considered to be less risky than FPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FICS | FPA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 12.28% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 17.57% | -8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 25.56% | -10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 23.12% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 21.91% | -5.02% |