FINT.TO vs. FHG.TO

Last updated Jul 16, 2026

FINT.TO (First Trust International Capital Strength ETF) and FHG.TO (First Trust AlphaDEX U.S. Industrials Sector Index ETF) are both exchange-traded funds - FINT.TO is a International Equity fund tracking the Nasdaq International Capital Strength Index, while FHG.TO is a Industrials Equities fund tracking the StrataQuant Industrials Index. Both are passively managed. Over the past 5 years, FINT.TO returned 8.29%/yr vs 11.58%/yr for FHG.TO. At a 0.28 correlation, their price movements are largely independent.

Performance

FINT.TO vs. FHG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Trust International Capital Strength ETF (FINT.TO) and First Trust AlphaDEX U.S. Industrials Sector Index ETF (FHG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with FINT.TO having a 12.84% return and FHG.TO slightly higher at 13.37%.

FINT.TO

• 1D: 0.14%
• 1M: -2.99%
• 6M: 7.55%
• YTD: 12.84%
• 1Y: 25.05%
• 3Y*: 16.53%
• 5Y*: 8.29%
• 10Y*: —

FHG.TO

• 1D: 0.89%
• 1M: -0.52%
• 6M: 4.59%
• YTD: 13.37%
• 1Y: 19.43%
• 3Y*: 16.34%
• 5Y*: 11.58%
• 10Y*: 13.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT.TO vs. FHG.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FINT.TO First Trust International Capital Strength ETF	12.84%	28.55%	6.00%	11.49%	-14.84%	12.52%	14.71%	31.52%	-19.50%
FHG.TO First Trust AlphaDEX U.S. Industrials Sector Index ETF	13.37%	2.40%	26.33%	23.13%	-11.70%	27.10%	7.70%	29.30%	-15.16%

Correlation

The correlation between FINT.TO and FHG.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 13, 2018	0.28

The correlation between FINT.TO and FHG.TO shifts across timeframes, from 0.23 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FINT.TO vs. FHG.TO — Risk / Return Rank

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

FINT.TO

FINT.TO Risk / Return Rank: 55
FINT.TO Sharpe Ratio Rank: 54
FINT.TO Sortino Ratio Rank: 58
FINT.TO Omega Ratio Rank: 58
FINT.TO Calmar Ratio Rank: 51
FINT.TO Martin Ratio Rank: 55

FHG.TO

FHG.TO Risk / Return Rank: 35
FHG.TO Sharpe Ratio Rank: 33
FHG.TO Sortino Ratio Rank: 38
FHG.TO Omega Ratio Rank: 34
FHG.TO Calmar Ratio Rank: 35
FHG.TO Martin Ratio Rank: 37

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.

FINT.TO vs. FHG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Capital Strength ETF (FINT.TO) and First Trust AlphaDEX U.S. Industrials Sector Index ETF (FHG.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FINT.TO	FHG.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.01	+0.51
Sortino ratio: Return per unit of downside risk	2.25	1.69	+0.56
Omega ratio: Gain probability vs. loss probability	1.29	1.20	+0.10
Calmar ratio: Return relative to maximum drawdown	2.13	1.50	+0.63
Martin ratio: Return relative to average drawdown	7.67	4.69	+2.98

FINT.TO vs. FHG.TO - Sharpe Ratio Comparison

The current FINT.TO Sharpe Ratio is 1.52, which is higher than the FHG.TO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FINT.TO and FHG.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FINT.TO vs. FHG.TO - Drawdown Comparison

The maximum FINT.TO drawdown since its inception was -29.12%, smaller than the maximum FHG.TO drawdown of -38.86%. Use the drawdown chart below to compare losses from any high point for FINT.TO and FHG.TO.

Drawdown Indicators

	FINT.TO	FHG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-29.12%	-38.86%	+9.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.82%	-13.01%	+1.19%
Max Drawdown (3Y) Largest decline over 3 years	-14.37%	-25.15%	+10.78%
Max Drawdown (5Y) Largest decline over 5 years	-28.43%	-25.15%	-3.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.86%	—
Current Drawdown Current decline from peak	-5.05%	-3.09%	-1.96%
Average Drawdown Average peak-to-trough decline	-7.12%	-6.06%	-1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	4.16%	-0.89%

Volatility

FINT.TO vs. FHG.TO - Volatility Comparison

First Trust International Capital Strength ETF (FINT.TO) and First Trust AlphaDEX U.S. Industrials Sector Index ETF (FHG.TO) have volatilities of 5.12% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINT.TO	FHG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	5.00%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	13.87%	14.93%	-1.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.53%	19.24%	-2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	18.90%	-3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.42%	19.79%	-2.37%

Dividends

FINT.TO vs. FHG.TO - Dividend Comparison

FINT.TO's dividend yield for the trailing twelve months is around 1.93%, more than FHG.TO's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FHG.TO First Trust AlphaDEX U.S. Industrials Sector Index ETF	0.57%	0.40%	1.09%	0.77%	1.33%	0.34%	1.11%	0.57%	1.36%	0.54%	0.24%	0.58%
FINT.TO First Trust International Capital Strength ETF	1.93%	2.00%	1.42%	2.00%	1.26%	0.00%	0.25%	1.18%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINT.TO and FHG.TO in my portfolio?

FINT.TO and FHG.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between FINT.TO and FHG.TO?

FINT.TO is categorized as International Equity, while FHG.TO is Industrials Equities. FINT.TO tracks Nasdaq International Capital Strength Index, while FHG.TO tracks StrataQuant Industrials Index.