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FLN vs. BRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLN and BRF is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

FLN vs. BRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Latin America AlphaDEX Fund (FLN) and VanEck Vectors Brazil Small-Cap ETF (BRF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.32%
-65.97%
FLN
BRF

Key characteristics

Sharpe Ratio

FLN:

-1.00

BRF:

-1.12

Sortino Ratio

FLN:

-1.32

BRF:

-1.54

Omega Ratio

FLN:

0.85

BRF:

0.81

Calmar Ratio

FLN:

-0.80

BRF:

-0.45

Martin Ratio

FLN:

-1.76

BRF:

-1.77

Ulcer Index

FLN:

10.63%

BRF:

17.41%

Daily Std Dev

FLN:

18.65%

BRF:

27.56%

Max Drawdown

FLN:

-57.93%

BRF:

-81.72%

Current Drawdown

FLN:

-22.14%

BRF:

-66.29%

Returns By Period

In the year-to-date period, FLN achieves a -20.77% return, which is significantly higher than BRF's -32.75% return. Over the past 10 years, FLN has outperformed BRF with an annualized return of 2.31%, while BRF has yielded a comparatively lower -2.10% annualized return.


FLN

YTD

-20.77%

1M

-6.57%

6M

-9.87%

1Y

-19.45%

5Y*

-2.73%

10Y*

2.31%

BRF

YTD

-32.75%

1M

-13.08%

6M

-12.89%

1Y

-31.93%

5Y*

-12.29%

10Y*

-2.10%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLN vs. BRF - Expense Ratio Comparison

FLN has a 0.80% expense ratio, which is higher than BRF's 0.60% expense ratio.


FLN
First Trust Latin America AlphaDEX Fund
Expense ratio chart for FLN: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for BRF: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

FLN vs. BRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and VanEck Vectors Brazil Small-Cap ETF (BRF). 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.


Sharpe ratio
The chart of Sharpe ratio for FLN, currently valued at -1.00, compared to the broader market0.002.004.00-1.00-1.12
The chart of Sortino ratio for FLN, currently valued at -1.32, compared to the broader market-2.000.002.004.006.008.0010.00-1.32-1.54
The chart of Omega ratio for FLN, currently valued at 0.85, compared to the broader market0.501.001.502.002.503.000.850.81
The chart of Calmar ratio for FLN, currently valued at -0.80, compared to the broader market0.005.0010.0015.00-0.80-0.45
The chart of Martin ratio for FLN, currently valued at -1.76, compared to the broader market0.0020.0040.0060.0080.00100.00-1.76-1.77
FLN
BRF

The current FLN Sharpe Ratio is -1.00, which is comparable to the BRF Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of FLN and BRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.00
-1.12
FLN
BRF

Dividends

FLN vs. BRF - Dividend Comparison

FLN's dividend yield for the trailing twelve months is around 7.04%, while BRF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLN
First Trust Latin America AlphaDEX Fund
6.08%4.17%5.57%4.70%1.63%1.91%3.08%10.27%1.06%2.34%3.96%2.03%
BRF
VanEck Vectors Brazil Small-Cap ETF
0.00%5.01%4.13%2.97%1.66%2.54%2.89%4.53%4.25%3.84%4.23%1.85%

Drawdowns

FLN vs. BRF - Drawdown Comparison

The maximum FLN drawdown since its inception was -57.93%, smaller than the maximum BRF drawdown of -81.72%. Use the drawdown chart below to compare losses from any high point for FLN and BRF. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.14%
-66.29%
FLN
BRF

Volatility

FLN vs. BRF - Volatility Comparison

The current volatility for First Trust Latin America AlphaDEX Fund (FLN) is 6.86%, while VanEck Vectors Brazil Small-Cap ETF (BRF) has a volatility of 13.74%. This indicates that FLN experiences smaller price fluctuations and is considered to be less risky than BRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.86%
13.74%
FLN
BRF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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