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FLN vs. CHILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLN vs. CHILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Latin America AlphaDEX Fund (FLN) and BlackRock China A Opportunities Fund (CHILX). The values are adjusted to include any dividend payments, if applicable.

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FLN vs. CHILX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLN
First Trust Latin America AlphaDEX Fund
13.57%55.05%-23.10%29.68%2.73%-6.94%-12.27%21.50%
CHILX
BlackRock China A Opportunities Fund
-1.01%26.30%15.44%-12.29%-28.54%3.54%48.69%48.44%

Returns By Period

In the year-to-date period, FLN achieves a 13.57% return, which is significantly higher than CHILX's -1.01% return.


FLN

1D
3.41%
1M
-4.91%
YTD
13.57%
6M
21.94%
1Y
53.52%
3Y*
19.30%
5Y*
12.67%
10Y*
9.71%

CHILX

1D
0.19%
1M
-6.92%
YTD
-1.01%
6M
0.83%
1Y
21.38%
3Y*
5.90%
5Y*
-0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLN vs. CHILX - Expense Ratio Comparison

FLN has a 0.80% expense ratio, which is lower than CHILX's 0.99% expense ratio.


Return for Risk

FLN vs. CHILX — Risk / Return Rank

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

FLN
FLN Risk / Return Rank: 9494
Overall Rank
FLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLN Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLN Omega Ratio Rank: 9292
Omega Ratio Rank
FLN Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLN Martin Ratio Rank: 9494
Martin Ratio Rank

CHILX
CHILX Risk / Return Rank: 6767
Overall Rank
CHILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CHILX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CHILX Omega Ratio Rank: 6363
Omega Ratio Rank
CHILX Calmar Ratio Rank: 7070
Calmar Ratio Rank
CHILX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

FLN vs. CHILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and BlackRock China A Opportunities Fund (CHILX). 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.


FLNCHILXDifference

Sharpe ratio

Return per unit of total volatility

2.34

1.23

+1.11

Sortino ratio

Return per unit of downside risk

2.86

1.66

+1.20

Omega ratio

Gain probability vs. loss probability

1.41

1.24

+0.18

Calmar ratio

Return relative to maximum drawdown

4.60

1.59

+3.01

Martin ratio

Return relative to average drawdown

14.39

6.36

+8.03

FLN vs. CHILX - Sharpe Ratio Comparison

The current FLN Sharpe Ratio is 2.34, which is higher than the CHILX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FLN and CHILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLNCHILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.23

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.03

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.48

-0.40

Correlation

The correlation between FLN and CHILX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLN vs. CHILX - Dividend Comparison

FLN's dividend yield for the trailing twelve months is around 3.53%, more than CHILX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
FLN
First Trust Latin America AlphaDEX Fund
3.53%3.40%6.26%4.17%5.57%4.70%1.64%1.91%3.08%10.28%1.06%2.34%
CHILX
BlackRock China A Opportunities Fund
2.97%2.94%2.11%2.02%0.92%1.19%3.64%12.77%0.00%0.00%0.00%0.00%

Drawdowns

FLN vs. CHILX - Drawdown Comparison

The maximum FLN drawdown since its inception was -57.95%, which is greater than CHILX's maximum drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for FLN and CHILX.


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Drawdown Indicators


FLNCHILXDifference

Max Drawdown

Largest peak-to-trough decline

-57.95%

-47.73%

-10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-11.64%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.95%

-43.95%

+18.00%

Max Drawdown (10Y)

Largest decline over 10 years

-57.75%

Current Drawdown

Current decline from peak

-5.74%

-17.18%

+11.44%

Average Drawdown

Average peak-to-trough decline

-19.07%

-20.75%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.15%

+0.50%

Volatility

FLN vs. CHILX - Volatility Comparison

First Trust Latin America AlphaDEX Fund (FLN) has a higher volatility of 11.49% compared to BlackRock China A Opportunities Fund (CHILX) at 5.58%. This indicates that FLN's price experiences larger fluctuations and is considered to be riskier than CHILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLNCHILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

5.58%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

11.40%

+5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

17.24%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

20.15%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

21.87%

+5.86%