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

Correlation

The correlation between FLN and ILF is 0.76, 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.


-0.50.00.51.00.8

Performance

FLN vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Latin America AlphaDEX Fund (FLN) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.32%
-29.90%
FLN
ILF

Key characteristics

Sharpe Ratio

FLN:

-1.00

ILF:

-1.09

Sortino Ratio

FLN:

-1.32

ILF:

-1.44

Omega Ratio

FLN:

0.85

ILF:

0.83

Calmar Ratio

FLN:

-0.80

ILF:

-0.57

Martin Ratio

FLN:

-1.76

ILF:

-1.91

Ulcer Index

FLN:

10.63%

ILF:

10.21%

Daily Std Dev

FLN:

18.65%

ILF:

17.97%

Max Drawdown

FLN:

-57.93%

ILF:

-67.48%

Current Drawdown

FLN:

-22.14%

ILF:

-33.42%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLN having a -20.77% return and ILF slightly lower at -21.75%. Over the past 10 years, FLN has outperformed ILF with an annualized return of 2.31%, while ILF has yielded a comparatively lower 0.58% annualized return.


FLN

YTD

-20.77%

1M

-6.57%

6M

-9.87%

1Y

-19.45%

5Y*

-2.73%

10Y*

2.31%

ILF

YTD

-21.75%

1M

-7.82%

6M

-10.58%

1Y

-20.88%

5Y*

-2.58%

10Y*

0.58%

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. ILF - Expense Ratio Comparison

FLN has a 0.80% expense ratio, which is higher than ILF's 0.48% 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 ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

FLN vs. ILF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and iShares Latin American 40 ETF (ILF). 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 market0.002.004.00-1.00-1.09
The chart of Sortino ratio for FLN, currently valued at -1.32, compared to the broader market-2.000.002.004.006.008.0010.00-1.32-1.44
The chart of Omega ratio for FLN, currently valued at 0.85, compared to the broader market0.501.001.502.002.503.000.850.83
The chart of Calmar ratio for FLN, currently valued at -0.80, compared to the broader market0.005.0010.0015.00-0.80-0.62
The chart of Martin ratio for FLN, currently valued at -1.76, compared to the broader market0.0020.0040.0060.0080.00100.00-1.76-1.91
FLN
ILF

The current FLN Sharpe Ratio is -1.00, which is comparable to the ILF Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of FLN and ILF, 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
-1.09
FLN
ILF

Dividends

FLN vs. ILF - Dividend Comparison

FLN's dividend yield for the trailing twelve months is around 7.04%, less than ILF's 7.31% yield.


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%
ILF
iShares Latin American 40 ETF
7.31%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%3.32%

Drawdowns

FLN vs. ILF - Drawdown Comparison

The maximum FLN drawdown since its inception was -57.93%, smaller than the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for FLN and ILF. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.14%
-30.62%
FLN
ILF

Volatility

FLN vs. ILF - Volatility Comparison

First Trust Latin America AlphaDEX Fund (FLN) and iShares Latin American 40 ETF (ILF) have volatilities of 6.86% and 6.98%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.86%
6.98%
FLN
ILF
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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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