FLN vs. IMRFX
Compare and contrast key facts about First Trust Latin America AlphaDEX Fund (FLN) and Columbia Global Opportunities Fund (IMRFX).
FLN is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Latin America Index. It was launched on Apr 18, 2011. IMRFX is managed by Columbia. It was launched on Jan 22, 1985.
Performance
FLN vs. IMRFX - Performance Comparison
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FLN vs. IMRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLN First Trust Latin America AlphaDEX Fund | 13.57% | 55.05% | -23.10% | 29.68% | 2.73% | -6.94% | -12.27% | 27.22% | -8.31% | 21.54% |
IMRFX Columbia Global Opportunities Fund | -3.77% | 15.88% | 7.46% | 11.29% | -21.02% | 6.25% | 12.55% | 15.62% | -7.03% | 18.17% |
Returns By Period
In the year-to-date period, FLN achieves a 13.57% return, which is significantly higher than IMRFX's -3.77% return. Over the past 10 years, FLN has outperformed IMRFX with an annualized return of 9.71%, while IMRFX has yielded a comparatively lower 5.09% annualized 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%
IMRFX
- 1D
- -0.08%
- 1M
- -7.67%
- YTD
- -3.77%
- 6M
- -1.67%
- 1Y
- 12.35%
- 3Y*
- 8.44%
- 5Y*
- 2.08%
- 10Y*
- 5.09%
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FLN vs. IMRFX - Expense Ratio Comparison
FLN has a 0.80% expense ratio, which is lower than IMRFX's 1.15% expense ratio.
Return for Risk
FLN vs. IMRFX — Risk / Return Rank
FLN
IMRFX
FLN vs. IMRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and Columbia Global Opportunities Fund (IMRFX). 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.
| FLN | IMRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.18 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.86 | 1.66 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 4.60 | 1.43 | +3.17 |
Martin ratioReturn relative to average drawdown | 14.39 | 6.22 | +8.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLN | IMRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.18 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.19 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.49 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.60 | -0.51 |
Correlation
The correlation between FLN and IMRFX is 0.52, 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
FLN vs. IMRFX - Dividend Comparison
FLN's dividend yield for the trailing twelve months is around 3.53%, less than IMRFX's 18.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMRFX Columbia Global Opportunities Fund | 18.57% | 17.87% | 0.47% | 0.00% | 6.62% | 7.92% | 4.40% | 1.75% | 0.35% | 0.00% | 2.77% | 0.00% |
Drawdowns
FLN vs. IMRFX - Drawdown Comparison
The maximum FLN drawdown since its inception was -57.95%, which is greater than IMRFX's maximum drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for FLN and IMRFX.
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Drawdown Indicators
| FLN | IMRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.95% | -45.67% | -12.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -8.07% | -3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.95% | -28.77% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -57.75% | -28.77% | -28.98% |
Current DrawdownCurrent decline from peak | -5.74% | -8.07% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -7.35% | -11.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 1.85% | +1.80% |
Volatility
FLN vs. IMRFX - Volatility Comparison
First Trust Latin America AlphaDEX Fund (FLN) has a higher volatility of 11.49% compared to Columbia Global Opportunities Fund (IMRFX) at 4.46%. This indicates that FLN's price experiences larger fluctuations and is considered to be riskier than IMRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLN | IMRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.49% | 4.46% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 17.19% | 7.08% | +10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 10.52% | +12.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 10.82% | +11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 10.34% | +17.39% |