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FNK vs. DISV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FNK vs. DISV

Last updated May 12, 2025

Compare and contrast key facts about First Trust Mid Cap Value AlphaDEX Fund (FNK) and Dimensional International Small Cap Value ETF (DISV).

FNK and DISV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNK is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Mid Cap Value Index. It was launched on Apr 19, 2011. DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNK or DISV.

Correlation

The correlation between FNK and DISV is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

FNK vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Mid Cap Value AlphaDEX Fund (FNK) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FNK:

16.69%

DISV:

10.99%

Max Drawdown

FNK:

-0.41%

DISV:

-0.52%

Current Drawdown

FNK:

0.00%

DISV:

0.00%

Returns By Period

FNK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DISV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FNK vs. DISV - Expense Ratio Comparison

FNK has a 0.70% expense ratio, which is higher than DISV's 0.42% expense ratio.

FNK
First Trust Mid Cap Value AlphaDEX Fund
DISV
Dimensional International Small Cap Value ETF

Risk-Adjusted Performance

FNK vs. DISV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FNK
The Risk-Adjusted Performance Rank of FNK is 1111
Overall Rank
The Sharpe Ratio Rank of FNK is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FNK is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FNK is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FNK is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FNK is 1010
Martin Ratio Rank
DISV
The Risk-Adjusted Performance Rank of DISV is 7777
Overall Rank
The Sharpe Ratio Rank of DISV is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DISV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DISV is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DISV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DISV is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNK vs. DISV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Value AlphaDEX Fund (FNK) and Dimensional International Small Cap Value ETF (DISV). 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.

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Dividends

FNK vs. DISV - Dividend Comparison

FNK's dividend yield for the trailing twelve months is around 1.89%, less than DISV's 2.46% yield.

TTM20242023202220212020201920182017201620152014
FNK
First Trust Mid Cap Value AlphaDEX Fund		1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DISV
Dimensional International Small Cap Value ETF		2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNK vs. DISV - Drawdown Comparison

The maximum FNK drawdown since its inception was -0.41%, smaller than the maximum DISV drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for FNK and DISV. For additional features, visit the drawdowns tool.

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Volatility

FNK vs. DISV - Volatility Comparison

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