FNK vs. ECML
Compare and contrast key facts about First Trust Mid Cap Value AlphaDEX Fund (FNK) and EA Series Trust - Euclidean Fundamental Value ETF (ECML).
FNK and ECML 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. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023.
Performance
FNK vs. ECML - Performance Comparison
Loading graphics...
FNK vs. ECML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FNK First Trust Mid Cap Value AlphaDEX Fund | 3.02% | 5.65% | 6.65% | 20.77% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
Returns By Period
In the year-to-date period, FNK achieves a 3.02% return, which is significantly lower than ECML's 8.76% return.
FNK
- 1D
- 1.61%
- 1M
- -4.17%
- YTD
- 3.02%
- 6M
- 4.27%
- 1Y
- 15.07%
- 3Y*
- 11.24%
- 5Y*
- 7.47%
- 10Y*
- 9.15%
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FNK vs. ECML - Expense Ratio Comparison
FNK has a 0.70% expense ratio, which is lower than ECML's 0.95% expense ratio.
Return for Risk
FNK vs. ECML — Risk / Return Rank
FNK
ECML
FNK vs. ECML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Value AlphaDEX Fund (FNK) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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.
| FNK | ECML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.05 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.62 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.61 | -0.62 |
Martin ratioReturn relative to average drawdown | 3.75 | 6.01 | -2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FNK | ECML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.05 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.79 | -0.40 |
Correlation
The correlation between FNK and ECML is 0.92, 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.
Dividends
FNK vs. ECML - Dividend Comparison
FNK's dividend yield for the trailing twelve months is around 1.63%, more than ECML's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNK First Trust Mid Cap Value AlphaDEX Fund | 1.63% | 1.53% | 1.63% | 1.76% | 1.66% | 1.27% | 1.61% | 1.82% | 1.76% | 1.40% | 1.38% | 1.45% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNK vs. ECML - Drawdown Comparison
The maximum FNK drawdown since its inception was -50.70%, which is greater than ECML's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for FNK and ECML.
Loading graphics...
Drawdown Indicators
| FNK | ECML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -24.66% | -26.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.86% | -12.96% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.70% | — | — |
Current DrawdownCurrent decline from peak | -6.00% | -2.69% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -6.19% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.48% | +0.72% |
Volatility
FNK vs. ECML - Volatility Comparison
First Trust Mid Cap Value AlphaDEX Fund (FNK) and EA Series Trust - Euclidean Fundamental Value ETF (ECML) have volatilities of 4.49% and 4.48%, 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.
Loading graphics...
Volatility by Period
| FNK | ECML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.48% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 10.17% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.08% | 19.29% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.11% | 18.69% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 18.69% | +5.20% |