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FNK vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNK vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Mid Cap Value AlphaDEX Fund (FNK) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNK achieves a 7.22% return, which is significantly higher than IGLD's 1.69% return.


FNK

1D
-0.38%
1M
0.68%
YTD
7.22%
6M
7.56%
1Y
19.55%
3Y*
13.11%
5Y*
6.97%
10Y*
9.29%

IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNK vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FNK
First Trust Mid Cap Value AlphaDEX Fund
7.22%5.65%6.65%21.03%-7.24%16.56%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-2.34%4.30%

Correlation

The correlation between FNK and IGLD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.10

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Return for Risk

FNK vs. IGLD — Risk / Return Rank

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

FNK
FNK Risk / Return Rank: 3838
Overall Rank
FNK Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FNK Sortino Ratio Rank: 3939
Sortino Ratio Rank
FNK Omega Ratio Rank: 3535
Omega Ratio Rank
FNK Calmar Ratio Rank: 4343
Calmar Ratio Rank
FNK Martin Ratio Rank: 3939
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
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.

FNK vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Value AlphaDEX Fund (FNK) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.


FNKIGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

2.15

1.40

+0.75

Martin ratioReturn relative to average drawdown

6.23

3.82

+2.41

FNK vs. IGLD - Sharpe Ratio Comparison

The current FNK Sharpe Ratio is 1.29, which is comparable to the IGLD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FNK and IGLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FNKIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.06

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.86

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.94

-0.54

Drawdowns

FNK vs. IGLD - Drawdown Comparison

The maximum FNK drawdown since its inception was -50.70%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FNK and IGLD.


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Drawdown Indicators


FNKIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-18.59%

-32.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.13%

-17.56%

+8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-17.56%

-7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-18.59%

-6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-50.70%

Current Drawdown

Current decline from peak

-2.16%

-15.16%

+13.00%

Average Drawdown

Average peak-to-trough decline

-6.84%

-5.24%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

6.43%

-3.28%

Volatility

FNK vs. IGLD - Volatility Comparison

The current volatility for First Trust Mid Cap Value AlphaDEX Fund (FNK) is 3.53%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 5.12%. This indicates that FNK experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNKIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

5.12%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

21.01%

-11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

23.24%

-7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

15.17%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

15.00%

+8.86%

FNK vs. IGLD - Expense Ratio Comparison

FNK has a 0.70% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

FNK vs. IGLD - Dividend Comparison

FNK's dividend yield for the trailing twelve months is around 1.56%, less than IGLD's 17.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FNK
First Trust Mid Cap Value AlphaDEX Fund
1.56%1.53%1.63%1.76%1.66%1.27%1.61%1.82%1.76%1.40%1.38%1.45%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FNK and IGLD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLD has higher volatility (5.12%) compared to FNK (3.53%). In terms of maximum drawdown, FNK dropped -50.70% vs IGLD's -18.59%.

On 5-year performance, IGLD leads with 13.02% vs 6.97% for FNK. On fees, FNK is cheaper at 0.70% per year. On volatility, FNK has been the lower-risk option at 3.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGLD has performed better with a 13.02% return vs 6.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNK is cheaper with a 0.70% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 1.56% for FNK.

FNK is categorized as Small Cap Value Equities, while IGLD is Precious Metals. Their fees differ too: 0.70% for FNK and 0.85% for IGLD.

FNK currently has the higher Sharpe Ratio (1.29 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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