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FNK vs. VTWV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNK vs. VTWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Mid Cap Value AlphaDEX Fund (FNK) and Vanguard Russell 2000 Value ETF (VTWV). The values are adjusted to include any dividend payments, if applicable.

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FNK vs. VTWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNK
First Trust Mid Cap Value AlphaDEX Fund
3.02%5.65%6.65%21.03%-7.24%33.60%1.23%20.56%-14.72%11.81%
VTWV
Vanguard Russell 2000 Value ETF
4.95%12.72%7.83%14.67%-14.46%27.90%4.88%22.44%-13.34%8.06%

Returns By Period

In the year-to-date period, FNK achieves a 3.02% return, which is significantly lower than VTWV's 4.95% return. Both investments have delivered pretty close results over the past 10 years, with FNK having a 9.15% annualized return and VTWV not far ahead at 9.58%.


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%

VTWV

1D
2.63%
1M
-3.68%
YTD
4.95%
6M
8.24%
1Y
28.06%
3Y*
13.77%
5Y*
5.47%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNK vs. VTWV - Expense Ratio Comparison

FNK has a 0.70% expense ratio, which is higher than VTWV's 0.10% expense ratio.


Return for Risk

FNK vs. VTWV — Risk / Return Rank

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

FNK
FNK Risk / Return Rank: 3939
Overall Rank
FNK Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FNK Sortino Ratio Rank: 4141
Sortino Ratio Rank
FNK Omega Ratio Rank: 4040
Omega Ratio Rank
FNK Calmar Ratio Rank: 3939
Calmar Ratio Rank
FNK Martin Ratio Rank: 4040
Martin Ratio Rank

VTWV
VTWV Risk / Return Rank: 7575
Overall Rank
VTWV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTWV Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTWV Omega Ratio Rank: 6969
Omega Ratio Rank
VTWV Calmar Ratio Rank: 7878
Calmar Ratio Rank
VTWV Martin Ratio Rank: 7878
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. VTWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Value AlphaDEX Fund (FNK) and Vanguard Russell 2000 Value ETF (VTWV). 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.


FNKVTWVDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.27

-0.58

Sortino ratio

Return per unit of downside risk

1.13

1.84

-0.71

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.99

2.00

-1.01

Martin ratio

Return relative to average drawdown

3.75

7.92

-4.17

FNK vs. VTWV - Sharpe Ratio Comparison

The current FNK Sharpe Ratio is 0.69, which is lower than the VTWV Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FNK and VTWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNKVTWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.27

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.25

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.41

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Correlation

The correlation between FNK and VTWV is 0.87, 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. VTWV - Dividend Comparison

FNK's dividend yield for the trailing twelve months is around 1.63%, less than VTWV's 1.77% yield.


TTM20252024202320222021202020192018201720162015
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%
VTWV
Vanguard Russell 2000 Value ETF
1.77%1.79%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%

Drawdowns

FNK vs. VTWV - Drawdown Comparison

The maximum FNK drawdown since its inception was -50.70%, which is greater than VTWV's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for FNK and VTWV.


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Drawdown Indicators


FNKVTWVDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-45.73%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

-13.90%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-26.72%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-50.70%

-45.73%

-4.97%

Current Drawdown

Current decline from peak

-6.00%

-5.36%

-0.64%

Average Drawdown

Average peak-to-trough decline

-6.89%

-7.89%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.51%

+0.69%

Volatility

FNK vs. VTWV - Volatility Comparison

The current volatility for First Trust Mid Cap Value AlphaDEX Fund (FNK) is 4.49%, while Vanguard Russell 2000 Value ETF (VTWV) has a volatility of 6.50%. This indicates that FNK experiences smaller price fluctuations and is considered to be less risky than VTWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNKVTWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

6.50%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

13.22%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

22.19%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

21.82%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

23.51%

+0.38%