FNX vs. EPU
Compare and contrast key facts about First Trust Mid Cap Core AlphaDEX Fund (FNX) and iShares MSCI Peru ETF (EPU).
FNX and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNX is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Mid Cap Core Index. It was launched on May 8, 2007. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both FNX and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FNX vs. EPU - Performance Comparison
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FNX vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNX First Trust Mid Cap Core AlphaDEX Fund | 2.05% | 9.87% | 12.21% | 20.39% | -13.57% | 25.05% | 16.04% | 26.97% | -11.23% | 17.66% |
EPU iShares MSCI Peru ETF | 11.55% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, FNX achieves a 2.05% return, which is significantly lower than EPU's 11.55% return. Over the past 10 years, FNX has underperformed EPU with an annualized return of 11.15%, while EPU has yielded a comparatively higher 15.59% annualized return.
FNX
- 1D
- 2.75%
- 1M
- -5.37%
- YTD
- 2.05%
- 6M
- 2.82%
- 1Y
- 18.78%
- 3Y*
- 13.81%
- 5Y*
- 7.40%
- 10Y*
- 11.15%
EPU
- 1D
- 5.99%
- 1M
- -13.99%
- YTD
- 11.55%
- 6M
- 31.78%
- 1Y
- 88.14%
- 3Y*
- 44.09%
- 5Y*
- 23.44%
- 10Y*
- 15.59%
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FNX vs. EPU - Expense Ratio Comparison
FNX has a 0.60% expense ratio, which is higher than EPU's 0.59% expense ratio.
Return for Risk
FNX vs. EPU — Risk / Return Rank
FNX
EPU
FNX vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Core AlphaDEX Fund (FNX) and iShares MSCI Peru ETF (EPU). 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.
| FNX | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 3.02 | -2.14 |
Sortino ratioReturn per unit of downside risk | 1.36 | 3.36 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 4.16 | -2.82 |
Martin ratioReturn relative to average drawdown | 5.45 | 17.19 | -11.74 |
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
| FNX | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 3.02 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.94 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.66 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Correlation
The correlation between FNX and EPU is 0.51, 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
FNX vs. EPU - Dividend Comparison
FNX's dividend yield for the trailing twelve months is around 0.91%, less than EPU's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNX First Trust Mid Cap Core AlphaDEX Fund | 0.91% | 0.88% | 1.26% | 1.11% | 1.19% | 0.94% | 1.04% | 1.21% | 1.01% | 0.90% | 1.07% | 1.07% |
EPU iShares MSCI Peru ETF | 1.46% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
FNX vs. EPU - Drawdown Comparison
The maximum FNX drawdown since its inception was -57.11%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for FNX and EPU.
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Drawdown Indicators
| FNX | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.11% | -60.62% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -20.85% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.97% | -35.59% | +10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -50.97% | +7.02% |
Current DrawdownCurrent decline from peak | -6.67% | -13.99% | +7.32% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -18.90% | +10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 5.05% | -1.45% |
Volatility
FNX vs. EPU - Volatility Comparison
The current volatility for First Trust Mid Cap Core AlphaDEX Fund (FNX) is 6.19%, while iShares MSCI Peru ETF (EPU) has a volatility of 14.15%. This indicates that FNX experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNX | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 14.15% | -7.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 24.04% | -11.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 29.31% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 25.08% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 23.63% | -1.69% |