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FPA vs. IGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPA vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) 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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FPA vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
17.42%43.16%3.95%9.97%-14.55%-3.42%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
5.99%47.46%19.36%9.24%-2.34%4.30%

Returns By Period

In the year-to-date period, FPA achieves a 17.42% return, which is significantly higher than IGLD's 5.99% return.


FPA

1D
3.37%
1M
-12.20%
YTD
17.42%
6M
20.56%
1Y
61.12%
3Y*
21.98%
5Y*
9.33%
10Y*
8.13%

IGLD

1D
3.70%
1M
-10.43%
YTD
5.99%
6M
16.73%
1Y
38.18%
3Y*
24.46%
5Y*
15.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPA vs. IGLD - Expense Ratio Comparison

FPA has a 0.80% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Return for Risk

FPA vs. IGLD — Risk / Return Rank

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

FPA
FPA Risk / Return Rank: 9595
Overall Rank
FPA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FPA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FPA Omega Ratio Rank: 9494
Omega Ratio Rank
FPA Calmar Ratio Rank: 9595
Calmar Ratio Rank
FPA Martin Ratio Rank: 9595
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 8484
Overall Rank
IGLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGLD Omega Ratio Rank: 8484
Omega Ratio Rank
IGLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
IGLD Martin Ratio Rank: 8686
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.

FPA vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) 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.


FPAIGLDDifference

Sharpe ratio

Return per unit of total volatility

2.40

1.62

+0.79

Sortino ratio

Return per unit of downside risk

3.14

2.09

+1.05

Omega ratio

Gain probability vs. loss probability

1.44

1.32

+0.12

Calmar ratio

Return relative to maximum drawdown

3.96

2.25

+1.71

Martin ratio

Return relative to average drawdown

16.04

9.68

+6.35

FPA vs. IGLD - Sharpe Ratio Comparison

The current FPA Sharpe Ratio is 2.40, which is higher than the IGLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FPA and IGLD, 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


FPAIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.62

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.05

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.05

-0.79

Correlation

The correlation between FPA and IGLD is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FPA vs. IGLD - Dividend Comparison

FPA's dividend yield for the trailing twelve months is around 4.54%, less than IGLD's 12.45% yield.


TTM20252024202320222021202020192018201720162015
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
4.54%4.71%3.40%3.02%4.22%5.12%1.59%3.90%2.81%3.15%2.42%1.74%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
12.45%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FPA vs. IGLD - Drawdown Comparison

The maximum FPA drawdown since its inception was -52.91%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FPA and IGLD.


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Drawdown Indicators


FPAIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-52.91%

-18.59%

-34.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.37%

-17.56%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-35.36%

-18.59%

-16.77%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-12.52%

-11.57%

-0.95%

Average Drawdown

Average peak-to-trough decline

-13.60%

-5.01%

-8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

4.08%

-0.28%

Volatility

FPA vs. IGLD - Volatility Comparison

First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a higher volatility of 12.28% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 11.19%. This indicates that FPA's price experiences larger fluctuations and is considered to be riskier 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


FPAIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

11.19%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

21.21%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

23.75%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

14.90%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

14.86%

+7.05%