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FPA vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPA vs. UGA - 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 United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPA achieves a 43.37% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, FPA has underperformed UGA with an annualized return of 10.87%, while UGA has yielded a comparatively higher 14.31% annualized return.


FPA

1D
-6.12%
1M
-0.38%
YTD
43.37%
6M
43.73%
1Y
57.04%
3Y*
30.61%
5Y*
12.24%
10Y*
10.87%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPA vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
43.37%43.16%3.95%9.97%-14.55%2.98%13.43%8.91%-21.91%35.81%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between FPA and UGA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.00

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

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2011

0.20

The correlation between FPA and UGA shifts across timeframes, from -0.15 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FPA vs. UGA — Risk / Return Rank

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

FPA
FPA Risk / Return Rank: 6868
Overall Rank
FPA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FPA Sortino Ratio Rank: 5959
Sortino Ratio Rank
FPA Omega Ratio Rank: 6464
Omega Ratio Rank
FPA Calmar Ratio Rank: 7777
Calmar Ratio Rank
FPA Martin Ratio Rank: 7373
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - 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 United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FPAUGADifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

3.73

3.17

+0.56

Martin ratioReturn relative to average drawdown

12.70

9.39

+3.31

FPA vs. UGA - Sharpe Ratio Comparison

The current FPA Sharpe Ratio is 1.99, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FPA and UGA, 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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Drawdowns

FPA vs. UGA - Drawdown Comparison

The maximum FPA drawdown since its inception was -52.91%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FPA and UGA.


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Drawdown Indicators


FPAUGADifference

Max Drawdown

Largest peak-to-trough decline

-52.91%

-86.59%

+33.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.37%

-18.96%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.66%

-26.68%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-38.11%

+3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

-75.89%

+22.98%

Current Drawdown

Current decline from peak

-9.25%

-18.05%

+8.80%

Average Drawdown

Average peak-to-trough decline

-13.46%

-36.69%

+23.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

6.43%

-1.93%

Volatility

FPA vs. UGA - Volatility Comparison

First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a higher volatility of 16.46% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that FPA's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPAUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.46%

9.24%

+7.22%

Volatility (6M)

Calculated over the trailing 6-month period

26.05%

30.57%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

35.22%

-6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

34.45%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

37.22%

-14.46%

FPA vs. UGA - Expense Ratio Comparison

FPA has a 0.80% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

FPA vs. UGA - Dividend Comparison

FPA's dividend yield for the trailing twelve months is around 3.72%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
3.72%4.71%3.40%3.02%4.22%5.12%1.59%3.90%2.81%3.15%2.42%1.74%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FPA and UGA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPA has higher volatility (16.46%) compared to UGA (9.24%). In terms of maximum drawdown, FPA dropped -52.91% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 10.87% for FPA. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 10.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.80% for FPA.

FPA has the higher dividend yield at 3.72%, compared with 0.00% for UGA.

FPA is categorized as Asia Pacific Equities, while UGA is Oil & Gas. FPA tracks NASDAQ AlphaDEX Asia Pacific Ex-Japan Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: First Trust and Concierge Technologies. Their fees differ too: 0.80% for FPA and 0.75% for UGA.

FPA currently has the higher Sharpe Ratio (1.99 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for FPA and UGA

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