FPX vs. IUSG
Compare and contrast key facts about First Trust US Equity Opportunities ETF (FPX) and iShares Core S&P U.S. Growth ETF (IUSG).
FPX and IUSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FPX is a passively managed fund by First Trust that tracks the performance of the IPOX-100 U.S. Index. It was launched on Apr 12, 2006. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000. Both FPX and IUSG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPX or IUSG.
Key characteristics
| FPX | IUSG | |
|---|---|---|
| YTD Return | 29.42% | 34.21% |
| 1Y Return | 50.60% | 43.47% |
| 3Y Return (Ann) | -2.27% | 7.92% |
| 5Y Return (Ann) | 10.27% | 17.73% |
| 10Y Return (Ann) | 10.36% | 15.00% |
| Sharpe Ratio | 2.37 | 2.60 |
| Sortino Ratio | 3.18 | 3.34 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 1.33 | 2.89 |
| Martin Ratio | 11.46 | 13.99 |
| Ulcer Index | 4.46% | 3.11% |
| Daily Std Dev | 21.60% | 16.71% |
| Max Drawdown | -56.29% | -63.35% |
| Current Drawdown | -7.53% | -0.18% |
Correlation
The correlation between FPX and IUSG is 0.84, 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.
Performance
FPX vs. IUSG - Performance Comparison
In the year-to-date period, FPX achieves a 29.42% return, which is significantly lower than IUSG's 34.21% return. Over the past 10 years, FPX has underperformed IUSG with an annualized return of 10.36%, while IUSG has yielded a comparatively higher 15.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FPX vs. IUSG - Expense Ratio Comparison
FPX has a 0.57% expense ratio, which is higher than IUSG's 0.04% expense ratio.
Risk-Adjusted Performance
FPX vs. IUSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Opportunities ETF (FPX) and iShares Core S&P U.S. Growth ETF (IUSG). 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.
Dividends
FPX vs. IUSG - Dividend Comparison
FPX's dividend yield for the trailing twelve months is around 0.02%, less than IUSG's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPX First Trust US Equity Opportunities ETF | 0.02% | 0.27% | 1.08% | 0.14% | 0.28% | 0.67% | 0.88% | 0.68% | 0.77% | 0.62% | 0.79% | 0.51% |
IUSG iShares Core S&P U.S. Growth ETF | 0.64% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
Drawdowns
FPX vs. IUSG - Drawdown Comparison
The maximum FPX drawdown since its inception was -56.29%, smaller than the maximum IUSG drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for FPX and IUSG. For additional features, visit the drawdowns tool.
Volatility
FPX vs. IUSG - Volatility Comparison
First Trust US Equity Opportunities ETF (FPX) has a higher volatility of 7.11% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 5.11%. This indicates that FPX's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.