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FPX vs. IUSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPX and IUSG is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FPX vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust US Equity Opportunities ETF (FPX) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-3.08%
-6.89%
FPX
IUSG

Key characteristics

Sharpe Ratio

FPX:

0.16

IUSG:

0.28

Sortino Ratio

FPX:

0.39

IUSG:

0.49

Omega Ratio

FPX:

1.05

IUSG:

1.07

Calmar Ratio

FPX:

0.14

IUSG:

0.34

Martin Ratio

FPX:

0.56

IUSG:

1.17

Ulcer Index

FPX:

7.79%

IUSG:

4.81%

Daily Std Dev

FPX:

27.26%

IUSG:

20.00%

Max Drawdown

FPX:

-56.29%

IUSG:

-63.35%

Current Drawdown

FPX:

-24.87%

IUSG:

-16.42%

Returns By Period

In the year-to-date period, FPX achieves a -9.78% return, which is significantly higher than IUSG's -12.16% return. Over the past 10 years, FPX has underperformed IUSG with an annualized return of 7.81%, while IUSG has yielded a comparatively higher 12.93% annualized return.


FPX

YTD

-9.78%

1M

-8.32%

6M

-1.27%

1Y

4.11%

5Y*

12.84%

10Y*

7.81%

IUSG

YTD

-12.16%

1M

-8.60%

6M

-5.93%

1Y

5.24%

5Y*

18.41%

10Y*

12.93%

*Annualized

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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.


Expense ratio chart for FPX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPX: 0.57%
Expense ratio chart for IUSG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSG: 0.04%

Risk-Adjusted Performance

FPX vs. IUSG — Risk-Adjusted Performance Rank

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

FPX
The Risk-Adjusted Performance Rank of FPX is 2828
Overall Rank
The Sharpe Ratio Rank of FPX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FPX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FPX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FPX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FPX is 2828
Martin Ratio Rank

IUSG
The Risk-Adjusted Performance Rank of IUSG is 4848
Overall Rank
The Sharpe Ratio Rank of IUSG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IUSG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IUSG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IUSG is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FPX, currently valued at 0.16, compared to the broader market0.002.004.00
FPX: 0.16
IUSG: 0.28
The chart of Sortino ratio for FPX, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.0012.00
FPX: 0.39
IUSG: 0.49
The chart of Omega ratio for FPX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
FPX: 1.05
IUSG: 1.07
The chart of Calmar ratio for FPX, currently valued at 0.14, compared to the broader market0.005.0010.0015.00
FPX: 0.14
IUSG: 0.34
The chart of Martin ratio for FPX, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.00100.00
FPX: 0.56
IUSG: 1.17

The current FPX Sharpe Ratio is 0.16, which is lower than the IUSG Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FPX and IUSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.16
0.28
FPX
IUSG

Dividends

FPX vs. IUSG - Dividend Comparison

FPX's dividend yield for the trailing twelve months is around 0.10%, less than IUSG's 0.68% yield.


TTM20242023202220212020201920182017201620152014
FPX
First Trust US Equity Opportunities ETF
0.10%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%0.79%
IUSG
iShares Core S&P U.S. Growth ETF
0.68%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.87%
-16.42%
FPX
IUSG

Volatility

FPX vs. IUSG - Volatility Comparison

First Trust US Equity Opportunities ETF (FPX) has a higher volatility of 14.63% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 9.50%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.63%
9.50%
FPX
IUSG