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FPX vs. IWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPX vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust US Equity Opportunities ETF (FPX) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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FPX vs. IWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPX
First Trust US Equity Opportunities ETF
-1.32%37.62%24.75%22.26%-35.11%3.69%47.89%30.37%-8.35%27.03%
IWY
iShares Russell Top 200 Growth ETF
-9.30%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Returns By Period

In the year-to-date period, FPX achieves a -1.32% return, which is significantly higher than IWY's -9.30% return. Over the past 10 years, FPX has underperformed IWY with an annualized return of 12.97%, while IWY has yielded a comparatively higher 17.59% annualized return.


FPX

1D
1.61%
1M
-3.75%
YTD
-1.32%
6M
-2.81%
1Y
43.47%
3Y*
24.63%
5Y*
6.32%
10Y*
12.97%

IWY

1D
0.87%
1M
-4.60%
YTD
-9.30%
6M
-8.67%
1Y
18.58%
3Y*
22.41%
5Y*
13.61%
10Y*
17.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPX vs. IWY - Expense Ratio Comparison

FPX has a 0.57% expense ratio, which is higher than IWY's 0.20% expense ratio.


Return for Risk

FPX vs. IWY — Risk / Return Rank

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

FPX
FPX Risk / Return Rank: 8181
Overall Rank
FPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FPX Omega Ratio Rank: 7272
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8686
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 4444
Overall Rank
IWY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWY Omega Ratio Rank: 4747
Omega Ratio Rank
IWY Calmar Ratio Rank: 4343
Calmar Ratio Rank
IWY Martin Ratio Rank: 4141
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.

FPX vs. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Opportunities ETF (FPX) and iShares Russell Top 200 Growth ETF (IWY). 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.


FPXIWYDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.84

+0.65

Sortino ratio

Return per unit of downside risk

2.05

1.35

+0.71

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

3.19

1.17

+2.02

Martin ratio

Return relative to average drawdown

10.78

3.89

+6.88

FPX vs. IWY - Sharpe Ratio Comparison

The current FPX Sharpe Ratio is 1.49, which is higher than the IWY Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FPX and IWY, 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


FPXIWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.84

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.64

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.84

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.87

-0.34

Correlation

The correlation between FPX and IWY is 0.81, 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.


Dividends

FPX vs. IWY - Dividend Comparison

FPX's dividend yield for the trailing twelve months is around 0.58%, more than IWY's 0.39% yield.


TTM20252024202320222021202020192018201720162015
FPX
First Trust US Equity Opportunities ETF
0.58%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%
IWY
iShares Russell Top 200 Growth ETF
0.39%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%

Drawdowns

FPX vs. IWY - Drawdown Comparison

The maximum FPX drawdown since its inception was -56.29%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for FPX and IWY.


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Drawdown Indicators


FPXIWYDifference

Max Drawdown

Largest peak-to-trough decline

-56.29%

-32.68%

-23.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-16.63%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-43.14%

-32.68%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-32.68%

-10.46%

Current Drawdown

Current decline from peak

-6.75%

-12.77%

+6.02%

Average Drawdown

Average peak-to-trough decline

-11.43%

-4.77%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.99%

-0.79%

Volatility

FPX vs. IWY - Volatility Comparison

First Trust US Equity Opportunities ETF (FPX) has a higher volatility of 9.11% compared to iShares Russell Top 200 Growth ETF (IWY) at 6.70%. This indicates that FPX's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPXIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

6.70%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.68%

12.40%

+6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

29.37%

22.29%

+7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

21.49%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

20.92%

+3.25%