FPX vs. VUG
Compare and contrast key facts about First Trust US Equity Opportunities ETF (FPX) and Vanguard Growth ETF (VUG).
FPX and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000. Both FPX and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FPX vs. VUG - Performance Comparison
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FPX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPX First Trust US Equity Opportunities ETF | -2.88% | 37.62% | 24.75% | 22.26% | -35.11% | 3.69% | 47.89% | 30.37% | -8.35% | 27.03% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, FPX achieves a -2.88% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, FPX has underperformed VUG with an annualized return of 12.79%, while VUG has yielded a comparatively higher 16.03% annualized return.
FPX
- 1D
- 4.38%
- 1M
- -4.68%
- YTD
- -2.88%
- 6M
- -4.25%
- 1Y
- 42.94%
- 3Y*
- 23.97%
- 5Y*
- 5.98%
- 10Y*
- 12.79%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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FPX vs. VUG - Expense Ratio Comparison
FPX has a 0.57% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
FPX vs. VUG — Risk / Return Rank
FPX
VUG
FPX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Opportunities ETF (FPX) and Vanguard Growth ETF (VUG). 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.
| FPX | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.81 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.31 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.11 | +1.88 |
Martin ratioReturn relative to average drawdown | 10.16 | 3.96 | +6.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FPX | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.81 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.52 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.75 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.57 | -0.05 |
Correlation
The correlation between FPX and VUG 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.
Dividends
FPX vs. VUG - Dividend Comparison
FPX's dividend yield for the trailing twelve months is around 0.59%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPX First Trust US Equity Opportunities ETF | 0.59% | 0.53% | 0.09% | 0.27% | 1.08% | 0.14% | 0.28% | 0.67% | 0.88% | 0.68% | 0.77% | 0.62% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
FPX vs. VUG - Drawdown Comparison
The maximum FPX drawdown since its inception was -56.29%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FPX and VUG.
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Drawdown Indicators
| FPX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.29% | -50.68% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -16.53% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -43.14% | -35.61% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -35.61% | -7.53% |
Current DrawdownCurrent decline from peak | -8.22% | -13.20% | +4.98% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -7.13% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 4.66% | -0.48% |
Volatility
FPX vs. VUG - Volatility Comparison
First Trust US Equity Opportunities ETF (FPX) has a higher volatility of 9.13% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that FPX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 7.00% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.62% | 12.65% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.34% | 22.68% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.54% | 22.23% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.17% | 21.38% | +2.79% |