Correlation
The correlation between FSZ and FLSW is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
FSZ vs. FLSW
Compare and contrast key facts about First Trust Switzerland AlphaDEX Fund (FSZ) and Franklin FTSE Switzerland ETF (FLSW).
FSZ and FLSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSZ is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Switzerland Index. It was launched on Feb 14, 2012. FLSW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Switzerland RIC Capped Index. It was launched on Feb 6, 2018. Both FSZ and FLSW 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: FSZ or FLSW.
Performance
FSZ vs. FLSW - Performance Comparison
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Key characteristics
FSZ:
1.16
FLSW:
1.08
FSZ:
1.68
FLSW:
1.66
FSZ:
1.22
FLSW:
1.22
FSZ:
1.38
FLSW:
1.39
FSZ:
3.58
FLSW:
3.26
FSZ:
5.39%
FLSW:
5.46%
FSZ:
16.27%
FLSW:
15.42%
FSZ:
-33.97%
FLSW:
-28.16%
FSZ:
0.00%
FLSW:
-0.13%
Returns By Period
In the year-to-date period, FSZ achieves a 21.26% return, which is significantly higher than FLSW's 19.69% return.
FSZ
21.26%
5.70%
15.48%
18.65%
12.99%
12.76%
8.35%
FLSW
19.69%
2.45%
13.87%
16.41%
9.17%
9.93%
N/A
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FSZ vs. FLSW - Expense Ratio Comparison
FSZ has a 0.80% expense ratio, which is higher than FLSW's 0.09% expense ratio.
Risk-Adjusted Performance
FSZ vs. FLSW — Risk-Adjusted Performance Rank
FSZ
FLSW
FSZ vs. FLSW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Switzerland AlphaDEX Fund (FSZ) and Franklin FTSE Switzerland ETF (FLSW). 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.
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Dividends
FSZ vs. FLSW - Dividend Comparison
FSZ's dividend yield for the trailing twelve months is around 1.54%, less than FLSW's 1.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSZ First Trust Switzerland AlphaDEX Fund | 1.54% | 1.80% | 2.11% | 4.28% | 1.92% | 1.53% | 2.01% | 2.29% | 1.49% | 1.93% | 1.08% | 1.89% |
FLSW Franklin FTSE Switzerland ETF | 1.70% | 2.04% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSZ vs. FLSW - Drawdown Comparison
The maximum FSZ drawdown since its inception was -33.97%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for FSZ and FLSW.
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Volatility
FSZ vs. FLSW - Volatility Comparison
First Trust Switzerland AlphaDEX Fund (FSZ) and Franklin FTSE Switzerland ETF (FLSW) have volatilities of 3.54% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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