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FTA vs. COTZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTA and COTZX is 0.80, 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

FTA vs. COTZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Large Cap Value AlphaDEX Fund (FTA) and Columbia Thermostat Fund (COTZX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
242.30%
85.07%
FTA
COTZX

Key characteristics

Sharpe Ratio

FTA:

0.06

COTZX:

1.28

Sortino Ratio

FTA:

0.21

COTZX:

2.03

Omega Ratio

FTA:

1.03

COTZX:

1.28

Calmar Ratio

FTA:

0.05

COTZX:

0.70

Martin Ratio

FTA:

0.19

COTZX:

7.42

Ulcer Index

FTA:

5.39%

COTZX:

1.57%

Daily Std Dev

FTA:

17.28%

COTZX:

9.08%

Max Drawdown

FTA:

-62.45%

COTZX:

-49.51%

Current Drawdown

FTA:

-11.22%

COTZX:

-6.66%

Returns By Period

In the year-to-date period, FTA achieves a -3.60% return, which is significantly lower than COTZX's 0.88% return. Over the past 10 years, FTA has outperformed COTZX with an annualized return of 7.19%, while COTZX has yielded a comparatively lower 3.03% annualized return.


FTA

YTD

-3.60%

1M

-4.39%

6M

-6.18%

1Y

0.68%

5Y*

15.40%

10Y*

7.19%

COTZX

YTD

0.88%

1M

-0.56%

6M

1.09%

1Y

11.48%

5Y*

2.21%

10Y*

3.03%

*Annualized

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FTA vs. COTZX - Expense Ratio Comparison

FTA has a 0.60% expense ratio, which is higher than COTZX's 0.24% expense ratio.


Expense ratio chart for FTA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTA: 0.60%
Expense ratio chart for COTZX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COTZX: 0.24%

Risk-Adjusted Performance

FTA vs. COTZX — Risk-Adjusted Performance Rank

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

FTA
The Risk-Adjusted Performance Rank of FTA is 2525
Overall Rank
The Sharpe Ratio Rank of FTA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FTA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FTA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FTA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FTA is 2525
Martin Ratio Rank

COTZX
The Risk-Adjusted Performance Rank of COTZX is 8585
Overall Rank
The Sharpe Ratio Rank of COTZX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of COTZX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of COTZX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COTZX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of COTZX is 9090
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.

FTA vs. COTZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and Columbia Thermostat Fund (COTZX). 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 FTA, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.00
FTA: 0.06
COTZX: 1.28
The chart of Sortino ratio for FTA, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
FTA: 0.21
COTZX: 2.03
The chart of Omega ratio for FTA, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
FTA: 1.03
COTZX: 1.28
The chart of Calmar ratio for FTA, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
FTA: 0.05
COTZX: 0.70
The chart of Martin ratio for FTA, currently valued at 0.19, compared to the broader market0.0020.0040.0060.00
FTA: 0.19
COTZX: 7.42

The current FTA Sharpe Ratio is 0.06, which is lower than the COTZX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FTA and COTZX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
1.28
FTA
COTZX

Dividends

FTA vs. COTZX - Dividend Comparison

FTA's dividend yield for the trailing twelve months is around 2.22%, less than COTZX's 3.52% yield.


TTM20242023202220212020201920182017201620152014
FTA
First Trust Large Cap Value AlphaDEX Fund
2.22%2.02%2.10%2.15%1.54%2.03%1.88%2.28%1.53%1.56%2.05%1.79%
COTZX
Columbia Thermostat Fund
3.52%3.55%2.74%2.32%1.85%1.74%1.98%2.26%3.74%0.78%2.27%2.19%

Drawdowns

FTA vs. COTZX - Drawdown Comparison

The maximum FTA drawdown since its inception was -62.45%, which is greater than COTZX's maximum drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for FTA and COTZX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.22%
-6.66%
FTA
COTZX

Volatility

FTA vs. COTZX - Volatility Comparison

First Trust Large Cap Value AlphaDEX Fund (FTA) has a higher volatility of 12.36% compared to Columbia Thermostat Fund (COTZX) at 6.93%. This indicates that FTA's price experiences larger fluctuations and is considered to be riskier than COTZX 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%NovemberDecember2025FebruaryMarchApril
12.36%
6.93%
FTA
COTZX