FTA vs. COTZX
Compare and contrast key facts about First Trust Large Cap Value AlphaDEX Fund (FTA) and Columbia Thermostat Fund (COTZX).
FTA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Large Cap Value Index. It was launched on May 8, 2007. COTZX is managed by Columbia Threadneedle. It was launched on Sep 24, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTA or COTZX.
Correlation
The correlation between FTA and COTZX is 0.67, 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.
Performance
FTA vs. COTZX - Performance Comparison
Key characteristics
FTA:
-0.06
COTZX:
1.25
FTA:
0.02
COTZX:
1.78
FTA:
1.00
COTZX:
1.23
FTA:
-0.07
COTZX:
0.49
FTA:
-0.18
COTZX:
6.22
FTA:
4.21%
COTZX:
1.30%
FTA:
13.53%
COTZX:
6.44%
FTA:
-62.45%
COTZX:
-49.51%
FTA:
-11.01%
COTZX:
-7.99%
Returns By Period
In the year-to-date period, FTA achieves a -3.38% return, which is significantly lower than COTZX's -0.56% return. Over the past 10 years, FTA has outperformed COTZX with an annualized return of 7.30%, while COTZX has yielded a comparatively lower 2.91% annualized return.
FTA
-3.38%
-2.69%
-5.52%
-0.87%
18.73%
7.30%
COTZX
-0.56%
-2.04%
-1.20%
7.94%
4.00%
2.91%
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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.
Risk-Adjusted Performance
FTA vs. COTZX — Risk-Adjusted Performance Rank
FTA
COTZX
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.
Dividends
FTA vs. COTZX - Dividend Comparison
FTA's dividend yield for the trailing twelve months is around 2.22%, less than COTZX's 3.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.58% | 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.
Volatility
FTA vs. COTZX - Volatility Comparison
First Trust Large Cap Value AlphaDEX Fund (FTA) has a higher volatility of 6.32% compared to Columbia Thermostat Fund (COTZX) at 2.35%. 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.