PortfoliosLab logoPortfoliosLab logo
FTA vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTA vs. DEW - Performance Comparison

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

Loading graphics...

FTA vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTA
First Trust Large Cap Value AlphaDEX Fund
7.62%14.94%10.13%10.08%-3.73%29.32%-0.38%24.73%-13.63%18.47%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-10.58%15.38%

Returns By Period

In the year-to-date period, FTA achieves a 7.62% return, which is significantly lower than DEW's 8.14% return. Over the past 10 years, FTA has outperformed DEW with an annualized return of 10.76%, while DEW has yielded a comparatively lower 9.23% annualized return.


FTA

1D
1.02%
1M
-2.30%
YTD
7.62%
6M
11.94%
1Y
22.65%
3Y*
13.95%
5Y*
9.83%
10Y*
10.76%

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTA vs. DEW - Expense Ratio Comparison

FTA has a 0.60% expense ratio, which is higher than DEW's 0.58% expense ratio.


Return for Risk

FTA vs. DEW — Risk / Return Rank

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

FTA
FTA Risk / Return Rank: 7575
Overall Rank
FTA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FTA Sortino Ratio Rank: 7676
Sortino Ratio Rank
FTA Omega Ratio Rank: 7373
Omega Ratio Rank
FTA Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTA Martin Ratio Rank: 8080
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

FTA vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and WisdomTree Global High Dividend Fund (DEW). 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.


FTADEWDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.69

-0.36

Sortino ratio

Return per unit of downside risk

1.94

2.30

-0.36

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.84

1.98

-0.14

Martin ratio

Return relative to average drawdown

8.63

10.56

-1.93

FTA vs. DEW - Sharpe Ratio Comparison

The current FTA Sharpe Ratio is 1.33, which is comparable to the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FTA and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTADEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.69

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.89

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.60

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.28

+0.10

Correlation

The correlation between FTA and DEW 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.


Dividends

FTA vs. DEW - Dividend Comparison

FTA's dividend yield for the trailing twelve months is around 1.73%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
FTA
First Trust Large Cap Value AlphaDEX Fund
1.73%1.89%2.02%2.10%2.15%1.54%2.03%1.88%2.28%1.53%1.56%2.05%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

FTA vs. DEW - Drawdown Comparison

The maximum FTA drawdown since its inception was -62.45%, roughly equal to the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FTA and DEW.


Loading graphics...

Drawdown Indicators


FTADEWDifference

Max Drawdown

Largest peak-to-trough decline

-62.45%

-65.55%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-11.80%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-18.86%

-0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

-38.77%

-6.20%

Current Drawdown

Current decline from peak

-2.49%

-3.63%

+1.14%

Average Drawdown

Average peak-to-trough decline

-9.11%

-12.54%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.21%

+0.55%

Volatility

FTA vs. DEW - Volatility Comparison

The current volatility for First Trust Large Cap Value AlphaDEX Fund (FTA) is 3.26%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 4.07%. This indicates that FTA experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTADEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.07%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

7.21%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

13.42%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

13.02%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

15.55%

+4.46%