FTA vs. FNCMX
Compare and contrast key facts about First Trust Large Cap Value AlphaDEX Fund (FTA) and Fidelity NASDAQ Composite Index Fund (FNCMX).
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. FNCMX is managed by Fidelity.
Performance
FTA vs. FNCMX - Performance Comparison
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FTA vs. FNCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTA First Trust Large Cap Value AlphaDEX Fund | 7.31% | 14.94% | 10.13% | 10.08% | -3.73% | 29.32% | -0.38% | 24.73% | -13.63% | 18.47% |
FNCMX Fidelity NASDAQ Composite Index Fund | -6.99% | 21.11% | 29.48% | 45.13% | -32.40% | 22.21% | 44.57% | 36.63% | -3.07% | 28.35% |
Returns By Period
In the year-to-date period, FTA achieves a 7.31% return, which is significantly higher than FNCMX's -6.99% return. Over the past 10 years, FTA has underperformed FNCMX with an annualized return of 10.73%, while FNCMX has yielded a comparatively higher 16.86% annualized return.
FTA
- 1D
- -0.29%
- 1M
- -2.78%
- YTD
- 7.31%
- 6M
- 11.00%
- 1Y
- 22.47%
- 3Y*
- 13.84%
- 5Y*
- 9.77%
- 10Y*
- 10.73%
FNCMX
- 1D
- 3.83%
- 1M
- -5.04%
- YTD
- -6.99%
- 6M
- -4.89%
- 1Y
- 24.46%
- 3Y*
- 21.83%
- 5Y*
- 10.80%
- 10Y*
- 16.86%
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FTA vs. FNCMX - Expense Ratio Comparison
FTA has a 0.60% expense ratio, which is higher than FNCMX's 0.29% expense ratio.
Return for Risk
FTA vs. FNCMX — Risk / Return Rank
FTA
FNCMX
FTA vs. FNCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.
| FTA | FNCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.10 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.70 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.92 | -0.19 |
Martin ratioReturn relative to average drawdown | 8.05 | 7.03 | +1.02 |
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
| FTA | FNCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.10 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.77 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.53 | -0.16 |
Correlation
The correlation between FTA and FNCMX is 0.69, 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.
Dividends
FTA vs. FNCMX - Dividend Comparison
FTA's dividend yield for the trailing twelve months is around 1.73%, more than FNCMX's 0.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.55% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
Drawdowns
FTA vs. FNCMX - Drawdown Comparison
The maximum FTA drawdown since its inception was -62.45%, which is greater than FNCMX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for FTA and FNCMX.
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Drawdown Indicators
| FTA | FNCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.45% | -55.08% | -7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -13.25% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.80% | -35.64% | +15.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.97% | -35.64% | -9.33% |
Current DrawdownCurrent decline from peak | -2.78% | -9.68% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -7.91% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.61% | -0.84% |
Volatility
FTA vs. FNCMX - Volatility Comparison
The current volatility for First Trust Large Cap Value AlphaDEX Fund (FTA) is 3.11%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.98%. This indicates that FTA experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTA | FNCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 6.98% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 13.04% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 23.31% | -6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 22.47% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 22.01% | -2.01% |