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FTA vs. IGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTA vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Large Cap Value AlphaDEX Fund (FTA) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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FTA vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTA
First Trust Large Cap Value AlphaDEX Fund
7.62%14.94%10.13%10.08%-3.73%17.73%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
5.99%47.46%19.36%9.24%-2.34%4.30%

Returns By Period

In the year-to-date period, FTA achieves a 7.62% return, which is significantly higher than IGLD's 5.99% 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%

IGLD

1D
3.70%
1M
-10.43%
YTD
5.99%
6M
16.73%
1Y
38.18%
3Y*
24.46%
5Y*
15.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTA vs. IGLD - Expense Ratio Comparison

FTA has a 0.60% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Return for Risk

FTA vs. IGLD — 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

IGLD
IGLD Risk / Return Rank: 8484
Overall Rank
IGLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGLD Omega Ratio Rank: 8484
Omega Ratio Rank
IGLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
IGLD Martin Ratio Rank: 8686
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. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.


FTAIGLDDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.62

-0.28

Sortino ratio

Return per unit of downside risk

1.94

2.09

-0.15

Omega ratio

Gain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratio

Return relative to maximum drawdown

1.84

2.25

-0.41

Martin ratio

Return relative to average drawdown

8.63

9.68

-1.05

FTA vs. IGLD - Sharpe Ratio Comparison

The current FTA Sharpe Ratio is 1.33, which is comparable to the IGLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FTA and IGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTAIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.62

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.05

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.05

-0.67

Correlation

The correlation between FTA and IGLD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTA vs. IGLD - Dividend Comparison

FTA's dividend yield for the trailing twelve months is around 1.73%, less than IGLD's 12.45% 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%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
12.45%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTA vs. IGLD - Drawdown Comparison

The maximum FTA drawdown since its inception was -62.45%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FTA and IGLD.


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Drawdown Indicators


FTAIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-62.45%

-18.59%

-43.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-17.56%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-18.59%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

Current Drawdown

Current decline from peak

-2.49%

-11.57%

+9.08%

Average Drawdown

Average peak-to-trough decline

-9.11%

-5.01%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

4.08%

-1.32%

Volatility

FTA vs. IGLD - Volatility Comparison

The current volatility for First Trust Large Cap Value AlphaDEX Fund (FTA) is 3.26%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FTA experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

11.19%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

21.21%

-12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

23.75%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

14.90%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

14.86%

+5.15%