FTA vs. ^GSPC

In the year-to-date period, FTA achieves a 1.96% return, which is significantly higher than ^GSPC's 1.30% return. Over the past 10 years, FTA has underperformed ^GSPC with an annualized return of 7.75%, while ^GSPC has yielded a comparatively higher 10.87% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and S&P 500 (^GSPC). 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 current FTA Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FTA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum FTA drawdown since its inception was -62.45%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FTA and ^GSPC. For additional features, visit the drawdowns tool.

First Trust Large Cap Value AlphaDEX Fund (FTA) and S&P 500 (^GSPC) have volatilities of 5.17% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.