FTXL vs. FYBR

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Nasdaq Semiconductor ETF (FTXL) and Frontier Communications Parent, Inc. (FYBR).

FTXL is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Semiconductor Index. It was launched on Sep 20, 2016.

Performance

FTXL vs. FYBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Semiconductor ETF (FTXL) and Frontier Communications Parent, Inc. (FYBR). The values are adjusted to include any dividend payments, if applicable.

FTXL vs. FYBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FTXL First Trust Nasdaq Semiconductor ETF	17.52%	48.94%	7.59%	54.41%	-33.88%	32.74%
FYBR Frontier Communications Parent, Inc.	1.10%	9.71%	36.94%	-0.55%	-13.60%	9.42%

Returns By Period

FTXL

• 1D: 3.21%
• 1M: -2.91%
• YTD: 17.52%
• 6M: 32.85%
• 1Y: 101.16%
• 3Y*: 33.55%
• 5Y*: 18.43%
• 10Y*: —

FYBR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FTXL vs. FYBR — Risk / Return Rank

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

FTXL

FTXL Risk / Return Rank: 95
FTXL Sharpe Ratio Rank: 95
FTXL Sortino Ratio Rank: 94
FTXL Omega Ratio Rank: 92
FTXL Calmar Ratio Rank: 98
FTXL Martin Ratio Rank: 97

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.

FTXL vs. FYBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Semiconductor ETF (FTXL) and Frontier Communications Parent, Inc. (FYBR). 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.

	FTXL	FYBR	Difference
Sharpe ratio Return per unit of total volatility	2.43	—	—
Sortino ratio Return per unit of downside risk	2.95	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	5.50	—	—
Martin ratio Return relative to average drawdown	21.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FTXL	FYBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	—	—

Correlation

The correlation between FTXL and FYBR is 0.34, 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

FTXL vs. FYBR - Dividend Comparison

FTXL's dividend yield for the trailing twelve months is around 0.23%, while FYBR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FTXL First Trust Nasdaq Semiconductor ETF	0.23%	0.28%	0.54%	0.60%	0.89%	0.25%	0.48%	0.92%	0.71%	0.47%	0.12%
FYBR Frontier Communications Parent, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	FTXL	FYBR	Difference
Max Drawdown Largest peak-to-trough decline	-43.87%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-18.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.87%	—	—
Current Drawdown Current decline from peak	-6.58%	—	—
Average Drawdown Average peak-to-trough decline	-10.72%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	—	—

Volatility

Volatility by Period

	FTXL	FYBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	41.94%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.39%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.99%	—	—