FUTY vs. FXU
Compare and contrast key facts about Fidelity MSCI Utilities Index ETF (FUTY) and First Trust Utilities AlphaDEX Fund (FXU).
FUTY and FXU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. Both FUTY and FXU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FUTY vs. FXU - Performance Comparison
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FUTY vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | 8.19% | 16.40% | 23.20% | -7.46% | 1.12% | 17.53% | -0.80% | 24.89% | 4.36% | 12.52% |
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
Returns By Period
In the year-to-date period, FUTY achieves a 8.19% return, which is significantly lower than FXU's 11.27% return. Both investments have delivered pretty close results over the past 10 years, with FUTY having a 9.67% annualized return and FXU not far behind at 9.62%.
FUTY
- 1D
- 0.49%
- 1M
- -2.11%
- YTD
- 8.19%
- 6M
- 5.65%
- 1Y
- 19.31%
- 3Y*
- 13.99%
- 5Y*
- 10.62%
- 10Y*
- 9.67%
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
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FUTY vs. FXU - Expense Ratio Comparison
FUTY has a 0.08% expense ratio, which is lower than FXU's 0.62% expense ratio.
Return for Risk
FUTY vs. FXU — Risk / Return Rank
FUTY
FXU
FUTY vs. FXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and First Trust Utilities AlphaDEX Fund (FXU). 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.
| FUTY | FXU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.60 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.11 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.85 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.24 | 9.41 | -4.16 |
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
| FUTY | FXU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.60 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.15 |
Correlation
The correlation between FUTY and FXU is 0.92, 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
FUTY vs. FXU - Dividend Comparison
FUTY's dividend yield for the trailing twelve months is around 2.49%, more than FXU's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | 2.49% | 2.67% | 2.96% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% |
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Drawdowns
FUTY vs. FXU - Drawdown Comparison
The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum FXU drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for FUTY and FXU.
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Drawdown Indicators
| FUTY | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -49.00% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -8.57% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -21.87% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -36.44% | -34.81% | -1.63% |
Current DrawdownCurrent decline from peak | -2.76% | -1.80% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.66% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.60% | +1.15% |
Volatility
FUTY vs. FXU - Volatility Comparison
Fidelity MSCI Utilities Index ETF (FUTY) has a higher volatility of 5.03% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.53%. This indicates that FUTY's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTY | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.53% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 9.08% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 14.98% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 16.49% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.99% | 18.29% | +0.70% |