Correlation
The correlation between FXD and VCR is 0.79, 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.
FXD vs. VCR
Compare and contrast key facts about First Trust Consumer Discretionary AlphaDEX Fund (FXD) and Vanguard Consumer Discretionary ETF (VCR).
FXD and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXD is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Discretionary Index. It was launched on May 8, 2007. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both FXD and VCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXD or VCR.
Performance
FXD vs. VCR - Performance Comparison
Loading data...
Key characteristics
FXD:
0.15
VCR:
0.71
FXD:
0.39
VCR:
1.17
FXD:
1.05
VCR:
1.15
FXD:
0.14
VCR:
0.68
FXD:
0.44
VCR:
1.94
FXD:
8.09%
VCR:
9.56%
FXD:
24.16%
VCR:
26.37%
FXD:
-65.27%
VCR:
-61.54%
FXD:
-9.71%
VCR:
-11.00%
Returns By Period
In the year-to-date period, FXD achieves a -4.56% return, which is significantly higher than VCR's -4.99% return. Over the past 10 years, FXD has underperformed VCR with an annualized return of 6.23%, while VCR has yielded a comparatively higher 12.51% annualized return.
FXD
-4.56%
8.38%
-8.48%
2.08%
7.91%
12.30%
6.23%
VCR
-4.99%
8.65%
-5.03%
17.85%
12.57%
14.64%
12.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FXD vs. VCR - Expense Ratio Comparison
FXD has a 0.63% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
FXD vs. VCR — Risk-Adjusted Performance Rank
FXD
VCR
FXD vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and Vanguard Consumer Discretionary ETF (VCR). 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.
Loading data...
Dividends
FXD vs. VCR - Dividend Comparison
FXD's dividend yield for the trailing twelve months is around 1.01%, more than VCR's 0.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 1.01% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.91% | 0.52% |
VCR Vanguard Consumer Discretionary ETF | 0.82% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% |
Drawdowns
FXD vs. VCR - Drawdown Comparison
The maximum FXD drawdown since its inception was -65.27%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for FXD and VCR.
Loading data...
Volatility
FXD vs. VCR - Volatility Comparison
The current volatility for First Trust Consumer Discretionary AlphaDEX Fund (FXD) is 6.74%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 7.24%. This indicates that FXD experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...