PortfoliosLab logo
FXH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXH and VOO is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FXH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Health Care AlphaDEX Fund (FXH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
352.69%
557.08%
FXH
VOO

Key characteristics

Sharpe Ratio

FXH:

-0.29

VOO:

0.54

Sortino Ratio

FXH:

-0.30

VOO:

0.88

Omega Ratio

FXH:

0.96

VOO:

1.13

Calmar Ratio

FXH:

-0.18

VOO:

0.55

Martin Ratio

FXH:

-0.87

VOO:

2.27

Ulcer Index

FXH:

5.51%

VOO:

4.55%

Daily Std Dev

FXH:

16.38%

VOO:

19.19%

Max Drawdown

FXH:

-43.70%

VOO:

-33.99%

Current Drawdown

FXH:

-22.18%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FXH achieves a -5.07% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, FXH has underperformed VOO with an annualized return of 4.13%, while VOO has yielded a comparatively higher 12.07% annualized return.


FXH

YTD

-5.07%

1M

-5.08%

6M

-7.61%

1Y

-3.76%

5Y*

3.27%

10Y*

4.13%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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


FXH vs. VOO - Expense Ratio Comparison

FXH has a 0.61% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for FXH: current value is 0.61%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXH: 0.61%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FXH vs. VOO — Risk-Adjusted Performance Rank

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

FXH
The Risk-Adjusted Performance Rank of FXH is 88
Overall Rank
The Sharpe Ratio Rank of FXH is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FXH is 88
Sortino Ratio Rank
The Omega Ratio Rank of FXH is 88
Omega Ratio Rank
The Calmar Ratio Rank of FXH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FXH is 77
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Health Care AlphaDEX Fund (FXH) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for FXH, currently valued at -0.29, compared to the broader market-1.000.001.002.003.004.00
FXH: -0.29
VOO: 0.54
The chart of Sortino ratio for FXH, currently valued at -0.30, compared to the broader market-2.000.002.004.006.008.00
FXH: -0.30
VOO: 0.88
The chart of Omega ratio for FXH, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
FXH: 0.96
VOO: 1.13
The chart of Calmar ratio for FXH, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
FXH: -0.18
VOO: 0.55
The chart of Martin ratio for FXH, currently valued at -0.87, compared to the broader market0.0020.0040.0060.00
FXH: -0.87
VOO: 2.27

The current FXH Sharpe Ratio is -0.29, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FXH and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.29
0.54
FXH
VOO

Dividends

FXH vs. VOO - Dividend Comparison

FXH's dividend yield for the trailing twelve months is around 0.40%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FXH
First Trust Health Care AlphaDEX Fund
0.40%0.41%0.24%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FXH vs. VOO - Drawdown Comparison

The maximum FXH drawdown since its inception was -43.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FXH and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.18%
-9.90%
FXH
VOO

Volatility

FXH vs. VOO - Volatility Comparison

The current volatility for First Trust Health Care AlphaDEX Fund (FXH) is 10.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FXH experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.97%
13.96%
FXH
VOO