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FXL vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXL vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Technology AlphaDEX Fund (FXL) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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FXL vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXL
First Trust Technology AlphaDEX Fund
-5.59%13.29%16.13%40.50%-30.44%18.20%54.20%38.66%2.72%35.82%
IDV
iShares International Select Dividend ETF
8.40%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Returns By Period

In the year-to-date period, FXL achieves a -5.59% return, which is significantly lower than IDV's 8.40% return. Over the past 10 years, FXL has outperformed IDV with an annualized return of 17.30%, while IDV has yielded a comparatively lower 10.18% annualized return.


FXL

1D
4.22%
1M
-4.11%
YTD
-5.59%
6M
-5.43%
1Y
20.14%
3Y*
14.92%
5Y*
6.57%
10Y*
17.30%

IDV

1D
2.73%
1M
-4.29%
YTD
8.40%
6M
18.79%
1Y
44.72%
3Y*
22.87%
5Y*
12.71%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXL vs. IDV - Expense Ratio Comparison

FXL has a 0.61% expense ratio, which is higher than IDV's 0.49% expense ratio.


Return for Risk

FXL vs. IDV — Risk / Return Rank

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

FXL
FXL Risk / Return Rank: 4545
Overall Rank
FXL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FXL Sortino Ratio Rank: 4444
Sortino Ratio Rank
FXL Omega Ratio Rank: 4242
Omega Ratio Rank
FXL Calmar Ratio Rank: 5252
Calmar Ratio Rank
FXL Martin Ratio Rank: 4747
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
Martin Ratio Rank
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.

FXL vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Technology AlphaDEX Fund (FXL) and iShares International Select Dividend ETF (IDV). 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.


FXLIDVDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.88

-2.16

Sortino ratio

Return per unit of downside risk

1.20

3.58

-2.38

Omega ratio

Gain probability vs. loss probability

1.16

1.59

-0.43

Calmar ratio

Return relative to maximum drawdown

1.30

4.08

-2.78

Martin ratio

Return relative to average drawdown

4.37

18.18

-13.80

FXL vs. IDV - Sharpe Ratio Comparison

The current FXL Sharpe Ratio is 0.72, which is lower than the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of FXL and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FXLIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.88

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.83

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.57

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.21

+0.27

Correlation

The correlation between FXL and IDV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FXL vs. IDV - Dividend Comparison

FXL's dividend yield for the trailing twelve months is around 0.01%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
FXL
First Trust Technology AlphaDEX Fund
0.01%0.01%0.11%0.41%0.34%0.11%0.04%0.37%0.32%0.27%1.12%0.36%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

FXL vs. IDV - Drawdown Comparison

The maximum FXL drawdown since its inception was -61.41%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for FXL and IDV.


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Drawdown Indicators


FXLIDVDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-70.14%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

-10.76%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-29.19%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

-42.50%

+4.01%

Current Drawdown

Current decline from peak

-9.91%

-4.55%

-5.36%

Average Drawdown

Average peak-to-trough decline

-11.46%

-15.53%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.41%

+2.01%

Volatility

FXL vs. IDV - Volatility Comparison

First Trust Technology AlphaDEX Fund (FXL) has a higher volatility of 8.19% compared to iShares International Select Dividend ETF (IDV) at 6.94%. This indicates that FXL's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXLIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

6.94%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

9.93%

+7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

27.98%

15.62%

+12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.94%

15.48%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.13%

17.97%

+7.16%