FXL vs. IDV
Compare and contrast key facts about First Trust Technology AlphaDEX Fund (FXL) and iShares International Select Dividend ETF (IDV).
FXL and IDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXL is a passively managed fund by First Trust that tracks the performance of the StrataQuant Technology Index. It was launched on May 8, 2007. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007. Both FXL and IDV 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
FXL vs. IDV - Performance Comparison
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FXL vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FXL
IDV
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.
| FXL | IDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.88 | -2.16 |
Sortino ratioReturn per unit of downside risk | 1.20 | 3.58 | -2.38 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.59 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 4.08 | -2.78 |
Martin ratioReturn relative to average drawdown | 4.37 | 18.18 | -13.80 |
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
| FXL | IDV | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FXL | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.91% | -4.55% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -15.53% | +4.07% |
Ulcer IndexDepth 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
| FXL | IDV | Difference | |
|---|---|---|---|
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% |