FXL vs. VTI
Compare and contrast key facts about First Trust Technology AlphaDEX Fund (FXL) and Vanguard Total Stock Market ETF (VTI).
FXL and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FXL and VTI 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: FXL or VTI.
Correlation
The correlation between FXL and VTI is 0.82, 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.
Performance
FXL vs. VTI - Performance Comparison
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Key characteristics
FXL:
0.44
VTI:
0.64
FXL:
0.83
VTI:
1.08
FXL:
1.11
VTI:
1.16
FXL:
0.46
VTI:
0.70
FXL:
1.51
VTI:
2.67
FXL:
8.67%
VTI:
5.08%
FXL:
28.65%
VTI:
20.28%
FXL:
-61.41%
VTI:
-55.45%
FXL:
-8.06%
VTI:
-4.90%
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with FXL at -0.53% and VTI at -0.53%. Over the past 10 years, FXL has outperformed VTI with an annualized return of 15.41%, while VTI has yielded a comparatively lower 12.02% annualized return.
FXL
-0.53%
17.80%
-2.91%
12.49%
16.12%
15.41%
VTI
-0.53%
9.75%
-2.80%
12.82%
17.03%
12.02%
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FXL vs. VTI - Expense Ratio Comparison
FXL has a 0.61% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
FXL vs. VTI — Risk-Adjusted Performance Rank
FXL
VTI
FXL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Technology AlphaDEX Fund (FXL) and Vanguard Total Stock Market ETF (VTI). 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.
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Dividends
FXL vs. VTI - Dividend Comparison
FXL's dividend yield for the trailing twelve months is around 0.03%, less than VTI's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXL First Trust Technology AlphaDEX Fund | 0.03% | 0.11% | 0.41% | 0.34% | 0.11% | 0.04% | 0.37% | 0.32% | 0.27% | 1.13% | 0.36% | 0.63% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
FXL vs. VTI - Drawdown Comparison
The maximum FXL drawdown since its inception was -61.41%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FXL and VTI. For additional features, visit the drawdowns tool.
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Volatility
FXL vs. VTI - Volatility Comparison
First Trust Technology AlphaDEX Fund (FXL) has a higher volatility of 7.82% compared to Vanguard Total Stock Market ETF (VTI) at 6.30%. This indicates that FXL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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