FXN vs. BILD
Compare and contrast key facts about First Trust Energy AlphaDEX Fund (FXN) and Macquarie Global Listed Infrastructure ETF (BILD).
FXN and BILD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXN is a passively managed fund by First Trust that tracks the performance of the StrataQuant Energy Index. It was launched on May 8, 2007. BILD is an actively managed fund by Macquarie. It was launched on Nov 28, 2023.
Performance
FXN vs. BILD - Performance Comparison
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FXN vs. BILD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FXN First Trust Energy AlphaDEX Fund | 36.88% | 3.39% | 0.27% | 0.28% |
BILD Macquarie Global Listed Infrastructure ETF | 8.96% | 21.08% | -2.68% | 3.97% |
Returns By Period
In the year-to-date period, FXN achieves a 36.88% return, which is significantly higher than BILD's 8.96% return.
FXN
- 1D
- -1.36%
- 1M
- 12.16%
- YTD
- 36.88%
- 6M
- 39.23%
- 1Y
- 39.08%
- 3Y*
- 15.78%
- 5Y*
- 19.32%
- 10Y*
- 7.49%
BILD
- 1D
- 1.10%
- 1M
- -3.51%
- YTD
- 8.96%
- 6M
- 11.03%
- 1Y
- 26.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FXN vs. BILD - Expense Ratio Comparison
FXN has a 0.64% expense ratio, which is higher than BILD's 0.49% expense ratio.
Return for Risk
FXN vs. BILD — Risk / Return Rank
FXN
BILD
FXN vs. BILD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Energy AlphaDEX Fund (FXN) and Macquarie Global Listed Infrastructure ETF (BILD). 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.
| FXN | BILD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.07 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.70 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.25 | -1.49 |
Martin ratioReturn relative to average drawdown | 5.59 | 14.07 | -8.47 |
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
| FXN | BILD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.07 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 1.01 | -0.95 |
Correlation
The correlation between FXN and BILD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FXN vs. BILD - Dividend Comparison
FXN's dividend yield for the trailing twelve months is around 1.75%, less than BILD's 2.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXN First Trust Energy AlphaDEX Fund | 1.75% | 2.53% | 2.50% | 3.09% | 2.28% | 0.87% | 4.71% | 1.47% | 1.43% | 1.17% | 1.05% | 2.36% |
BILD Macquarie Global Listed Infrastructure ETF | 2.82% | 3.05% | 5.53% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXN vs. BILD - Drawdown Comparison
The maximum FXN drawdown since its inception was -87.39%, which is greater than BILD's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for FXN and BILD.
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Drawdown Indicators
| FXN | BILD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.39% | -14.78% | -72.61% |
Max Drawdown (1Y)Largest decline over 1 year | -23.10% | -8.09% | -15.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.63% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -3.51% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -38.28% | -3.75% | -34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.28% | 1.87% | +5.41% |
Volatility
FXN vs. BILD - Volatility Comparison
First Trust Energy AlphaDEX Fund (FXN) has a higher volatility of 5.77% compared to Macquarie Global Listed Infrastructure ETF (BILD) at 4.06%. This indicates that FXN's price experiences larger fluctuations and is considered to be riskier than BILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXN | BILD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 4.06% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 7.36% | +8.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.71% | 12.65% | +19.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.06% | 13.13% | +15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.08% | 13.13% | +21.95% |