FXR vs. GABF
Compare and contrast key facts about First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and Gabelli Financial Services Opportunities ETF (GABF).
FXR and GABF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXR is a passively managed fund by First Trust that tracks the performance of the StrataQuant Industrials Index. It was launched on May 8, 2007. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Performance
FXR vs. GABF - Performance Comparison
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FXR vs. GABF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 2.31% | 7.56% | 16.19% | 26.98% | -0.39% |
GABF Gabelli Financial Services Opportunities ETF | -9.92% | 3.60% | 44.38% | 38.92% | 0.40% |
Returns By Period
In the year-to-date period, FXR achieves a 2.31% return, which is significantly higher than GABF's -9.92% return.
FXR
- 1D
- 3.42%
- 1M
- -9.65%
- YTD
- 2.31%
- 6M
- 4.90%
- 1Y
- 18.03%
- 3Y*
- 14.54%
- 5Y*
- 8.21%
- 10Y*
- 12.30%
GABF
- 1D
- 2.41%
- 1M
- -3.92%
- YTD
- -9.92%
- 6M
- -12.00%
- 1Y
- -3.40%
- 3Y*
- 20.11%
- 5Y*
- —
- 10Y*
- —
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FXR vs. GABF - Expense Ratio Comparison
FXR has a 0.64% expense ratio, which is higher than GABF's 0.10% expense ratio.
Return for Risk
FXR vs. GABF — Risk / Return Rank
FXR
GABF
FXR vs. GABF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and Gabelli Financial Services Opportunities ETF (GABF). 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.
| FXR | GABF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | -0.15 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.27 | -0.05 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.18 | +1.46 |
Martin ratioReturn relative to average drawdown | 4.34 | -0.47 | +4.81 |
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
| FXR | GABF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.15 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.86 | -0.50 |
Correlation
The correlation between FXR and GABF 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.
Dividends
FXR vs. GABF - Dividend Comparison
FXR's dividend yield for the trailing twelve months is around 0.67%, less than GABF's 2.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 0.67% | 0.71% | 0.72% | 0.77% | 0.92% | 0.52% | 1.06% | 0.74% | 1.18% | 0.55% | 0.52% | 0.62% |
GABF Gabelli Financial Services Opportunities ETF | 2.18% | 1.96% | 4.19% | 4.95% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXR vs. GABF - Drawdown Comparison
The maximum FXR drawdown since its inception was -63.81%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for FXR and GABF.
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Drawdown Indicators
| FXR | GABF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.81% | -20.86% | -42.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.42% | -17.16% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.71% | — | — |
Current DrawdownCurrent decline from peak | -10.71% | -14.35% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -4.63% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 6.43% | -2.16% |
Volatility
FXR vs. GABF - Volatility Comparison
First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) has a higher volatility of 7.55% compared to Gabelli Financial Services Opportunities ETF (GABF) at 5.73%. This indicates that FXR's price experiences larger fluctuations and is considered to be riskier than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXR | GABF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 5.73% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 13.63% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.45% | 22.80% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 20.70% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 20.70% | +1.13% |