FXR vs. ROBT

Last updated Aug 2, 2026

FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) and ROBT (First Trust Nasdaq Artificial Intelligence & Robotics ETF) are both exchange-traded funds - FXR is a Industrials Equities fund tracking the StrataQuant Industrials Index, while ROBT is a Artificial Intelligence fund tracking the Nasdaq CTA Artificial Intelligence and Robotics Index. Both are passively managed. Over the past 5 years, FXR returned 9.04%/yr vs 0.69%/yr for ROBT. Their 0.75 correlation means they have sometimes moved together and sometimes differently. FXR charges 0.64%/yr vs 0.65%/yr for ROBT.

Performance

FXR vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FXR achieves a 10.82% return, which is significantly higher than ROBT's 6.10% return.

FXR

• 1D: -0.02%
• 1M: -2.58%
• 6M: 3.73%
• YTD: 10.82%
• 1Y: 17.14%
• 3Y*: 13.31%
• 5Y*: 9.04%
• 10Y*: 12.94%
• ALL TIME*: 8.89%

ROBT

• 1D: 0.96%
• 1M: -2.19%
• 6M: 6.05%
• YTD: 6.10%
• 1Y: 12.26%
• 3Y*: 6.14%
• 5Y*: 0.69%
• 10Y*: —
• ALL TIME*: 7.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FXR First Trust Industrials/Producer Durables AlphaDEX Fund	$2.80M	$2.32M	$2.87M
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	$2.54M	$2.27M	$2.92M

FXR vs. ROBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FXR First Trust Industrials/Producer Durables AlphaDEX Fund	10.82%	7.56%	16.19%	26.98%	-16.68%	25.07%	12.82%	33.42%	-14.51%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	6.10%	15.16%	-0.41%	27.77%	-34.94%	9.91%	46.18%	34.28%	-14.66%

Correlation

The correlation between FXR and ROBT is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.62
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (All Time) Calculated using the full available price history since Feb 22, 2018	0.75

The correlation between FXR and ROBT shifts across timeframes, from 0.62 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

FXR vs. ROBT - Sectors Allocation Comparison

Sectors	FXR	ROBT
Industrials	67.3%	23.1%
Technology	11.5%	53.3%
Basic Materials	8.3%	-
Consumer Cyclical	6.4%	6.6%
Financial Services	4.5%	1.6%
Healthcare	0.6%	8.8%
Utilities	0.6%	-
Communication Services	-	3.8%
Consumer Defensive	-	1.2%
Energy	-	1.6%
Real Estate	-	-

Return for Risk

FXR vs. ROBT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXR

FXR Risk / Return Rank: 32
FXR Sharpe Ratio Rank: 31
FXR Sortino Ratio Rank: 33
FXR Omega Ratio Rank: 30
FXR Calmar Ratio Rank: 33
FXR Martin Ratio Rank: 35

ROBT

ROBT Risk / Return Rank: 20
ROBT Sharpe Ratio Rank: 20
ROBT Sortino Ratio Rank: 21
ROBT Omega Ratio Rank: 20
ROBT Calmar Ratio Rank: 19
ROBT Martin Ratio Rank: 20

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXR vs. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FXR	ROBT	Difference
Sharpe ratio: Return per unit of total volatility	0.78	0.41	+0.37
Sortino ratio: Return per unit of downside risk	1.25	0.72	+0.53
Omega ratio: Gain probability vs. loss probability	1.14	1.08	+0.06
Calmar ratio: Return relative to maximum drawdown	1.11	0.47	+0.64
Martin ratio: Return relative to average drawdown	3.43	1.23	+2.21

FXR vs. ROBT - Sharpe Ratio Comparison

The current FXR Sharpe Ratio is 0.78, which is higher than the ROBT Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FXR and ROBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FXR vs. ROBT - Drawdown Comparison

The maximum FXR drawdown since its inception was -63.81%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for FXR and ROBT.

Drawdown Indicators

	FXR	ROBT	Difference
Max Drawdown Largest peak-to-trough decline	-63.81%	-44.47%	-19.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.66%	-21.66%	+8.00%
Max Drawdown (3Y) Largest decline over 3 years	-26.65%	-27.68%	+1.03%
Max Drawdown (5Y) Largest decline over 5 years	-26.85%	-43.26%	+16.41%
Max Drawdown (10Y) Largest decline over 10 years	-44.71%	—	—
Current Drawdown Current decline from peak	-3.28%	-8.70%	+5.42%
Average Drawdown Average peak-to-trough decline	-10.29%	-15.83%	+5.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	8.29%	-3.88%

Volatility

FXR vs. ROBT - Volatility Comparison

The current volatility for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) is 4.72%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 5.83%. This indicates that FXR experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXR	ROBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	5.83%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	15.03%	19.41%	-4.38%
Volatility (1Y) Calculated over the trailing 1-year period	19.55%	24.93%	-5.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.68%	25.56%	-4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.87%	25.53%	-3.66%

FXR vs. ROBT - Expense Ratio Comparison

FXR has a 0.64% expense ratio, which is lower than ROBT's 0.65% expense ratio.

Dividends

FXR vs. ROBT - Dividend Comparison

FXR's dividend yield for the trailing twelve months is around 0.66%, more than ROBT's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXR First Trust Industrials/Producer Durables AlphaDEX Fund	0.66%	0.71%	0.72%	0.77%	0.92%	0.52%	1.06%	0.74%	1.18%	0.55%	0.52%	0.62%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	0.02%	0.00%	0.68%	0.23%	0.35%	0.06%	0.17%	0.42%	0.44%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FXR and ROBT in my portfolio?

FXR and ROBT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXR or ROBT?

ROBT has higher volatility (5.83%) compared to FXR (4.72%). In terms of maximum drawdown, FXR dropped -63.81% vs ROBT's -44.47%.

Which ETF is better, FXR or ROBT?

On 5-year performance, FXR leads with 9.04% vs 0.69% for ROBT. On fees, FXR is cheaper at 0.64% per year. On volatility, FXR has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXR or ROBT?

Over the 5-year period, FXR has performed better with a 9.04% return vs 0.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXR or ROBT?

FXR is cheaper with a 0.64% expense ratio, compared with 0.65% for ROBT.

Which ETF pays a higher dividend yield, FXR or ROBT?

FXR has the higher dividend yield at 0.66%, compared with 0.02% for ROBT.

What is the main difference between FXR and ROBT?

FXR is categorized as Industrials Equities, while ROBT is Artificial Intelligence. FXR tracks StrataQuant Industrials Index, while ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index. Their fees differ too: 0.64% for FXR and 0.65% for ROBT.

Which has better risk-adjusted returns?

FXR currently has the higher Sharpe Ratio (0.78 vs 0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.