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FXR vs. VIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXR and VIS is 0.79, 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

FXR vs. VIS - Performance Comparison

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

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
294.95%
381.08%
FXR
VIS

Key characteristics

Sharpe Ratio

FXR:

-0.03

VIS:

0.44

Sortino Ratio

FXR:

0.13

VIS:

0.77

Omega Ratio

FXR:

1.02

VIS:

1.10

Calmar Ratio

FXR:

-0.02

VIS:

0.44

Martin Ratio

FXR:

-0.07

VIS:

1.47

Ulcer Index

FXR:

8.92%

VIS:

6.08%

Daily Std Dev

FXR:

22.85%

VIS:

20.58%

Max Drawdown

FXR:

-63.81%

VIS:

-63.51%

Current Drawdown

FXR:

-17.90%

VIS:

-8.73%

Returns By Period

In the year-to-date period, FXR achieves a -8.81% return, which is significantly lower than VIS's -0.38% return. Over the past 10 years, FXR has underperformed VIS with an annualized return of 9.07%, while VIS has yielded a comparatively higher 10.73% annualized return.


FXR

YTD

-8.81%

1M

8.21%

6M

-11.24%

1Y

-2.77%

5Y*

16.19%

10Y*

9.07%

VIS

YTD

-0.38%

1M

12.79%

6M

-2.90%

1Y

7.01%

5Y*

18.61%

10Y*

10.73%

*Annualized

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FXR vs. VIS - Expense Ratio Comparison

FXR has a 0.64% expense ratio, which is higher than VIS's 0.10% expense ratio.


Risk-Adjusted Performance

FXR vs. VIS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FXR
The Risk-Adjusted Performance Rank of FXR is 1717
Overall Rank
The Sharpe Ratio Rank of FXR is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FXR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FXR is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FXR is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FXR is 1717
Martin Ratio Rank

VIS
The Risk-Adjusted Performance Rank of VIS is 4646
Overall Rank
The Sharpe Ratio Rank of VIS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VIS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VIS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VIS is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VIS is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXR vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and Vanguard Industrials ETF (VIS). 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.


The current FXR Sharpe Ratio is -0.03, which is lower than the VIS Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FXR and VIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.03
0.44
FXR
VIS

Dividends

FXR vs. VIS - Dividend Comparison

FXR's dividend yield for the trailing twelve months is around 0.84%, less than VIS's 1.30% yield.


TTM20242023202220212020201920182017201620152014
FXR
First Trust Industrials/Producer Durables AlphaDEX Fund
0.84%0.72%0.77%0.92%0.52%1.06%0.74%1.18%0.55%0.52%0.62%1.10%
VIS
Vanguard Industrials ETF
1.30%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%1.57%

Drawdowns

FXR vs. VIS - Drawdown Comparison

The maximum FXR drawdown since its inception was -63.81%, roughly equal to the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for FXR and VIS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.90%
-8.73%
FXR
VIS

Volatility

FXR vs. VIS - Volatility Comparison

First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) has a higher volatility of 11.98% compared to Vanguard Industrials ETF (VIS) at 10.80%. This indicates that FXR's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.98%
10.80%
FXR
VIS