FXR vs. VOO
Compare and contrast key facts about First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and Vanguard S&P 500 ETF (VOO).
FXR and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FXR and VOO 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: FXR or VOO.
Key characteristics
| FXR | VOO | |
|---|---|---|
| YTD Return | 25.62% | 26.88% |
| 1Y Return | 44.36% | 37.59% |
| 3Y Return (Ann) | 9.74% | 10.23% |
| 5Y Return (Ann) | 13.78% | 15.93% |
| 10Y Return (Ann) | 11.22% | 13.41% |
| Sharpe Ratio | 2.68 | 3.06 |
| Sortino Ratio | 3.66 | 4.08 |
| Omega Ratio | 1.46 | 1.58 |
| Calmar Ratio | 5.07 | 4.43 |
| Martin Ratio | 13.77 | 20.25 |
| Ulcer Index | 3.20% | 1.85% |
| Daily Std Dev | 16.44% | 12.23% |
| Max Drawdown | -63.81% | -33.99% |
| Current Drawdown | -1.11% | -0.30% |
Correlation
The correlation between FXR and VOO is 0.85, 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. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with FXR having a 25.62% return and VOO slightly higher at 26.88%. Over the past 10 years, FXR has underperformed VOO with an annualized return of 11.22%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FXR vs. VOO - Expense Ratio Comparison
FXR has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
FXR vs. VOO - 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 S&P 500 ETF (VOO). 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.
Dividends
FXR vs. VOO - Dividend Comparison
FXR's dividend yield for the trailing twelve months is around 0.69%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 0.69% | 0.77% | 0.92% | 0.52% | 1.06% | 0.74% | 1.17% | 0.55% | 0.51% | 0.62% | 1.10% | 0.42% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FXR vs. VOO - Drawdown Comparison
The maximum FXR drawdown since its inception was -63.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FXR and VOO. For additional features, visit the drawdowns tool.
Volatility
FXR vs. VOO - Volatility Comparison
First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) has a higher volatility of 5.64% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that FXR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.