FXU vs. GABF
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Gabelli Financial Services Opportunities ETF (GABF).
FXU and GABF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXU or GABF.
Performance
FXU vs. GABF - Performance Comparison
Returns By Period
In the year-to-date period, FXU achieves a 29.87% return, which is significantly lower than GABF's 50.68% return.
FXU
29.87%
4.48%
19.99%
37.66%
9.99%
8.40%
GABF
50.68%
8.22%
30.92%
67.66%
N/A
N/A
Key characteristics
| FXU | GABF | |
|---|---|---|
| Sharpe Ratio | 2.53 | 4.08 |
| Sortino Ratio | 3.51 | 5.37 |
| Omega Ratio | 1.44 | 1.74 |
| Calmar Ratio | 2.60 | 6.99 |
| Martin Ratio | 12.56 | 33.18 |
| Ulcer Index | 3.07% | 2.06% |
| Daily Std Dev | 15.20% | 16.72% |
| Max Drawdown | -48.25% | -17.14% |
| Current Drawdown | 0.00% | -0.27% |
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FXU vs. GABF - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than GABF's 0.10% expense ratio.
Correlation
The correlation between FXU and GABF is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FXU vs. GABF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) 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.
Dividends
FXU vs. GABF - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.23%, less than GABF's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.23% | 2.53% | 2.03% | 1.99% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% | 2.13% | 4.13% |
GABF Gabelli Financial Services Opportunities ETF | 3.28% | 4.95% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXU vs. GABF - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for FXU and GABF. For additional features, visit the drawdowns tool.
Volatility
FXU vs. GABF - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 5.07%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 7.76%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.