FXU vs. JXI
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and iShares Global Utilities ETF (JXI).
FXU and JXI 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. JXI is a passively managed fund by iShares that tracks the performance of the S&P Global Utilities Index. It was launched on Sep 21, 2006. Both FXU and JXI 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: FXU or JXI.
Performance
FXU vs. JXI - Performance Comparison
Returns By Period
In the year-to-date period, FXU achieves a 25.37% return, which is significantly higher than JXI's 17.31% return. Over the past 10 years, FXU has outperformed JXI with an annualized return of 7.93%, while JXI has yielded a comparatively lower 6.72% annualized return.
FXU
25.37%
-0.38%
12.72%
33.25%
9.06%
7.93%
JXI
17.31%
-5.30%
6.25%
22.40%
6.67%
6.72%
Key characteristics
| FXU | JXI | |
|---|---|---|
| Sharpe Ratio | 2.24 | 1.73 |
| Sortino Ratio | 3.14 | 2.35 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 2.29 | 1.67 |
| Martin Ratio | 11.04 | 6.74 |
| Ulcer Index | 3.07% | 3.48% |
| Daily Std Dev | 15.09% | 13.56% |
| Max Drawdown | -48.25% | -50.23% |
| Current Drawdown | -0.51% | -5.30% |
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FXU vs. JXI - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than JXI's 0.46% expense ratio.
Correlation
The correlation between FXU and JXI is 0.80, 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.
Risk-Adjusted Performance
FXU vs. JXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and iShares Global Utilities ETF (JXI). 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. JXI - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.31%, less than JXI's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.31% | 2.53% | 2.03% | 1.99% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% | 2.13% | 4.13% |
JXI iShares Global Utilities ETF | 3.15% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% | 3.55% | 4.30% |
Drawdowns
FXU vs. JXI - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, roughly equal to the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for FXU and JXI. For additional features, visit the drawdowns tool.
Volatility
FXU vs. JXI - Volatility Comparison
First Trust Utilities AlphaDEX Fund (FXU) has a higher volatility of 4.76% compared to iShares Global Utilities ETF (JXI) at 4.45%. This indicates that FXU's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.