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FXU vs. UTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXU and UTES is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FXU vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Utilities AlphaDEX Fund (FXU) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FXU:

1.46

UTES:

1.22

Sortino Ratio

FXU:

2.00

UTES:

1.67

Omega Ratio

FXU:

1.27

UTES:

1.24

Calmar Ratio

FXU:

2.67

UTES:

1.86

Martin Ratio

FXU:

7.27

UTES:

5.42

Ulcer Index

FXU:

3.32%

UTES:

6.06%

Daily Std Dev

FXU:

16.45%

UTES:

26.04%

Max Drawdown

FXU:

-48.25%

UTES:

-35.39%

Current Drawdown

FXU:

-2.03%

UTES:

-2.31%

Returns By Period

In the year-to-date period, FXU achieves a 12.70% return, which is significantly higher than UTES's 11.81% return.


FXU

YTD

12.70%

1M

7.12%

6M

8.40%

1Y

23.88%

3Y*

10.56%

5Y*

13.20%

10Y*

8.97%

UTES

YTD

11.81%

1M

14.11%

6M

6.17%

1Y

31.41%

3Y*

17.87%

5Y*

17.36%

10Y*

N/A

*Annualized

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Virtus Reaves Utilities ETF

FXU vs. UTES - Expense Ratio Comparison

FXU has a 0.62% expense ratio, which is higher than UTES's 0.49% expense ratio.


Risk-Adjusted Performance

FXU vs. UTES — Risk-Adjusted Performance Rank

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

FXU
The Risk-Adjusted Performance Rank of FXU is 9191
Overall Rank
The Sharpe Ratio Rank of FXU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FXU is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FXU is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FXU is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FXU is 9090
Martin Ratio Rank

UTES
The Risk-Adjusted Performance Rank of UTES is 8787
Overall Rank
The Sharpe Ratio Rank of UTES is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of UTES is 8585
Sortino Ratio Rank
The Omega Ratio Rank of UTES is 8686
Omega Ratio Rank
The Calmar Ratio Rank of UTES is 9292
Calmar Ratio Rank
The Martin Ratio Rank of UTES is 8686
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.

FXU vs. UTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Virtus Reaves Utilities ETF (UTES). 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 FXU Sharpe Ratio is 1.46, which is comparable to the UTES Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FXU and UTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FXU vs. UTES - Dividend Comparison

FXU's dividend yield for the trailing twelve months is around 2.23%, more than UTES's 1.35% yield.


TTM20242023202220212020201920182017201620152014
FXU
First Trust Utilities AlphaDEX Fund
2.23%2.41%2.52%2.03%2.00%3.97%2.34%2.40%3.81%2.62%3.90%2.14%
UTES
Virtus Reaves Utilities ETF
1.35%1.51%2.44%2.13%1.94%2.09%1.84%2.16%2.81%3.28%0.61%0.00%

Drawdowns

FXU vs. UTES - Drawdown Comparison

The maximum FXU drawdown since its inception was -48.25%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for FXU and UTES. For additional features, visit the drawdowns tool.


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Volatility

FXU vs. UTES - Volatility Comparison

The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 3.66%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 4.45%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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