FXU vs. VOO
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Vanguard S&P 500 ETF (VOO).
FXU and VOO 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. 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 FXU 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: FXU or VOO.
Key characteristics
| FXU | VOO | |
|---|---|---|
| YTD Return | 11.22% | 11.78% |
| 1Y Return | 13.56% | 28.27% |
| 3Y Return (Ann) | 7.07% | 10.42% |
| 5Y Return (Ann) | 7.25% | 15.03% |
| 10Y Return (Ann) | 7.58% | 13.05% |
| Sharpe Ratio | 0.76 | 2.56 |
| Daily Std Dev | 17.07% | 11.55% |
| Max Drawdown | -48.25% | -33.99% |
| Current Drawdown | -0.14% | -0.04% |
Correlation
The correlation between FXU and VOO is 0.57, 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.
Performance
FXU vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with FXU having a 11.22% return and VOO slightly higher at 11.78%. Over the past 10 years, FXU has underperformed VOO with an annualized return of 7.58%, while VOO has yielded a comparatively higher 13.05% 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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FXU vs. VOO - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
FXU vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) 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
FXU vs. VOO - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.37%, more than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.37% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% | 2.14% | 4.14% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FXU vs. VOO - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FXU and VOO. For additional features, visit the drawdowns tool.
Volatility
FXU vs. VOO - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 3.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.37%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.