FXU vs. VPU
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Vanguard Utilities ETF (VPU).
FXU and VPU 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. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. Both FXU and VPU 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 VPU.
Performance
FXU vs. VPU - Performance Comparison
Returns By Period
In the year-to-date period, FXU achieves a 29.97% return, which is significantly lower than VPU's 31.53% return. Over the past 10 years, FXU has underperformed VPU with an annualized return of 8.42%, while VPU has yielded a comparatively higher 9.46% annualized return.
FXU
29.97%
3.80%
19.34%
37.76%
9.99%
8.42%
VPU
31.53%
-0.29%
15.52%
35.25%
8.17%
9.46%
Key characteristics
| FXU | VPU | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.28 |
| Sortino Ratio | 3.45 | 3.11 |
| Omega Ratio | 1.44 | 1.39 |
| Calmar Ratio | 2.55 | 1.81 |
| Martin Ratio | 12.31 | 11.16 |
| Ulcer Index | 3.07% | 3.16% |
| Daily Std Dev | 15.20% | 15.43% |
| Max Drawdown | -48.25% | -46.31% |
| Current Drawdown | 0.00% | -0.58% |
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FXU vs. VPU - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than VPU's 0.10% expense ratio.
Correlation
The correlation between FXU and VPU is 0.88, 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. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Vanguard Utilities ETF (VPU). 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. VPU - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.23%, less than VPU's 2.82% 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% |
VPU Vanguard Utilities ETF | 2.82% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
FXU vs. VPU - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, roughly equal to the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FXU and VPU. For additional features, visit the drawdowns tool.
Volatility
FXU vs. VPU - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 5.05%, while Vanguard Utilities ETF (VPU) has a volatility of 5.38%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.