FXZ vs. NANR
Compare and contrast key facts about First Trust Materials AlphaDEX Fund (FXZ) and SPDR S&P North American Natural Resources ETF (NANR).
FXZ and NANR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXZ is a passively managed fund by First Trust that tracks the performance of the StrataQuant Materials Index. It was launched on May 8, 2007. NANR is a passively managed fund by State Street that tracks the performance of the S&P BMI North American Natural Resources Index. It was launched on Dec 15, 2015. Both FXZ and NANR 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: FXZ or NANR.
Key characteristics
| FXZ | NANR | |
|---|---|---|
| YTD Return | -2.05% | 14.36% |
| 1Y Return | 12.95% | 21.50% |
| 3Y Return (Ann) | 4.07% | 11.80% |
| 5Y Return (Ann) | 12.90% | 15.68% |
| Sharpe Ratio | 0.68 | 1.10 |
| Sortino Ratio | 1.06 | 1.55 |
| Omega Ratio | 1.13 | 1.19 |
| Calmar Ratio | 0.73 | 0.99 |
| Martin Ratio | 1.88 | 4.24 |
| Ulcer Index | 6.79% | 4.61% |
| Daily Std Dev | 18.88% | 17.85% |
| Max Drawdown | -65.46% | -49.15% |
| Current Drawdown | -6.50% | -0.63% |
Correlation
The correlation between FXZ and NANR is 0.74, 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.
Performance
FXZ vs. NANR - Performance Comparison
In the year-to-date period, FXZ achieves a -2.05% return, which is significantly lower than NANR's 14.36% 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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FXZ vs. NANR - Expense Ratio Comparison
FXZ has a 0.67% expense ratio, which is higher than NANR's 0.35% expense ratio.
Risk-Adjusted Performance
FXZ vs. NANR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Materials AlphaDEX Fund (FXZ) and SPDR S&P North American Natural Resources ETF (NANR). 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
FXZ vs. NANR - Dividend Comparison
FXZ's dividend yield for the trailing twelve months is around 1.49%, less than NANR's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXZ First Trust Materials AlphaDEX Fund | 1.49% | 1.97% | 1.56% | 1.11% | 1.51% | 1.58% | 1.38% | 1.01% | 1.19% | 1.26% | 1.73% | 0.90% |
NANR SPDR S&P North American Natural Resources ETF | 2.07% | 2.78% | 2.70% | 2.61% | 2.73% | 2.02% | 1.95% | 1.83% | 5.01% | 0.01% | 0.00% | 0.00% |
Drawdowns
FXZ vs. NANR - Drawdown Comparison
The maximum FXZ drawdown since its inception was -65.46%, which is greater than NANR's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for FXZ and NANR. For additional features, visit the drawdowns tool.
Volatility
FXZ vs. NANR - Volatility Comparison
First Trust Materials AlphaDEX Fund (FXZ) has a higher volatility of 5.49% compared to SPDR S&P North American Natural Resources ETF (NANR) at 3.89%. This indicates that FXZ's price experiences larger fluctuations and is considered to be riskier than NANR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.