FYC vs. IJR
Compare and contrast key facts about First Trust Small Cap Growth AlphaDEX Fund (FYC) and iShares Core S&P Small-Cap ETF (IJR).
FYC and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYC is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Small Cap Growth Index. It was launched on Apr 19, 2011. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both FYC and IJR 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: FYC or IJR.
Performance
FYC vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, FYC achieves a 30.93% return, which is significantly higher than IJR's 14.87% return. Over the past 10 years, FYC has outperformed IJR with an annualized return of 11.15%, while IJR has yielded a comparatively lower 9.72% annualized return.
FYC
30.93%
9.43%
25.05%
44.56%
13.20%
11.15%
IJR
14.87%
6.58%
14.99%
29.99%
10.65%
9.72%
Key characteristics
| FYC | IJR | |
|---|---|---|
| Sharpe Ratio | 2.22 | 1.54 |
| Sortino Ratio | 3.06 | 2.28 |
| Omega Ratio | 1.37 | 1.27 |
| Calmar Ratio | 1.62 | 1.71 |
| Martin Ratio | 15.12 | 8.58 |
| Ulcer Index | 3.04% | 3.58% |
| Daily Std Dev | 20.69% | 19.94% |
| Max Drawdown | -47.85% | -58.15% |
| Current Drawdown | -1.69% | -2.60% |
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FYC vs. IJR - Expense Ratio Comparison
FYC has a 0.71% expense ratio, which is higher than IJR's 0.07% expense ratio.
Correlation
The correlation between FYC and IJR is 0.89, 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
FYC vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Growth AlphaDEX Fund (FYC) and iShares Core S&P Small-Cap ETF (IJR). 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
FYC vs. IJR - Dividend Comparison
FYC's dividend yield for the trailing twelve months is around 0.70%, less than IJR's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYC First Trust Small Cap Growth AlphaDEX Fund | 0.70% | 0.58% | 0.00% | 0.63% | 0.12% | 0.39% | 0.09% | 0.11% | 0.31% | 0.22% | 0.03% | 0.02% |
IJR iShares Core S&P Small-Cap ETF | 1.23% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
FYC vs. IJR - Drawdown Comparison
The maximum FYC drawdown since its inception was -47.85%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FYC and IJR. For additional features, visit the drawdowns tool.
Volatility
FYC vs. IJR - Volatility Comparison
First Trust Small Cap Growth AlphaDEX Fund (FYC) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 7.72% and 7.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.