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FYC vs. PSCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FYC and PSCT is 0.85, 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.


-0.50.00.51.00.8

Performance

FYC vs. PSCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Small Cap Growth AlphaDEX Fund (FYC) and Invesco S&P SmallCap Information Technology ETF (PSCT). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.53%
-4.70%
FYC
PSCT

Key characteristics

Sharpe Ratio

FYC:

1.48

PSCT:

0.16

Sortino Ratio

FYC:

2.10

PSCT:

0.39

Omega Ratio

FYC:

1.26

PSCT:

1.05

Calmar Ratio

FYC:

1.22

PSCT:

0.21

Martin Ratio

FYC:

9.21

PSCT:

0.58

Ulcer Index

FYC:

3.37%

PSCT:

6.67%

Daily Std Dev

FYC:

20.92%

PSCT:

24.36%

Max Drawdown

FYC:

-47.85%

PSCT:

-40.44%

Current Drawdown

FYC:

-7.05%

PSCT:

-8.73%

Returns By Period

In the year-to-date period, FYC achieves a 1.42% return, which is significantly higher than PSCT's -0.19% return. Over the past 10 years, FYC has underperformed PSCT with an annualized return of 10.73%, while PSCT has yielded a comparatively higher 11.65% annualized return.


FYC

YTD

1.42%

1M

-4.66%

6M

11.53%

1Y

32.54%

5Y*

10.75%

10Y*

10.73%

PSCT

YTD

-0.19%

1M

-5.96%

6M

-7.15%

1Y

4.01%

5Y*

7.41%

10Y*

11.65%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FYC vs. PSCT - Expense Ratio Comparison

FYC has a 0.71% expense ratio, which is higher than PSCT's 0.29% expense ratio.


FYC
First Trust Small Cap Growth AlphaDEX Fund
Expense ratio chart for FYC: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for PSCT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

FYC vs. PSCT — Risk-Adjusted Performance Rank

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

FYC
The Risk-Adjusted Performance Rank of FYC is 6565
Overall Rank
The Sharpe Ratio Rank of FYC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FYC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FYC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FYC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FYC is 7575
Martin Ratio Rank

PSCT
The Risk-Adjusted Performance Rank of PSCT is 1818
Overall Rank
The Sharpe Ratio Rank of PSCT is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PSCT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PSCT is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PSCT is 1717
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.

FYC vs. PSCT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Growth AlphaDEX Fund (FYC) and Invesco S&P SmallCap Information Technology ETF (PSCT). 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.


Sharpe ratio
The chart of Sharpe ratio for FYC, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.005.001.480.16
The chart of Sortino ratio for FYC, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.0012.002.100.40
The chart of Omega ratio for FYC, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.05
The chart of Calmar ratio for FYC, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.220.21
The chart of Martin ratio for FYC, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.009.210.60
FYC
PSCT

The current FYC Sharpe Ratio is 1.48, which is higher than the PSCT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FYC and PSCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.48
0.16
FYC
PSCT

Dividends

FYC vs. PSCT - Dividend Comparison

FYC's dividend yield for the trailing twelve months is around 0.71%, more than PSCT's 0.01% yield.


TTM20242023202220212020201920182017201620152014
FYC
First Trust Small Cap Growth AlphaDEX Fund
0.71%0.72%0.58%0.00%0.63%0.12%0.39%0.09%0.11%0.31%0.22%0.03%
PSCT
Invesco S&P SmallCap Information Technology ETF
0.01%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%0.13%

Drawdowns

FYC vs. PSCT - Drawdown Comparison

The maximum FYC drawdown since its inception was -47.85%, which is greater than PSCT's maximum drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for FYC and PSCT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.05%
-8.73%
FYC
PSCT

Volatility

FYC vs. PSCT - Volatility Comparison

First Trust Small Cap Growth AlphaDEX Fund (FYC) has a higher volatility of 7.56% compared to Invesco S&P SmallCap Information Technology ETF (PSCT) at 6.43%. This indicates that FYC's price experiences larger fluctuations and is considered to be riskier than PSCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.56%
6.43%
FYC
PSCT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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