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FYC vs. VB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYC vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Small Cap Growth AlphaDEX Fund (FYC) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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FYC vs. VB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FYC
First Trust Small Cap Growth AlphaDEX Fund
0.90%24.24%23.99%14.52%-25.86%21.64%32.34%16.79%-5.54%22.97%
VB
Vanguard Small-Cap ETF
1.92%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

Returns By Period

In the year-to-date period, FYC achieves a 0.90% return, which is significantly lower than VB's 1.92% return. Over the past 10 years, FYC has outperformed VB with an annualized return of 12.69%, while VB has yielded a comparatively lower 10.51% annualized return.


FYC

1D
4.40%
1M
-3.52%
YTD
0.90%
6M
6.91%
1Y
41.08%
3Y*
19.33%
5Y*
6.91%
10Y*
12.69%

VB

1D
3.18%
1M
-5.13%
YTD
1.92%
6M
3.76%
1Y
19.75%
3Y*
13.04%
5Y*
5.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYC vs. VB - Expense Ratio Comparison

FYC has a 0.71% expense ratio, which is higher than VB's 0.05% expense ratio.


Return for Risk

FYC vs. VB — Risk / Return Rank

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

FYC
FYC Risk / Return Rank: 8787
Overall Rank
FYC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FYC Sortino Ratio Rank: 8787
Sortino Ratio Rank
FYC Omega Ratio Rank: 8080
Omega Ratio Rank
FYC Calmar Ratio Rank: 9090
Calmar Ratio Rank
FYC Martin Ratio Rank: 9090
Martin Ratio Rank

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5858
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FYC vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Growth AlphaDEX Fund (FYC) and Vanguard Small-Cap ETF (VB). 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.


FYCVBDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.91

+0.78

Sortino ratio

Return per unit of downside risk

2.36

1.41

+0.95

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

2.97

1.39

+1.58

Martin ratio

Return relative to average drawdown

11.51

5.97

+5.54

FYC vs. VB - Sharpe Ratio Comparison

The current FYC Sharpe Ratio is 1.69, which is higher than the VB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FYC and VB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FYCVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.91

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.26

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.49

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.42

+0.07

Correlation

The correlation between FYC and VB is 0.91, 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.


Dividends

FYC vs. VB - Dividend Comparison

FYC's dividend yield for the trailing twelve months is around 0.08%, less than VB's 1.34% yield.


TTM20252024202320222021202020192018201720162015
FYC
First Trust Small Cap Growth AlphaDEX Fund
0.08%0.08%0.72%0.58%0.00%0.63%0.12%0.39%0.09%0.10%0.31%0.21%
VB
Vanguard Small-Cap ETF
1.34%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Drawdowns

FYC vs. VB - Drawdown Comparison

The maximum FYC drawdown since its inception was -47.85%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for FYC and VB.


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Drawdown Indicators


FYCVBDifference

Max Drawdown

Largest peak-to-trough decline

-47.85%

-59.56%

+11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-14.29%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-35.37%

-28.15%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-47.85%

-42.05%

-5.80%

Current Drawdown

Current decline from peak

-6.54%

-6.08%

-0.46%

Average Drawdown

Average peak-to-trough decline

-9.76%

-8.49%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.32%

+0.13%

Volatility

FYC vs. VB - Volatility Comparison

First Trust Small Cap Growth AlphaDEX Fund (FYC) has a higher volatility of 8.82% compared to Vanguard Small-Cap ETF (VB) at 6.84%. This indicates that FYC's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYCVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

6.84%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

12.60%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

21.86%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

20.78%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

21.40%

+3.11%