FYC vs. VIOG
Compare and contrast key facts about First Trust Small Cap Growth AlphaDEX Fund (FYC) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
FYC and VIOG 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. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. Both FYC and VIOG 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 VIOG.
Performance
FYC vs. VIOG - Performance Comparison
Returns By Period
In the year-to-date period, FYC achieves a 28.34% return, which is significantly higher than VIOG's 15.23% return. Over the past 10 years, FYC has outperformed VIOG with an annualized return of 11.07%, while VIOG has yielded a comparatively lower 10.31% annualized return.
FYC
28.34%
5.80%
19.76%
41.53%
12.81%
11.07%
VIOG
15.23%
2.15%
9.32%
28.50%
10.57%
10.31%
Key characteristics
| FYC | VIOG | |
|---|---|---|
| Sharpe Ratio | 2.06 | 1.48 |
| Sortino Ratio | 2.86 | 2.20 |
| Omega Ratio | 1.35 | 1.26 |
| Calmar Ratio | 1.47 | 1.39 |
| Martin Ratio | 14.03 | 8.91 |
| Ulcer Index | 3.03% | 3.26% |
| Daily Std Dev | 20.67% | 19.68% |
| Max Drawdown | -47.85% | -41.73% |
| Current Drawdown | -3.64% | -4.11% |
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FYC vs. VIOG - Expense Ratio Comparison
FYC has a 0.71% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Correlation
The correlation between FYC and VIOG is 0.90, 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. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Growth AlphaDEX Fund (FYC) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
FYC's dividend yield for the trailing twelve months is around 0.71%, less than VIOG's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYC First Trust Small Cap Growth AlphaDEX Fund | 0.71% | 0.58% | 0.00% | 0.63% | 0.12% | 0.39% | 0.09% | 0.11% | 0.31% | 0.22% | 0.03% | 0.02% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.06% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
FYC vs. VIOG - Drawdown Comparison
The maximum FYC drawdown since its inception was -47.85%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for FYC and VIOG. For additional features, visit the drawdowns tool.
Volatility
FYC vs. VIOG - Volatility Comparison
First Trust Small Cap Growth AlphaDEX Fund (FYC) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 7.71% and 7.60%, 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.