PortfoliosLab logoPortfoliosLab logo
FYT vs. ACSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FYT vs. ACSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Small Cap Value AlphaDEX Fund (FYT) and American Century Small Cap Value Insights ETF (ACSV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FYT achieves a 24.77% return, which is significantly higher than ACSV's 21.86% return.


FYT

1D
0.55%
1M
2.41%
6M
18.54%
YTD
24.77%
1Y
34.81%
3Y*
15.82%
5Y*
8.83%
10Y*
10.50%

ACSV

1D
-0.09%
1M
1.99%
6M
16.60%
YTD
21.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FYT vs. ACSV - Yearly Performance Comparison


Correlation

The correlation between FYT and ACSV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.91

Compare stocks, funds, or ETFs

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


Return for Risk

FYT vs. ACSV — Risk / Return Rank

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

FYT
FYT Risk / Return Rank: 7979
Overall Rank
FYT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FYT Sortino Ratio Rank: 8080
Sortino Ratio Rank
FYT Omega Ratio Rank: 7272
Omega Ratio Rank
FYT Calmar Ratio Rank: 8989
Calmar Ratio Rank
FYT Martin Ratio Rank: 7979
Martin Ratio Rank

ACSV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FYT vs. ACSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Value AlphaDEX Fund (FYT) and American Century Small Cap Value Insights ETF (ACSV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FYTACSVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

4.19

Martin ratioReturn relative to average drawdown

12.05

FYT vs. ACSV - Sharpe Ratio Comparison


Loading charts...

Drawdowns

FYT vs. ACSV - Drawdown Comparison

The maximum FYT drawdown since its inception was -50.48%, which is greater than ACSV's maximum drawdown of -7.39%. Use the drawdown chart below to compare losses from any high point for FYT and ACSV.


Loading charts...

Drawdown Indicators


FYTACSVDifference

Max Drawdown

Largest peak-to-trough decline

-50.48%

-7.39%

-43.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-28.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.90%

Max Drawdown (10Y)

Largest decline over 10 years

-50.48%

Current Drawdown

Current decline from peak

-0.11%

-0.88%

+0.77%

Average Drawdown

Average peak-to-trough decline

-8.48%

-1.66%

-6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

FYT vs. ACSV - Volatility Comparison


Loading charts...

Volatility by Period


FYTACSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.02%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

16.02%

+6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

16.02%

+9.86%

FYT vs. ACSV - Expense Ratio Comparison

FYT has a 0.72% expense ratio, which is higher than ACSV's 0.49% expense ratio.


Dividends

FYT vs. ACSV - Dividend Comparison

FYT's dividend yield for the trailing twelve months is around 1.47%, more than ACSV's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
ACSV
American Century Small Cap Value Insights ETF
0.81%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FYT
First Trust Small Cap Value AlphaDEX Fund
1.47%0.94%2.07%1.50%1.36%1.19%0.96%1.44%1.78%1.16%1.16%0.96%

Frequently Asked Questions


With a correlation of 0.91, FYT and ACSV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ACSV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACSV is cheaper with a 0.49% expense ratio, compared with 0.72% for FYT.

FYT has the higher dividend yield at 1.47%, compared with 0.81% for ACSV.

They also come from different issuers: First Trust and American Century. Their fees differ too: 0.72% for FYT and 0.49% for ACSV.

Portfolio Optimizer

Find the right allocation for FYT and ACSV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer