FYT vs. TSCV
FYT (First Trust Small Cap Value AlphaDEX Fund) and TSCV (Thrivent Small Cap Value ETF) are both Small Cap Value Equities funds. FYT is passively managed, while TSCV is actively managed. Their correlation of 0.88 suggests significant overlap in exposure. FYT charges 0.72%/yr vs 0.60%/yr for TSCV.
Performance
FYT vs. TSCV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FYT having a 15.42% return and TSCV slightly higher at 15.89%.
FYT
- 1D
- -1.70%
- 1M
- -1.10%
- YTD
- 15.42%
- 6M
- 14.14%
- 1Y
- 34.20%
- 3Y*
- 15.03%
- 5Y*
- 5.74%
- 10Y*
- 9.99%
TSCV
- 1D
- -0.29%
- 1M
- 1.16%
- YTD
- 15.89%
- 6M
- 14.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYT vs. TSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FYT First Trust Small Cap Value AlphaDEX Fund | 15.42% | 7.50% |
TSCV Thrivent Small Cap Value ETF | 15.89% | 6.24% |
Correlation
The correlation between FYT and TSCV is 0.88, 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 Nov 18, 2025 | 0.88 |
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Return for Risk
FYT vs. TSCV — Risk / Return Rank
FYT
TSCV
FYT vs. TSCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Value AlphaDEX Fund (FYT) and Thrivent Small Cap Value ETF (TSCV). 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.
| FYT | TSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | — | — |
| Martin ratioReturn relative to average drawdown | 11.64 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FYT | TSCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 2.84 | -2.45 |
Drawdowns
FYT vs. TSCV - Drawdown Comparison
The maximum FYT drawdown since its inception was -50.48%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for FYT and TSCV.
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Drawdown Indicators
| FYT | TSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -10.17% | -40.31% |
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 DrawdownCurrent decline from peak | -2.65% | -0.70% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -2.11% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | — | — |
Volatility
FYT vs. TSCV - Volatility Comparison
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Volatility by Period
| FYT | TSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 16.80% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 16.80% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.96% | 16.80% | +9.16% |
FYT vs. TSCV - Expense Ratio Comparison
FYT has a 0.72% expense ratio, which is higher than TSCV's 0.60% expense ratio.
Dividends
FYT vs. TSCV - Dividend Comparison
FYT's dividend yield for the trailing twelve months is around 1.12%, more than TSCV's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYT First Trust Small Cap Value AlphaDEX Fund | 1.12% | 0.94% | 2.07% | 1.50% | 1.36% | 1.19% | 0.96% | 1.44% | 1.78% | 1.16% | 1.16% | 0.96% |
TSCV Thrivent Small Cap Value ETF | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FYT and TSCV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSCV is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSCV is cheaper with a 0.60% expense ratio, compared with 0.72% for FYT.
FYT has the higher dividend yield at 1.12%, compared with 0.24% for TSCV.
They also come from different issuers: First Trust and Thrivent. Their fees differ too: 0.72% for FYT and 0.60% for TSCV.
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