FYT vs. VBR
Compare and contrast key facts about First Trust Small Cap Value AlphaDEX Fund (FYT) and Vanguard Small-Cap Value ETF (VBR).
FYT and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Small Cap Value Index. It was launched on Apr 18, 2011. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both FYT and VBR 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: FYT or VBR.
Correlation
The correlation between FYT and VBR 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.
Performance
FYT vs. VBR - Performance Comparison
Key characteristics
FYT:
0.36
VBR:
1.07
FYT:
0.68
VBR:
1.59
FYT:
1.08
VBR:
1.20
FYT:
0.68
VBR:
1.80
FYT:
1.41
VBR:
4.63
FYT:
5.30%
VBR:
3.76%
FYT:
20.80%
VBR:
16.26%
FYT:
-50.48%
VBR:
-62.01%
FYT:
-8.46%
VBR:
-5.63%
Returns By Period
In the year-to-date period, FYT achieves a 0.13% return, which is significantly lower than VBR's 2.91% return. Over the past 10 years, FYT has underperformed VBR with an annualized return of 6.81%, while VBR has yielded a comparatively higher 8.99% annualized return.
FYT
0.13%
-0.18%
5.23%
9.96%
10.33%
6.81%
VBR
2.91%
2.26%
11.57%
19.20%
10.62%
8.99%
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FYT vs. VBR - Expense Ratio Comparison
FYT has a 0.72% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
FYT vs. VBR — Risk-Adjusted Performance Rank
FYT
VBR
FYT vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Value AlphaDEX Fund (FYT) and Vanguard Small-Cap Value ETF (VBR). 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
FYT vs. VBR - Dividend Comparison
FYT's dividend yield for the trailing twelve months is around 2.07%, more than VBR's 1.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYT First Trust Small Cap Value AlphaDEX Fund | 2.07% | 2.07% | 1.50% | 1.36% | 1.19% | 0.96% | 1.44% | 1.78% | 1.16% | 1.16% | 0.96% | 0.85% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
FYT vs. VBR - Drawdown Comparison
The maximum FYT drawdown since its inception was -50.48%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for FYT and VBR. For additional features, visit the drawdowns tool.
Volatility
FYT vs. VBR - Volatility Comparison
First Trust Small Cap Value AlphaDEX Fund (FYT) has a higher volatility of 4.95% compared to Vanguard Small-Cap Value ETF (VBR) at 4.04%. This indicates that FYT's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.