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FYT vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FYTVTI
YTD Return-7.54%4.78%
1Y Return13.71%22.08%
3Y Return (Ann)0.48%6.08%
5Y Return (Ann)8.03%12.62%
10Y Return (Ann)6.00%11.83%
Sharpe Ratio0.591.83
Daily Std Dev21.60%12.08%
Max Drawdown-50.48%-55.45%
Current Drawdown-9.15%-4.70%

Correlation

-0.50.00.51.00.7

The correlation between FYT and VTI is 0.75, 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. VTI - Performance Comparison

In the year-to-date period, FYT achieves a -7.54% return, which is significantly lower than VTI's 4.78% return. Over the past 10 years, FYT has underperformed VTI with an annualized return of 6.00%, while VTI has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.01%
17.14%
FYT
VTI

Compare stocks, funds, or ETFs

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


First Trust Small Cap Value AlphaDEX Fund

Vanguard Total Stock Market ETF

FYT vs. VTI - Expense Ratio Comparison

FYT has a 0.72% expense ratio, which is higher than VTI's 0.03% expense ratio.

FYT
First Trust Small Cap Value AlphaDEX Fund
0.50%1.00%1.50%2.00%0.72%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FYT vs. VTI - 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 Total Stock Market ETF (VTI). 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
Sharpe ratio
The chart of Sharpe ratio for FYT, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.005.000.59
Sortino ratio
The chart of Sortino ratio for FYT, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.001.04
Omega ratio
The chart of Omega ratio for FYT, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for FYT, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Martin ratio
The chart of Martin ratio for FYT, currently valued at 2.28, compared to the broader market0.0020.0040.0060.0080.002.28
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.32, compared to the broader market1.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.0012.001.41
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.007.18

FYT vs. VTI - Sharpe Ratio Comparison

The current FYT Sharpe Ratio is 0.59, which is lower than the VTI Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of FYT and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.59
1.83
FYT
VTI

Dividends

FYT vs. VTI - Dividend Comparison

FYT's dividend yield for the trailing twelve months is around 1.60%, more than VTI's 1.43% yield.


TTM20232022202120202019201820172016201520142013
FYT
First Trust Small Cap Value AlphaDEX Fund
1.60%1.50%1.36%1.19%0.96%1.44%1.78%1.16%1.16%0.96%0.85%0.42%
VTI
Vanguard Total Stock Market ETF
1.43%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FYT vs. VTI - Drawdown Comparison

The maximum FYT drawdown since its inception was -50.48%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FYT and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.15%
-4.70%
FYT
VTI

Volatility

FYT vs. VTI - Volatility Comparison

First Trust Small Cap Value AlphaDEX Fund (FYT) has a higher volatility of 6.20% compared to Vanguard Total Stock Market ETF (VTI) at 3.45%. This indicates that FYT's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
6.20%
3.45%
FYT
VTI