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HFSP vs. FPA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSP vs. FPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TradersAI Large Cap Equity & Cash ETF (HFSP) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HFSP achieves a -5.81% return, which is significantly lower than FPA's 51.47% return.


HFSP

1D
-0.03%
1M
-1.34%
YTD
-5.81%
6M
-4.27%
1Y
-14.56%
3Y*
5Y*
10Y*

FPA

1D
-0.59%
1M
9.98%
YTD
51.47%
6M
51.19%
1Y
82.43%
3Y*
33.32%
5Y*
13.09%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSP vs. FPA - Yearly Performance Comparison


2026 (YTD)20252024
HFSP
TradersAI Large Cap Equity & Cash ETF
-5.81%-24.01%1.15%
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
51.47%43.16%-7.28%

Correlation

The correlation between HFSP and FPA is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2024

-0.05

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Return for Risk

HFSP vs. FPA — Risk / Return Rank

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

HFSP
HFSP Risk / Return Rank: 44
Overall Rank
HFSP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HFSP Sortino Ratio Rank: 44
Sortino Ratio Rank
HFSP Omega Ratio Rank: 33
Omega Ratio Rank
HFSP Calmar Ratio Rank: 44
Calmar Ratio Rank
HFSP Martin Ratio Rank: 44
Martin Ratio Rank

FPA
FPA Risk / Return Rank: 8888
Overall Rank
FPA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FPA Sortino Ratio Rank: 8787
Sortino Ratio Rank
FPA Omega Ratio Rank: 8686
Omega Ratio Rank
FPA Calmar Ratio Rank: 8989
Calmar Ratio Rank
FPA Martin Ratio Rank: 8989
Martin Ratio Rank
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.

HFSP vs. FPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TradersAI Large Cap Equity & Cash ETF (HFSP) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA). 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.


HFSPFPADifference
Sharpe ratioReturn per unit of total volatility

-3.94

Sortino ratioReturn per unit of downside risk

-4.80

Omega ratioGain probability vs. loss probability

0.89

1.54

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.59

5.39

-5.98

Martin ratioReturn relative to average drawdown

-1.04

19.96

-21.00

HFSP vs. FPA - Sharpe Ratio Comparison

The current HFSP Sharpe Ratio is -0.70, which is lower than the FPA Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of HFSP and FPA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HFSPFPADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

3.24

-3.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.33

-1.08

Drawdowns

HFSP vs. FPA - Drawdown Comparison

The maximum HFSP drawdown since its inception was -33.80%, smaller than the maximum FPA drawdown of -52.91%. Use the drawdown chart below to compare losses from any high point for HFSP and FPA.


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Drawdown Indicators


HFSPFPADifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-52.91%

+19.11%

Max Drawdown (1Y)

Largest decline over 1 year

-24.64%

-15.37%

-9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-32.12%

-4.12%

-28.00%

Average Drawdown

Average peak-to-trough decline

-17.02%

-13.49%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

4.14%

+9.90%

Volatility

HFSP vs. FPA - Volatility Comparison

The current volatility for TradersAI Large Cap Equity & Cash ETF (HFSP) is 5.01%, while First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a volatility of 12.96%. This indicates that HFSP experiences smaller price fluctuations and is considered to be less risky than FPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFSPFPADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

12.96%

-7.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

21.92%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

25.55%

-4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

23.98%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

22.39%

+2.09%

HFSP vs. FPA - Expense Ratio Comparison

HFSP has a 1.25% expense ratio, which is higher than FPA's 0.80% expense ratio.


Dividends

HFSP vs. FPA - Dividend Comparison

HFSP has not paid dividends to shareholders, while FPA's dividend yield for the trailing twelve months is around 3.52%.


PositionTTM20252024202320222021202020192018201720162015
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
3.52%4.71%3.40%3.02%4.22%5.12%1.59%3.90%2.81%3.15%2.42%1.74%
HFSP
TradersAI Large Cap Equity & Cash ETF
0.00%0.00%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFSP and FPA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPA has higher volatility (12.96%) compared to HFSP (5.01%). In terms of maximum drawdown, HFSP dropped -33.80% vs FPA's -52.91%.

On 1-year performance, FPA leads with 82.43% vs -14.56% for HFSP. On fees, FPA is cheaper at 0.80% per year. On volatility, HFSP has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FPA has performed better with a 82.43% return vs -14.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FPA is cheaper with a 0.80% expense ratio, compared with 1.25% for HFSP.

FPA has the higher dividend yield at 3.52%, compared with 0.00% for HFSP.

HFSP is categorized as Long-Short, while FPA is Asia Pacific Equities. They also come from different issuers: TradersAI and First Trust. Their fees differ too: 1.25% for HFSP and 0.80% for FPA.

FPA currently has the higher Sharpe Ratio (3.24 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HFSP and FPA

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