HOG vs. FXD
Compare and contrast key facts about Harley-Davidson, Inc. (HOG) and First Trust Consumer Discretionary AlphaDEX Fund (FXD).
FXD is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Discretionary Index. It was launched on May 8, 2007.
Performance
HOG vs. FXD - Performance Comparison
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HOG vs. FXD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HOG Harley-Davidson, Inc. | -0.28% | -30.05% | -16.61% | -9.76% | 12.13% | 4.29% | 0.19% | 13.62% | -30.54% | -10.29% |
FXD First Trust Consumer Discretionary AlphaDEX Fund | -6.20% | 6.70% | 10.57% | 23.39% | -21.56% | 22.72% | 12.97% | 24.22% | -11.60% | 19.77% |
Returns By Period
In the year-to-date period, HOG achieves a -0.28% return, which is significantly higher than FXD's -6.20% return. Over the past 10 years, HOG has underperformed FXD with an annualized return of -6.66%, while FXD has yielded a comparatively higher 7.08% annualized return.
HOG
- 1D
- 4.01%
- 1M
- 13.52%
- YTD
- -0.28%
- 6M
- -26.17%
- 1Y
- -17.33%
- 3Y*
- -16.94%
- 5Y*
- -10.91%
- 10Y*
- -6.66%
FXD
- 1D
- 3.17%
- 1M
- -7.69%
- YTD
- -6.20%
- 6M
- -5.82%
- 1Y
- 11.48%
- 3Y*
- 8.09%
- 5Y*
- 2.54%
- 10Y*
- 7.08%
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Return for Risk
HOG vs. FXD — Risk / Return Rank
HOG
FXD
HOG vs. FXD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harley-Davidson, Inc. (HOG) and First Trust Consumer Discretionary AlphaDEX Fund (FXD). 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.
| HOG | FXD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.40 | 0.47 | -0.87 |
Sortino ratioReturn per unit of downside risk | -0.32 | 0.87 | -1.19 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.11 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.81 | -1.21 |
Martin ratioReturn relative to average drawdown | -0.80 | 2.50 | -3.29 |
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
| HOG | FXD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 0.47 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.11 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.30 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | 0.00 |
Correlation
The correlation between HOG and FXD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HOG vs. FXD - Dividend Comparison
HOG's dividend yield for the trailing twelve months is around 3.60%, more than FXD's 0.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOG Harley-Davidson, Inc. | 3.60% | 3.51% | 2.29% | 1.79% | 1.51% | 1.59% | 1.20% | 4.03% | 4.34% | 2.87% | 2.40% | 2.73% |
FXD First Trust Consumer Discretionary AlphaDEX Fund | 0.82% | 0.80% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.90% |
Drawdowns
HOG vs. FXD - Drawdown Comparison
The maximum HOG drawdown since its inception was -88.26%, which is greater than FXD's maximum drawdown of -65.27%. Use the drawdown chart below to compare losses from any high point for HOG and FXD.
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Drawdown Indicators
| HOG | FXD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.26% | -65.27% | -22.99% |
Max Drawdown (1Y)Largest decline over 1 year | -43.24% | -15.35% | -27.89% |
Max Drawdown (5Y)Largest decline over 5 years | -64.11% | -33.74% | -30.37% |
Max Drawdown (10Y)Largest decline over 10 years | -73.28% | -49.54% | -23.74% |
Current DrawdownCurrent decline from peak | -63.36% | -11.21% | -52.15% |
Average DrawdownAverage peak-to-trough decline | -24.26% | -11.00% | -13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.31% | 5.00% | +16.31% |
Volatility
HOG vs. FXD - Volatility Comparison
Harley-Davidson, Inc. (HOG) has a higher volatility of 12.30% compared to First Trust Consumer Discretionary AlphaDEX Fund (FXD) at 6.61%. This indicates that HOG's price experiences larger fluctuations and is considered to be riskier than FXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOG | FXD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.30% | 6.61% | +5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 13.91% | +10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.81% | 24.35% | +19.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.28% | 22.52% | +17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 23.57% | +19.19% |