IUSG vs. FAD
Compare and contrast key facts about iShares Core S&P U.S. Growth ETF (IUSG) and First Trust Multi Cap Growth AlphaDEX Fund (FAD).
IUSG and FAD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000. FAD is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Multi Cap Growth Index. It was launched on May 8, 2007. Both IUSG and FAD 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: IUSG or FAD.
Key characteristics
| IUSG | FAD | |
|---|---|---|
| YTD Return | 9.16% | 5.79% |
| 1Y Return | 29.48% | 24.07% |
| 3Y Return (Ann) | 6.48% | 2.38% |
| 5Y Return (Ann) | 13.92% | 10.34% |
| 10Y Return (Ann) | 13.73% | 10.75% |
| Sharpe Ratio | 2.08 | 1.47 |
| Daily Std Dev | 13.80% | 15.98% |
| Max Drawdown | -63.35% | -54.33% |
| Current Drawdown | -3.77% | -8.47% |
Correlation
The correlation between IUSG and FAD is 0.82, 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
IUSG vs. FAD - Performance Comparison
In the year-to-date period, IUSG achieves a 9.16% return, which is significantly higher than FAD's 5.79% return. Over the past 10 years, IUSG has outperformed FAD with an annualized return of 13.73%, while FAD has yielded a comparatively lower 10.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSG vs. FAD - Expense Ratio Comparison
IUSG has a 0.04% expense ratio, which is lower than FAD's 0.63% expense ratio.
Risk-Adjusted Performance
IUSG vs. FAD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) and First Trust Multi Cap Growth AlphaDEX Fund (FAD). 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
IUSG vs. FAD - Dividend Comparison
IUSG's dividend yield for the trailing twelve months is around 0.94%, more than FAD's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.94% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
FAD First Trust Multi Cap Growth AlphaDEX Fund | 0.37% | 0.51% | 0.60% | 0.09% | 0.32% | 0.48% | 0.20% | 0.22% | 0.64% | 0.41% | 0.44% | 0.31% |
Drawdowns
IUSG vs. FAD - Drawdown Comparison
The maximum IUSG drawdown since its inception was -63.35%, which is greater than FAD's maximum drawdown of -54.33%. Use the drawdown chart below to compare losses from any high point for IUSG and FAD. For additional features, visit the drawdowns tool.
Volatility
IUSG vs. FAD - Volatility Comparison
iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 5.62% compared to First Trust Multi Cap Growth AlphaDEX Fund (FAD) at 4.93%. This indicates that IUSG's price experiences larger fluctuations and is considered to be riskier than FAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.