IUSG vs. FPX
Compare and contrast key facts about iShares Core S&P U.S. Growth ETF (IUSG) and First Trust US Equity Opportunities ETF (FPX).
IUSG and FPX 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. FPX is a passively managed fund by First Trust that tracks the performance of the IPOX-100 U.S. Index. It was launched on Apr 12, 2006. Both IUSG and FPX 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 FPX.
Performance
IUSG vs. FPX - Performance Comparison
Returns By Period
In the year-to-date period, IUSG achieves a 31.24% return, which is significantly higher than FPX's 26.05% return. Over the past 10 years, IUSG has outperformed FPX with an annualized return of 14.69%, while FPX has yielded a comparatively lower 9.97% annualized return.
IUSG
31.24%
1.26%
14.12%
37.59%
16.94%
14.69%
FPX
26.05%
5.51%
16.54%
40.53%
9.36%
9.97%
Key characteristics
| IUSG | FPX | |
|---|---|---|
| Sharpe Ratio | 2.24 | 1.92 |
| Sortino Ratio | 2.92 | 2.63 |
| Omega Ratio | 1.41 | 1.33 |
| Calmar Ratio | 2.82 | 1.12 |
| Martin Ratio | 12.08 | 9.12 |
| Ulcer Index | 3.12% | 4.48% |
| Daily Std Dev | 16.84% | 21.30% |
| Max Drawdown | -63.35% | -56.29% |
| Current Drawdown | -2.39% | -9.93% |
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IUSG vs. FPX - Expense Ratio Comparison
IUSG has a 0.04% expense ratio, which is lower than FPX's 0.57% expense ratio.
Correlation
The correlation between IUSG and FPX is 0.83, 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.
Risk-Adjusted Performance
IUSG vs. FPX - 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 US Equity Opportunities ETF (FPX). 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. FPX - Dividend Comparison
IUSG's dividend yield for the trailing twelve months is around 0.65%, more than FPX's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.65% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
FPX First Trust US Equity Opportunities ETF | 0.02% | 0.27% | 1.08% | 0.14% | 0.28% | 0.67% | 0.88% | 0.68% | 0.77% | 0.62% | 0.79% | 0.51% |
Drawdowns
IUSG vs. FPX - Drawdown Comparison
The maximum IUSG drawdown since its inception was -63.35%, which is greater than FPX's maximum drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for IUSG and FPX. For additional features, visit the drawdowns tool.
Volatility
IUSG vs. FPX - Volatility Comparison
The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 5.50%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 7.37%. This indicates that IUSG experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.