PG vs. FSZ
PG (The Procter & Gamble Company) is a stock, while FSZ (First Trust Switzerland AlphaDEX Fund) is Europe Equities fund tracking the NASDAQ AlphaDEX Switzerland Index. Over the past 10 years, PG returned 8.96%/yr vs 10.12%/yr for FSZ. At a 0.28 correlation, their price movements are largely independent.
Performance
PG vs. FSZ - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than FSZ's 3.31% return. Over the past 10 years, PG has underperformed FSZ with an annualized return of 8.96%, while FSZ has yielded a comparatively higher 10.12% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
FSZ
- 1D
- 0.04%
- 1M
- 0.90%
- YTD
- 3.31%
- 6M
- 5.73%
- 1Y
- 9.31%
- 3Y*
- 12.66%
- 5Y*
- 6.04%
- 10Y*
- 10.12%
PG vs. FSZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
FSZ First Trust Switzerland AlphaDEX Fund | 3.31% | 30.10% | -1.85% | 21.30% | -20.12% | 20.18% | 13.83% | 25.88% | -15.22% | 31.30% |
Correlation
The correlation between PG and FSZ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2012 | 0.28 |
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Return for Risk
PG vs. FSZ — Risk / Return Rank
PG
FSZ
PG vs. FSZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and First Trust Switzerland AlphaDEX Fund (FSZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PG | FSZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.90 | -1.27 |
| Martin ratioReturn relative to average drawdown | -0.68 | 2.22 | -2.90 |
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Drawdowns
PG vs. FSZ - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than FSZ's maximum drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for PG and FSZ.
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Drawdown Indicators
| PG | FSZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -33.97% | -20.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -10.39% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -13.93% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -33.96% | +10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -33.97% | +10.20% |
Current DrawdownCurrent decline from peak | -13.29% | -3.93% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -6.99% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 4.22% | +4.58% |
Volatility
PG vs. FSZ - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to First Trust Switzerland AlphaDEX Fund (FSZ) at 4.83%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than FSZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | FSZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.83% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 11.09% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 14.50% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 19.38% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.94% | +0.11% |
Dividends
PG vs. FSZ - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than FSZ's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSZ First Trust Switzerland AlphaDEX Fund | 2.36% | 1.80% | 1.80% | 2.11% | 3.50% | 1.62% | 1.53% | 2.01% | 2.29% | 1.49% | 1.93% | 1.08% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and FSZ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to FSZ (4.83%). In terms of maximum drawdown, PG dropped -54.25% vs FSZ's -33.97%.
FSZ currently has the higher Sharpe Ratio (0.65 vs -0.30), 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.
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