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SLYV vs. FYT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLYV vs. FYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Value ETF (SLYV) and First Trust Small Cap Value AlphaDEX Fund (FYT). The values are adjusted to include any dividend payments, if applicable.

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SLYV vs. FYT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLYV
SPDR S&P 600 Small Cap Value ETF
4.44%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%
FYT
First Trust Small Cap Value AlphaDEX Fund
9.36%4.00%3.24%22.90%-14.05%29.33%9.82%25.80%-14.73%7.14%

Returns By Period

In the year-to-date period, SLYV achieves a 4.44% return, which is significantly lower than FYT's 9.36% return. Both investments have delivered pretty close results over the past 10 years, with SLYV having a 9.46% annualized return and FYT not far ahead at 9.69%.


SLYV

1D
2.14%
1M
-3.30%
YTD
4.44%
6M
7.85%
1Y
23.27%
3Y*
9.97%
5Y*
4.83%
10Y*
9.46%

FYT

1D
1.41%
1M
-1.81%
YTD
9.36%
6M
11.53%
1Y
25.81%
3Y*
12.33%
5Y*
5.54%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLYV vs. FYT - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is lower than FYT's 0.72% expense ratio.


Return for Risk

SLYV vs. FYT — Risk / Return Rank

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

SLYV
SLYV Risk / Return Rank: 6161
Overall Rank
SLYV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 6262
Sortino Ratio Rank
SLYV Omega Ratio Rank: 5656
Omega Ratio Rank
SLYV Calmar Ratio Rank: 6464
Calmar Ratio Rank
SLYV Martin Ratio Rank: 6262
Martin Ratio Rank

FYT
FYT Risk / Return Rank: 6363
Overall Rank
FYT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FYT Sortino Ratio Rank: 6666
Sortino Ratio Rank
FYT Omega Ratio Rank: 5858
Omega Ratio Rank
FYT Calmar Ratio Rank: 6767
Calmar Ratio Rank
FYT Martin Ratio Rank: 6363
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.

SLYV vs. FYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and First Trust Small Cap Value AlphaDEX Fund (FYT). 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.


SLYVFYTDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.07

-0.08

Sortino ratio

Return per unit of downside risk

1.51

1.66

-0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.51

1.73

-0.22

Martin ratio

Return relative to average drawdown

5.74

6.28

-0.54

SLYV vs. FYT - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 0.99, which is comparable to the FYT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SLYV and FYT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLYVFYTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.07

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.25

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.37

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.38

+0.07

Correlation

The correlation between SLYV and FYT is 0.92, 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.


Dividends

SLYV vs. FYT - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.01%, more than FYT's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SLYV
SPDR S&P 600 Small Cap Value ETF
2.01%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%
FYT
First Trust Small Cap Value AlphaDEX Fund
1.18%0.94%2.07%1.50%1.36%1.19%0.96%1.44%1.78%1.16%1.16%0.96%

Drawdowns

SLYV vs. FYT - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.15%, which is greater than FYT's maximum drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for SLYV and FYT.


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Drawdown Indicators


SLYVFYTDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-50.48%

-10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-15.05%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-28.90%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-47.73%

-50.48%

+2.75%

Current Drawdown

Current decline from peak

-6.18%

-4.04%

-2.14%

Average Drawdown

Average peak-to-trough decline

-9.00%

-8.62%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

4.14%

-0.01%

Volatility

SLYV vs. FYT - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 5.43% compared to First Trust Small Cap Value AlphaDEX Fund (FYT) at 4.69%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than FYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLYVFYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.69%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

12.93%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

24.21%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

22.64%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.97%

25.99%

-2.02%