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SURE vs. FTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SURE vs. FTA

Last updated Aug 2, 2026
Documentation

SURE (AdvisorShares Insider Advantage ETF) and FTA (First Trust Large Cap Value AlphaDEX Fund) are both Large Cap Value Equities funds. SURE is actively managed, while FTA is passively managed. Over the past 10 years, SURE returned 11.32%/yr vs 11.60%/yr for FTA. Their correlation of 0.84 means they have usually moved in the same direction. SURE charges 0.90%/yr vs 0.60%/yr for FTA.

Performance

SURE vs. FTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and First Trust Large Cap Value AlphaDEX Fund (FTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SURE achieves a 16.92% return, which is significantly lower than FTA's 18.18% return. Both investments have delivered pretty close results over the past 10 years, with SURE having a 11.32% annualized return and FTA not far ahead at 11.60%.

SURE

1D
0.26%
1M
0.00%
6M
13.89%
YTD
16.92%
1Y
29.80%
3Y*
15.19%
5Y*
10.67%
10Y*
11.32%
ALL TIME*
13.42%

FTA

1D
-0.29%
1M
2.70%
6M
12.86%
YTD
18.18%
1Y
31.73%
3Y*
15.29%
5Y*
11.21%
10Y*
11.60%
ALL TIME*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

FTA

First Trust Large Cap Value AlphaDEX Fund
$3.06M$3.30M$2.95M

SURE

AdvisorShares Insider Advantage ETF
$52.35K$88.28K$83.48K

SURE vs. FTA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SURE
AdvisorShares Insider Advantage ETF		16.92%10.58%12.17%23.30%-11.24%23.87%8.76%28.89%-17.03%13.16%
FTA
First Trust Large Cap Value AlphaDEX Fund		18.18%14.94%10.13%10.08%-3.73%29.32%-0.38%24.73%-13.63%18.47%

Correlation

The correlation between SURE and FTA is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.84

The correlation between SURE and FTA shifts across timeframes, from 0.71 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

SURE vs. FTA - Sectors Allocation Comparison

Sectors
SURE
FTA

Technology

26.1%
7.3%

Consumer Cyclical

19.4%
9.3%

Financial Services

14.1%
23.2%

Industrials

13.3%
8.8%

Communication Services

9.1%
4.6%

Energy

8.4%
9.2%

Healthcare

5.2%
10.2%

Utilities

1.7%
11.1%

Basic Materials

1.0%
3.2%

Consumer Defensive

0.9%
6.5%

Real Estate

0.8%
6.6%

Technology

SURE
26.1%
FTA
7.3%

Consumer Cyclical

SURE
19.4%
FTA
9.3%

Financial Services

SURE
14.1%
FTA
23.2%

Industrials

SURE
13.3%
FTA
8.8%

Communication Services

SURE
9.1%
FTA
4.6%

Energy

SURE
8.4%
FTA
9.2%

Healthcare

SURE
5.2%
FTA
10.2%

Utilities

SURE
1.7%
FTA
11.1%

Basic Materials

SURE
1.0%
FTA
3.2%

Consumer Defensive

SURE
0.9%
FTA
6.5%

Real Estate

SURE
0.8%
FTA
6.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AdvisorShares Insider Advantage ETF

First Trust Large Cap Value AlphaDEX Fund

Often compared with SURE:
SURE vs. VGTSURE vs. BGIGSURE vs. SPLVSURE vs. BEDZSURE vs. IGFSURE vs. KEATSURE vs. VOO
Often compared with FTA:
FTA vs. COTZXFTA vs. GPAIXFTA vs. SPYFTA vs. VTVFTA vs. FNCMXFTA vs. MOATFTA vs. ^GSPC

Return for Risk

SURE vs. FTA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SURE
SURE Risk / Return Rank: 8989
Overall Rank
SURE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SURE Omega Ratio Rank: 8585
Omega Ratio Rank
SURE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SURE Martin Ratio Rank: 9191
Martin Ratio Rank
FTA
FTA Risk / Return Rank: 9494
Overall Rank
FTA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FTA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTA Omega Ratio Rank: 9292
Omega Ratio Rank
FTA Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTA Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SURE vs. FTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and First Trust Large Cap Value AlphaDEX Fund (FTA). 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.

SUREFTADifference
Sharpe ratioReturn per unit of total volatility
2.14
2.63

-0.49

Sortino ratioReturn per unit of downside risk
3.12
3.90

-0.77

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

3.96

5.93

-1.97

Martin ratioReturn relative to average drawdown

15.12

20.26

-5.15

SURE vs. FTA - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 2.14, which is comparable to the FTA Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SURE and FTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SURE vs. FTA - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum FTA drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for SURE and FTA.

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Drawdown Indicators

SUREFTADifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-62.45%

+26.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-5.13%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-18.73%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-19.80%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-44.97%

+9.29%

Current Drawdown

Current decline from peak

-0.80%

-1.56%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.80%

-8.97%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.50%

+0.36%

Volatility

SURE vs. FTA - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 3.02%, while First Trust Large Cap Value AlphaDEX Fund (FTA) has a volatility of 3.93%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than FTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUREFTADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

3.93%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

8.04%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.19%

11.61%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

16.23%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

19.85%

-2.35%

SURE vs. FTA - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than FTA's 0.60% expense ratio.

Dividends

SURE vs. FTA - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.87%, less than FTA's 1.61% yield.

PositionTTM20252024202320222021202020192018201720162015
FTA
First Trust Large Cap Value AlphaDEX Fund		1.61%1.89%2.02%2.10%2.15%1.54%2.03%1.88%2.28%1.53%1.56%2.05%
SURE
AdvisorShares Insider Advantage ETF		0.87%1.01%0.68%1.11%1.72%1.08%1.28%1.09%1.26%0.65%1.14%0.77%

Frequently Asked Questions

SURE and FTA have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTA has higher volatility (3.93%) compared to SURE (3.02%). In terms of maximum drawdown, SURE dropped -35.68% vs FTA's -62.45%.

On 10-year performance, FTA leads with 11.60% vs 11.32% for SURE. On fees, FTA is cheaper at 0.60% per year. On volatility, SURE has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTA has performed better with a 11.60% return vs 11.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTA is cheaper with a 0.60% expense ratio, compared with 0.90% for SURE.

FTA has the higher dividend yield at 1.61%, compared with 0.87% for SURE.

They also come from different issuers: AdvisorShares and First Trust. Their fees differ too: 0.90% for SURE and 0.60% for FTA.

FTA currently has the higher Sharpe Ratio (2.63 vs 2.14), 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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