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TUSA vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUSA vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Total US Market AlphaDEX ETF (TUSA) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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TUSA vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TUSA
First Trust Total US Market AlphaDEX ETF
7.05%13.64%11.12%11.75%-13.54%24.79%14.16%24.29%-10.35%20.07%
MOO
VanEck Agribusiness ETF
16.24%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%21.75%

Returns By Period

In the year-to-date period, TUSA achieves a 7.05% return, which is significantly lower than MOO's 16.24% return. Over the past 10 years, TUSA has outperformed MOO with an annualized return of 11.03%, while MOO has yielded a comparatively lower 8.27% annualized return.


TUSA

1D
-0.28%
1M
-4.01%
YTD
7.05%
6M
9.20%
1Y
19.97%
3Y*
14.76%
5Y*
7.51%
10Y*
11.03%

MOO

1D
0.13%
1M
-0.69%
YTD
16.24%
6M
18.78%
1Y
27.51%
3Y*
2.07%
5Y*
1.70%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUSA vs. MOO - Expense Ratio Comparison

TUSA has a 0.70% expense ratio, which is higher than MOO's 0.55% expense ratio.


Return for Risk

TUSA vs. MOO — Risk / Return Rank

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

TUSA
TUSA Risk / Return Rank: 5959
Overall Rank
TUSA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TUSA Sortino Ratio Rank: 6363
Sortino Ratio Rank
TUSA Omega Ratio Rank: 5959
Omega Ratio Rank
TUSA Calmar Ratio Rank: 5454
Calmar Ratio Rank
TUSA Martin Ratio Rank: 6262
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8181
Overall Rank
MOO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOO Omega Ratio Rank: 7878
Omega Ratio Rank
MOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
MOO Martin Ratio Rank: 7979
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.

TUSA vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Total US Market AlphaDEX ETF (TUSA) and VanEck Agribusiness ETF (MOO). 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.


TUSAMOODifference

Sharpe ratio

Return per unit of total volatility

1.12

1.62

-0.51

Sortino ratio

Return per unit of downside risk

1.69

2.33

-0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.56

2.42

-0.86

Martin ratio

Return relative to average drawdown

6.97

8.98

-2.01

TUSA vs. MOO - Sharpe Ratio Comparison

The current TUSA Sharpe Ratio is 1.12, which is lower than the MOO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TUSA and MOO, 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


TUSAMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.62

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.10

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.46

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.24

+0.08

Correlation

The correlation between TUSA and MOO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TUSA vs. MOO - Dividend Comparison

TUSA's dividend yield for the trailing twelve months is around 1.65%, less than MOO's 2.12% yield.


TTM20252024202320222021202020192018201720162015
TUSA
First Trust Total US Market AlphaDEX ETF
1.65%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%
MOO
VanEck Agribusiness ETF
2.12%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

TUSA vs. MOO - Drawdown Comparison

The maximum TUSA drawdown since its inception was -56.53%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for TUSA and MOO.


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Drawdown Indicators


TUSAMOODifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-69.53%

+13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-11.13%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-39.52%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-39.52%

-2.95%

Current Drawdown

Current decline from peak

-4.01%

-12.90%

+8.89%

Average Drawdown

Average peak-to-trough decline

-9.92%

-16.99%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.09%

-0.18%

Volatility

TUSA vs. MOO - Volatility Comparison

The current volatility for First Trust Total US Market AlphaDEX ETF (TUSA) is 2.78%, while VanEck Agribusiness ETF (MOO) has a volatility of 5.47%. This indicates that TUSA experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSAMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

5.47%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

10.81%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

17.03%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

17.09%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

18.20%

+1.94%