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TUSA vs. PEXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUSA vs. PEXL - Performance Comparison

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

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TUSA vs. PEXL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TUSA
First Trust Total US Market AlphaDEX ETF
7.05%13.64%11.12%11.75%-13.54%24.79%14.16%24.29%-15.12%
PEXL
Pacer US Export Leaders ETF
-2.66%27.33%5.79%24.40%-20.41%30.12%25.02%39.86%-17.19%

Returns By Period

In the year-to-date period, TUSA achieves a 7.05% return, which is significantly higher than PEXL's -2.66% 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%

PEXL

1D
1.13%
1M
-5.55%
YTD
-2.66%
6M
2.44%
1Y
30.21%
3Y*
13.13%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUSA vs. PEXL - Expense Ratio Comparison

TUSA has a 0.70% expense ratio, which is higher than PEXL's 0.60% expense ratio.


Return for Risk

TUSA vs. PEXL — 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

PEXL
PEXL Risk / Return Rank: 6969
Overall Rank
PEXL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 6868
Sortino Ratio Rank
PEXL Omega Ratio Rank: 6868
Omega Ratio Rank
PEXL Calmar Ratio Rank: 6969
Calmar Ratio Rank
PEXL Martin Ratio Rank: 7676
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. PEXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Total US Market AlphaDEX ETF (TUSA) and Pacer US Export Leaders ETF (PEXL). 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.


TUSAPEXLDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.21

-0.10

Sortino ratio

Return per unit of downside risk

1.69

1.79

-0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.56

1.89

-0.33

Martin ratio

Return relative to average drawdown

6.97

8.66

-1.69

TUSA vs. PEXL - Sharpe Ratio Comparison

The current TUSA Sharpe Ratio is 1.12, which is comparable to the PEXL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of TUSA and PEXL, 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


TUSAPEXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.21

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.42

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.52

-0.20

Correlation

The correlation between TUSA and PEXL is 0.70, 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

TUSA vs. PEXL - Dividend Comparison

TUSA's dividend yield for the trailing twelve months is around 1.65%, more than PEXL's 0.43% 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%
PEXL
Pacer US Export Leaders ETF
0.43%0.44%0.48%0.48%0.60%0.22%0.48%0.49%0.29%0.00%0.00%0.00%

Drawdowns

TUSA vs. PEXL - Drawdown Comparison

The maximum TUSA drawdown since its inception was -56.53%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for TUSA and PEXL.


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Drawdown Indicators


TUSAPEXLDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-36.76%

-19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-16.20%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-30.44%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-4.01%

-7.26%

+3.25%

Average Drawdown

Average peak-to-trough decline

-9.92%

-6.85%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.54%

-0.63%

Volatility

TUSA vs. PEXL - Volatility Comparison

The current volatility for First Trust Total US Market AlphaDEX ETF (TUSA) is 2.78%, while Pacer US Export Leaders ETF (PEXL) has a volatility of 6.91%. This indicates that TUSA experiences smaller price fluctuations and is considered to be less risky than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSAPEXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

6.91%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

13.77%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

25.07%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

21.77%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

24.14%

-4.00%