TUSA vs. SOVF
Compare and contrast key facts about First Trust Total US Market AlphaDEX ETF (TUSA) and Sovereign's Capital Flourish Fund (SOVF).
TUSA and SOVF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUSA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Total US Market Index. It was launched on Dec 5, 2006. SOVF is an actively managed fund by Sovereign's. It was launched on Oct 2, 2023.
Performance
TUSA vs. SOVF - Performance Comparison
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TUSA vs. SOVF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TUSA First Trust Total US Market AlphaDEX ETF | 7.05% | 13.64% | 11.12% | 14.28% |
SOVF Sovereign's Capital Flourish Fund | -8.11% | -4.38% | 8.67% | 16.18% |
Returns By Period
In the year-to-date period, TUSA achieves a 7.05% return, which is significantly higher than SOVF's -8.11% 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%
SOVF
- 1D
- 0.01%
- 1M
- -5.49%
- YTD
- -8.11%
- 6M
- -10.57%
- 1Y
- -9.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TUSA vs. SOVF - Expense Ratio Comparison
TUSA has a 0.70% expense ratio, which is lower than SOVF's 0.75% expense ratio.
Return for Risk
TUSA vs. SOVF — Risk / Return Rank
TUSA
SOVF
TUSA vs. SOVF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Total US Market AlphaDEX ETF (TUSA) and Sovereign's Capital Flourish Fund (SOVF). 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.
| TUSA | SOVF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | -0.48 | +1.59 |
Sortino ratioReturn per unit of downside risk | 1.69 | -0.57 | +2.26 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.93 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.63 | +2.19 |
Martin ratioReturn relative to average drawdown | 6.97 | -1.44 | +8.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUSA | SOVF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | -0.48 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
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 | 0.24 | +0.08 |
Correlation
The correlation between TUSA and SOVF is 0.78, 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. SOVF - Dividend Comparison
TUSA's dividend yield for the trailing twelve months is around 1.65%, more than SOVF's 0.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOVF Sovereign's Capital Flourish Fund | 0.84% | 0.77% | 0.30% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TUSA vs. SOVF - Drawdown Comparison
The maximum TUSA drawdown since its inception was -56.53%, which is greater than SOVF's maximum drawdown of -21.74%. Use the drawdown chart below to compare losses from any high point for TUSA and SOVF.
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Drawdown Indicators
| TUSA | SOVF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.53% | -21.74% | -34.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -14.46% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | — | — |
Current DrawdownCurrent decline from peak | -4.01% | -19.15% | +15.14% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -6.79% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 6.31% | -3.40% |
Volatility
TUSA vs. SOVF - Volatility Comparison
The current volatility for First Trust Total US Market AlphaDEX ETF (TUSA) is 2.78%, while Sovereign's Capital Flourish Fund (SOVF) has a volatility of 4.11%. This indicates that TUSA experiences smaller price fluctuations and is considered to be less risky than SOVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUSA | SOVF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 4.11% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 10.65% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 20.05% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 17.52% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 17.52% | +2.62% |