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UXJA vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXJA vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UXJA achieves a 11.66% return, which is significantly lower than GRID's 28.91% return.


UXJA

1D
-0.67%
1M
5.79%
YTD
11.66%
6M
11.51%
1Y
29.61%
3Y*
5Y*
10Y*

GRID

1D
-0.17%
1M
3.85%
YTD
28.91%
6M
29.60%
1Y
51.55%
3Y*
26.27%
5Y*
17.84%
10Y*
19.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UXJA vs. GRID - Yearly Performance Comparison


Correlation

The correlation between UXJA and GRID is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2025

0.81

The correlation between UXJA and GRID has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

UXJA vs. GRID — Risk / Return Rank

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

UXJA
UXJA Risk / Return Rank: 6666
Overall Rank
UXJA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UXJA Sortino Ratio Rank: 6565
Sortino Ratio Rank
UXJA Omega Ratio Rank: 6565
Omega Ratio Rank
UXJA Calmar Ratio Rank: 6262
Calmar Ratio Rank
UXJA Martin Ratio Rank: 7171
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 7979
Overall Rank
GRID Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 7676
Sortino Ratio Rank
GRID Omega Ratio Rank: 7474
Omega Ratio Rank
GRID Calmar Ratio Rank: 8282
Calmar Ratio Rank
GRID Martin Ratio Rank: 8282
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.

UXJA vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). 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.


UXJAGRIDDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.07

Calmar ratioReturn relative to maximum drawdown

3.03

4.42

-1.39

Martin ratioReturn relative to average drawdown

13.05

16.72

-3.66

UXJA vs. GRID - Sharpe Ratio Comparison

The current UXJA Sharpe Ratio is 2.20, which is comparable to the GRID Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of UXJA and GRID, 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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Sharpe Ratios by Period


UXJAGRIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.67

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.57

+0.47

Drawdowns

UXJA vs. GRID - Drawdown Comparison

The maximum UXJA drawdown since its inception was -20.01%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for UXJA and GRID.


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Drawdown Indicators


UXJAGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-20.01%

-40.56%

+20.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-11.73%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-0.67%

-1.33%

+0.66%

Average Drawdown

Average peak-to-trough decline

-2.97%

-8.43%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.09%

-0.82%

Volatility

UXJA vs. GRID - Volatility Comparison

The current volatility for FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) is 3.40%, while First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) has a volatility of 7.95%. This indicates that UXJA experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXJAGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

7.95%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

16.08%

-6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

19.39%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

21.00%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

22.81%

-4.22%

UXJA vs. GRID - Expense Ratio Comparison

UXJA has a 0.85% expense ratio, which is higher than GRID's 0.70% expense ratio.


Dividends

UXJA vs. GRID - Dividend Comparison

UXJA has not paid dividends to shareholders, while GRID's dividend yield for the trailing twelve months is around 0.77%.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.77%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
UXJA
FT Vest U.S. Equity Uncapped Accelerator ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UXJA and GRID have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRID has higher volatility (7.95%) compared to UXJA (3.40%). In terms of maximum drawdown, UXJA dropped -20.01% vs GRID's -40.56%.

On 1-year performance, GRID leads with 51.55% vs 29.61% for UXJA. On fees, GRID is cheaper at 0.70% per year. On volatility, UXJA has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GRID has performed better with a 51.55% return vs 29.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GRID is cheaper with a 0.70% expense ratio, compared with 0.85% for UXJA.

GRID has the higher dividend yield at 0.77%, compared with 0.00% for UXJA.

UXJA is categorized as Defined Outcome, while GRID is Alternative Energy Equities. Their fees differ too: 0.85% for UXJA and 0.70% for GRID.

GRID currently has the higher Sharpe Ratio (2.67 vs 2.20), 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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