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VFVA vs. FAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFVA vs. FAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and First Trust Multi Cap Value AlphaDEX Fund (FAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VFVA having a 19.47% return and FAB slightly lower at 19.04%.


VFVA

1D
-0.14%
1M
4.08%
6M
14.51%
YTD
19.47%
1Y
37.96%
3Y*
16.39%
5Y*
12.45%
10Y*
ALL TIME*
10.75%

FAB

1D
-0.25%
1M
2.66%
6M
13.00%
YTD
19.04%
1Y
32.09%
3Y*
13.91%
5Y*
10.19%
10Y*
11.09%
ALL TIME*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.74M$2.85M$1.08M
$2.76M$2.45M$1.67M

VFVA vs. FAB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFVA
Vanguard U.S. Value Factor ETF
19.47%14.77%7.67%17.37%-3.96%36.94%2.28%25.42%-18.90%
FAB
First Trust Multi Cap Value AlphaDEX Fund
19.04%9.86%7.82%15.81%-6.79%30.83%2.40%23.73%-12.33%

Correlation

The correlation between VFVA and FAB is 0.94, meaning they have usually moved in the same direction, including during past declines.


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

0.94

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.96

The correlation between VFVA and FAB has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

VFVA vs. FAB - Sectors Allocation Comparison


Sectors
VFVA
FAB

Financial Services

25.7%
24.3%

Healthcare

14.9%
7.4%

Technology

14.5%
7.2%

Consumer Cyclical

13.1%
14.1%

Industrials

7.6%
10.5%

Energy

7.3%
8.4%

Consumer Defensive

7.1%
5.7%

Communication Services

6.2%
3.1%

Basic Materials

3.3%
3.5%

Real Estate

0.4%
8.7%

Utilities

-

7.1%

Financial Services

VFVA
25.7%
FAB
24.3%

Healthcare

VFVA
14.9%
FAB
7.4%

Technology

VFVA
14.5%
FAB
7.2%

Consumer Cyclical

VFVA
13.1%
FAB
14.1%

Industrials

VFVA
7.6%
FAB
10.5%

Energy

VFVA
7.3%
FAB
8.4%

Consumer Defensive

VFVA
7.1%
FAB
5.7%

Communication Services

VFVA
6.2%
FAB
3.1%

Basic Materials

VFVA
3.3%
FAB
3.5%

Real Estate

VFVA
0.4%
FAB
8.7%

Utilities

VFVA

-

FAB
7.1%

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Return for Risk

VFVA vs. FAB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFVA
VFVA Risk / Return Rank: 9292
Overall Rank
VFVA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VFVA Sortino Ratio Rank: 9393
Sortino Ratio Rank
VFVA Omega Ratio Rank: 9090
Omega Ratio Rank
VFVA Calmar Ratio Rank: 9292
Calmar Ratio Rank
VFVA Martin Ratio Rank: 9090
Martin Ratio Rank

FAB
FAB Risk / Return Rank: 9191
Overall Rank
FAB Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FAB Sortino Ratio Rank: 9292
Sortino Ratio Rank
FAB Omega Ratio Rank: 8989
Omega Ratio Rank
FAB Calmar Ratio Rank: 9393
Calmar Ratio Rank
FAB Martin Ratio Rank: 9191
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.

VFVA vs. FAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and First Trust Multi Cap Value AlphaDEX Fund (FAB). 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.


VFVAFABDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

4.19

4.59

-0.40

Martin ratioReturn relative to average drawdown

14.15

15.16

-1.00

VFVA vs. FAB - Sharpe Ratio Comparison

The current VFVA Sharpe Ratio is 2.40, which is comparable to the FAB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VFVA and FAB, 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

VFVA vs. FAB - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, smaller than the maximum FAB drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for VFVA and FAB.


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Drawdown Indicators


VFVAFABDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-63.29%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-6.65%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-24.07%

-22.91%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-22.91%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

Current Drawdown

Current decline from peak

-1.29%

-1.48%

+0.19%

Average Drawdown

Average peak-to-trough decline

-7.24%

-9.18%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.01%

+0.51%

Volatility

VFVA vs. FAB - Volatility Comparison

Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 4.31% compared to First Trust Multi Cap Value AlphaDEX Fund (FAB) at 3.83%. This indicates that VFVA's price experiences larger fluctuations and is considered to be riskier than FAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFVAFABDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.83%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

8.66%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

13.38%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

18.61%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

21.95%

+2.25%

VFVA vs. FAB - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is lower than FAB's 0.64% expense ratio.


Dividends

VFVA vs. FAB - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.77%, more than FAB's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
FAB
First Trust Multi Cap Value AlphaDEX Fund
1.52%1.57%2.00%1.94%1.80%1.32%1.59%1.75%1.96%1.42%1.40%1.62%
VFVA
Vanguard U.S. Value Factor ETF
1.77%2.13%2.40%2.45%2.21%1.68%2.04%2.08%1.65%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, VFVA and FAB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VFVA has higher volatility (4.31%) compared to FAB (3.83%). In terms of maximum drawdown, VFVA dropped -48.58% vs FAB's -63.29%.

On 5-year performance, VFVA leads with 12.45% vs 10.19% for FAB. On fees, VFVA is cheaper at 0.13% per year. On volatility, FAB has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VFVA has performed better with a 12.45% return vs 10.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VFVA is cheaper with a 0.13% expense ratio, compared with 0.64% for FAB.

VFVA has the higher dividend yield at 1.77%, compared with 1.52% for FAB.

They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.13% for VFVA and 0.64% for FAB.

VFVA currently has the higher Sharpe Ratio (2.40 vs 2.29), 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.

Portfolio Optimizer

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