VIS vs. FXR

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Industrials ETF (VIS) and First Trust Industrials/Producer Durables AlphaDEX Fund (FXR).

VIS and FXR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004. FXR is a passively managed fund by First Trust that tracks the performance of the StrataQuant Industrials Index. It was launched on May 8, 2007. Both VIS and FXR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VIS vs. FXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and First Trust Industrials/Producer Durables AlphaDEX Fund (FXR). The values are adjusted to include any dividend payments, if applicable.

VIS vs. FXR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIS Vanguard Industrials ETF	4.90%	18.57%	16.85%	22.50%	-8.57%	20.80%	12.34%	30.09%	-14.01%	21.47%
FXR First Trust Industrials/Producer Durables AlphaDEX Fund	2.31%	7.56%	16.19%	26.98%	-16.68%	25.07%	12.82%	33.42%	-15.12%	24.20%

Returns By Period

In the year-to-date period, VIS achieves a 4.90% return, which is significantly higher than FXR's 2.31% return. Over the past 10 years, VIS has outperformed FXR with an annualized return of 13.16%, while FXR has yielded a comparatively lower 12.30% annualized return.

VIS

• 1D: 3.42%
• 1M: -8.44%
• YTD: 4.90%
• 6M: 5.93%
• 1Y: 27.43%
• 3Y*: 19.38%
• 5Y*: 11.84%
• 10Y*: 13.16%

FXR

• 1D: 3.42%
• 1M: -9.65%
• YTD: 2.31%
• 6M: 4.90%
• 1Y: 18.03%
• 3Y*: 14.54%
• 5Y*: 8.21%
• 10Y*: 12.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIS vs. FXR - Expense Ratio Comparison

VIS has a 0.10% expense ratio, which is lower than FXR's 0.64% expense ratio.

FXR

First Trust Industrials/Producer Durables AlphaDEX Fund

VIS

Vanguard Industrials ETF

Return for Risk

VIS vs. FXR — Risk / Return Rank

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

VIS

VIS Risk / Return Rank: 79
VIS Sharpe Ratio Rank: 77
VIS Sortino Ratio Rank: 79
VIS Omega Ratio Rank: 75
VIS Calmar Ratio Rank: 83
VIS Martin Ratio Rank: 82

FXR

FXR Risk / Return Rank: 46
FXR Sharpe Ratio Rank: 43
FXR Sortino Ratio Rank: 47
FXR Omega Ratio Rank: 42
FXR Calmar Ratio Rank: 51
FXR Martin Ratio Rank: 46

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.

VIS vs. FXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and First Trust Industrials/Producer Durables AlphaDEX Fund (FXR). 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.

	VIS	FXR	Difference
Sharpe ratio Return per unit of total volatility	1.35	0.77	+0.57
Sortino ratio Return per unit of downside risk	1.95	1.27	+0.68
Omega ratio Gain probability vs. loss probability	1.27	1.16	+0.11
Calmar ratio Return relative to maximum drawdown	2.23	1.29	+0.94
Martin ratio Return relative to average drawdown	8.80	4.34	+4.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIS vs. FXR - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.35, which is higher than the FXR Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VIS and FXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VIS	FXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	0.77	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.40	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.57	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.36	+0.14

Correlation

The correlation between VIS and FXR is 0.89, 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

VIS vs. FXR - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.97%, more than FXR's 0.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIS Vanguard Industrials ETF	0.97%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%
FXR First Trust Industrials/Producer Durables AlphaDEX Fund	0.67%	0.71%	0.72%	0.77%	0.92%	0.52%	1.06%	0.74%	1.18%	0.55%	0.52%	0.62%

Drawdowns

VIS vs. FXR - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, roughly equal to the maximum FXR drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for VIS and FXR.

Drawdown Indicators

	VIS	FXR	Difference
Max Drawdown Largest peak-to-trough decline	-63.51%	-63.81%	+0.30%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-14.42%	+1.79%
Max Drawdown (5Y) Largest decline over 5 years	-22.96%	-26.85%	+3.89%
Max Drawdown (10Y) Largest decline over 10 years	-42.42%	-44.71%	+2.29%
Current Drawdown Current decline from peak	-9.29%	-10.71%	+1.42%
Average Drawdown Average peak-to-trough decline	-8.42%	-10.40%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	4.27%	-1.07%

Volatility

VIS vs. FXR - Volatility Comparison

The current volatility for Vanguard Industrials ETF (VIS) is 7.06%, while First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) has a volatility of 7.55%. This indicates that VIS experiences smaller price fluctuations and is considered to be less risky than FXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIS	FXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.06%	7.55%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	14.04%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	20.47%	23.45%	-2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.18%	20.38%	-2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	21.83%	-1.50%