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VNRT.L vs. FEXD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRT.L vs. FEXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VNRT.L is traded in GBP, while FEXD.L is traded in GBp. To make them comparable, the FEXD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNRT.L achieves a 10.09% return, which is significantly lower than FEXD.L's 14.06% return. Over the past 10 years, VNRT.L has outperformed FEXD.L with an annualized return of 15.64%, while FEXD.L has yielded a comparatively lower 12.39% annualized return.


VNRT.L

1D
0.13%
1M
5.67%
YTD
10.09%
6M
9.79%
1Y
27.47%
3Y*
18.48%
5Y*
14.08%
10Y*
15.64%

FEXD.L

1D
-0.11%
1M
5.28%
YTD
14.06%
6M
14.03%
1Y
28.95%
3Y*
16.32%
5Y*
10.82%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.L vs. FEXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
10.09%8.77%26.36%19.99%-9.98%28.99%15.42%26.39%-0.82%10.67%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
14.06%6.55%17.43%7.00%-3.00%26.00%9.31%21.74%-6.95%9.63%

Correlation

The correlation between VNRT.L and FEXD.L is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.69

The correlation between VNRT.L and FEXD.L shifts across timeframes, from 0.59 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VNRT.L vs. FEXD.L — Risk / Return Rank

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

VNRT.L
VNRT.L Risk / Return Rank: 7777
Overall Rank
VNRT.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VNRT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
VNRT.L Omega Ratio Rank: 8282
Omega Ratio Rank
VNRT.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.L Martin Ratio Rank: 6969
Martin Ratio Rank

FEXD.L
FEXD.L Risk / Return Rank: 9393
Overall Rank
FEXD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEXD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
FEXD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FEXD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FEXD.L Martin Ratio Rank: 9595
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.

VNRT.L vs. FEXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L). 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.


VNRT.LFEXD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.49

1.57

-0.08

Calmar ratioReturn relative to maximum drawdown

3.52

8.72

-5.20

Martin ratioReturn relative to average drawdown

12.56

28.19

-15.63

VNRT.L vs. FEXD.L - Sharpe Ratio Comparison

The current VNRT.L Sharpe Ratio is 2.62, which is comparable to the FEXD.L Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of VNRT.L and FEXD.L, 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


VNRT.LFEXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

3.19

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.84

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.88

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.80

+0.17

Drawdowns

VNRT.L vs. FEXD.L - Drawdown Comparison

The maximum VNRT.L drawdown since its inception was -26.17%, smaller than the maximum FEXD.L drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for VNRT.L and FEXD.L.


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Drawdown Indicators


VNRT.LFEXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-31.91%

+5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-4.52%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-21.38%

-21.63%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-21.63%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-26.17%

-31.91%

+5.74%

Current Drawdown

Current decline from peak

-0.15%

-0.11%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.58%

-4.35%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.88%

-2.70%

Volatility

VNRT.L vs. FEXD.L - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) is 2.57%, while First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) has a volatility of 3.73%. This indicates that VNRT.L experiences smaller price fluctuations and is considered to be less risky than FEXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRT.LFEXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

3.73%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

9.14%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

12.33%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

16.33%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

18.76%

-3.21%

VNRT.L vs. FEXD.L - Expense Ratio Comparison

VNRT.L has a 0.10% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.


Dividends

VNRT.L vs. FEXD.L - Dividend Comparison

VNRT.L has not paid dividends to shareholders, while FEXD.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024202320222021202020192018201720162015
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.00%
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
0.00%0.00%0.49%1.24%1.41%1.02%1.43%1.48%1.76%1.61%1.51%1.68%

Frequently Asked Questions


VNRT.L and FEXD.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNRT.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.L is cheaper with a 0.10% expense ratio, compared with 0.75% for FEXD.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.10% for VNRT.L and 0.75% for FEXD.L.

Portfolio Optimizer

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