VPU vs. FXU
Compare and contrast key facts about Vanguard Utilities ETF (VPU) and First Trust Utilities AlphaDEX Fund (FXU).
VPU and FXU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. Both VPU and FXU 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
VPU vs. FXU - Performance Comparison
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VPU vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 8.24% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
Returns By Period
In the year-to-date period, VPU achieves a 8.24% return, which is significantly lower than FXU's 11.27% return. Both investments have delivered pretty close results over the past 10 years, with VPU having a 9.67% annualized return and FXU not far behind at 9.62%.
VPU
- 1D
- 0.42%
- 1M
- -2.05%
- YTD
- 8.24%
- 6M
- 5.69%
- 1Y
- 19.37%
- 3Y*
- 13.96%
- 5Y*
- 10.58%
- 10Y*
- 9.67%
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
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VPU vs. FXU - Expense Ratio Comparison
VPU has a 0.10% expense ratio, which is lower than FXU's 0.62% expense ratio.
Return for Risk
VPU vs. FXU — Risk / Return Rank
VPU
FXU
VPU vs. FXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and First Trust Utilities AlphaDEX Fund (FXU). 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.
| VPU | FXU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.60 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.11 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.85 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.27 | 9.41 | -4.13 |
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
| VPU | FXU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.60 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.43 | +0.12 |
Correlation
The correlation between VPU and FXU is 0.88, 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
VPU vs. FXU - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.56%, more than FXU's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.56% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Drawdowns
VPU vs. FXU - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum FXU drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for VPU and FXU.
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Drawdown Indicators
| VPU | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.31% | -49.00% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.57% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -21.87% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -34.81% | -1.61% |
Current DrawdownCurrent decline from peak | -2.71% | -1.80% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -7.66% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.60% | +1.14% |
Volatility
VPU vs. FXU - Volatility Comparison
Vanguard Utilities ETF (VPU) has a higher volatility of 4.99% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.53%. This indicates that VPU's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VPU | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.53% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 9.08% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 14.98% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 16.49% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 18.29% | +0.78% |