XOM vs. FYT

Last updated Jun 13, 2026

XOM (Exxon Mobil Corporation) is a stock, while FYT (First Trust Small Cap Value AlphaDEX Fund) is Small Cap Value Equities fund tracking the NASDAQ AlphaDEX Small Cap Value Index. Over the past 10 years, XOM returned 9.64%/yr vs 10.88%/yr for FYT. At a 0.48 correlation, their price movements are largely independent.

Performance

XOM vs. FYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) and First Trust Small Cap Value AlphaDEX Fund (FYT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than FYT's 21.84% return. Over the past 10 years, XOM has underperformed FYT with an annualized return of 9.64%, while FYT has yielded a comparatively higher 10.88% annualized return.

XOM

• 1D: 0.28%
• 1M: -2.35%
• YTD: 23.81%
• 6M: 25.40%
• 1Y: 38.24%
• 3Y*: 15.15%
• 5Y*: 23.23%
• 10Y*: 9.64%

FYT

• 1D: 0.76%
• 1M: 7.59%
• YTD: 21.84%
• 6M: 18.40%
• 1Y: 38.57%
• 3Y*: 15.62%
• 5Y*: 6.92%
• 10Y*: 10.88%

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

XOM vs. FYT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XOM Exxon Mobil Corporation	23.81%	15.98%	11.26%	-6.26%	87.41%	57.58%	-36.21%	7.23%	-15.09%	-3.81%
FYT First Trust Small Cap Value AlphaDEX Fund	21.84%	4.00%	3.24%	22.90%	-14.05%	29.33%	9.82%	25.80%	-14.73%	7.14%

Correlation

The correlation between XOM and FYT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Apr 20, 2011	0.48

Over the past year, the correlation between XOM and FYT has dropped to 0.07 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Return for Risk

XOM vs. FYT — Risk / Return Rank

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

XOM

XOM Risk / Return Rank: 80
XOM Sharpe Ratio Rank: 84
XOM Sortino Ratio Rank: 79
XOM Omega Ratio Rank: 77
XOM Calmar Ratio Rank: 80
XOM Martin Ratio Rank: 81

FYT

FYT Risk / Return Rank: 77
FYT Sharpe Ratio Rank: 73
FYT Sortino Ratio Rank: 77
FYT Omega Ratio Rank: 69
FYT Calmar Ratio Rank: 89
FYT Martin Ratio Rank: 78

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.

XOM vs. FYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and First Trust Small Cap Value AlphaDEX Fund (FYT). 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.

	XOM	FYT	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.06	-0.49
Sortino ratio: Return per unit of downside risk	2.09	3.02	-0.92
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.10
Calmar ratio: Return relative to maximum drawdown	2.45	4.65	-2.20
Martin ratio: Return relative to average drawdown	6.56	13.26	-6.70

XOM vs. FYT - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.57, which is comparable to the FYT Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of XOM and FYT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XOM vs. FYT - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, which is greater than FYT's maximum drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for XOM and FYT.

Drawdown Indicators

	XOM	FYT	Difference
Max Drawdown Largest peak-to-trough decline	-62.40%	-50.48%	-11.92%
Max Drawdown (1Y) Largest decline over 1 year	-15.69%	-8.34%	-7.35%
Max Drawdown (3Y) Largest decline over 3 years	-18.92%	-28.90%	+9.98%
Max Drawdown (5Y) Largest decline over 5 years	-20.51%	-28.90%	+8.39%
Max Drawdown (10Y) Largest decline over 10 years	-61.34%	-50.48%	-10.86%
Current Drawdown Current decline from peak	-13.68%	0.00%	-13.68%
Average Drawdown Average peak-to-trough decline	-10.20%	-8.52%	-1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.84%	2.93%	+2.91%

Volatility

XOM vs. FYT - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to First Trust Small Cap Value AlphaDEX Fund (FYT) at 4.36%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than FYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOM	FYT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.08%	4.36%	+4.72%
Volatility (6M) Calculated over the trailing 6-month period	20.51%	11.43%	+9.08%
Volatility (1Y) Calculated over the trailing 1-year period	24.51%	18.84%	+5.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.77%	22.57%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.20%	25.95%	+2.25%

Dividends

XOM vs. FYT - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.78%, more than FYT's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FYT First Trust Small Cap Value AlphaDEX Fund	1.06%	0.94%	2.07%	1.50%	1.36%	1.19%	0.96%	1.44%	1.78%	1.16%	1.16%	0.96%
XOM Exxon Mobil Corporation	2.78%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

Frequently Asked Questions

Can I hold both XOM and FYT in my portfolio?

XOM and FYT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOM or FYT?

XOM has higher volatility (9.08%) compared to FYT (4.36%). In terms of maximum drawdown, XOM dropped -62.40% vs FYT's -50.48%.

Which has better risk-adjusted returns?

FYT currently has the higher Sharpe Ratio (2.06 vs 1.57), 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.