AQLT vs FJP

Comparison between ISHARES MSCI GLOBAL QUALITY FACTOR ETF (AQLT, ETF) and FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF).

AQLT vs FJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AQLT(ETF)	FJP(ETF)
Net Assets	$259M	$258M
Expense Ratio	0.20%	0.80%
Max Drawdown	16.84%	43.93%
Sharpe Ratio	1.40	1.28
5Y Beta	0.91	0.74
P/E Ratio	30.76	N/A
Forward P/E	25.43	N/A
PEG Ratio	0.74	N/A
5Y Dividends CAGR	N/A	29.60%
5Y EPS CAGR	26.29%	N/A
Debt to Equity	48.59%	N/A
P/S Ratio	5.82	N/A
P/B Ratio	10.71	N/A

Net Assets

Winner

AQLT

$259M

FJP

$258M

Expense Ratio

Winner

AQLT

0.20%

FJP

0.80%

Max Drawdown

Winner

AQLT

16.84%

FJP

43.93%

Sharpe Ratio

Winner

AQLT

1.40

FJP

1.28

5Y Beta

AQLT

0.91

Winner

FJP

0.74

P/E Ratio

AQLT

30.76

FJP

N/A

Forward P/E

AQLT

25.43

FJP

N/A

PEG Ratio

AQLT

0.74

FJP

N/A

5Y Dividends CAGR

AQLT

N/A

FJP

29.60%

5Y EPS CAGR

AQLT

26.29%

FJP

N/A

Debt to Equity

AQLT

48.59%

FJP

N/A

P/S Ratio

AQLT

5.82

FJP

N/A

P/B Ratio

AQLT

10.71

FJP

N/A

AQLT vs FJP - Historical Returns

Returns include dividend reinvestment.

Period	AQLT	FJP
1 month	+0.93%	-6.05%
3 months	+10.43%	+4.03%
6 months	+11.45%	+11.55%
1 year	+24.57%	+31.92%
5 years(CAGR)	N/A	+10.57%
10 years(CAGR)	N/A	+7.56%
Max(CAGR)	+16.92%	+5.91%

Winner

AQLT

+0.93%

FJP

-6.05%

Winner

AQLT

+10.43%

FJP

+4.03%

AQLT

+11.45%

Winner

FJP

+11.55%

AQLT

+24.57%

Winner

FJP

+31.92%

5Y(CAGR)

AQLT

N/A

FJP

+10.57%

10Y(CAGR)

AQLT

N/A

FJP

+7.56%

Max(CAGR)

Winner

AQLT

+16.92%

FJP

+5.91%

AQLT vs FJP - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	AQLT	FJP
2026	+10.09%	+12.14%
2025	+18.13%	+33.80%
2024	-3.14%	+6.02%
2023	N/A	+23.73%
2022	N/A	-12.80%
2021	N/A	-0.50%
2020	N/A	+2.15%
2019	N/A	+7.28%
2018	N/A	-18.80%
2017	N/A	+26.81%
2016	N/A	+4.50%
2015	N/A	+5.39%
2014	N/A	-0.84%
2013	N/A	+28.22%
2012	N/A	-4.42%
2011	N/A	-9.31%

AQLT vs FJP Drawdown Comparison

The maximum drawdown for AQLT was -16.84%, occurring on Apr 8, 2025. Recovery took 91 trading sessions.

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The current AQLT drawdown is -1.70%. The current FJP drawdown is -7.75%.

Rank	AQLT	FJP
#1	-16.84% Feb 13, 2025 - Jun 26, 2025	-41.51% Jan 23, 2018 - Mar 22, 2024
#2	-10.68% Feb 25, 2026 - Apr 17, 2026	-25.37% Aug 2, 2011 - May 14, 2013
#3	-4.69% Oct 28, 2025 - Nov 28, 2025	-22.46% May 22, 2015 - Mar 13, 2017
#4	-4.17% Dec 12, 2024 - Jan 23, 2025	-17.02% Mar 25, 2025 - May 21, 2025
#5	-3.98% Jun 2, 2026 - Jun 10, 2026	-16.43% May 21, 2013 - Jan 17, 2014
#6	-2.82% Oct 8, 2025 - Oct 20, 2025	-15.08% Mar 27, 2024 - Feb 18, 2025
#7	-2.82% Jul 25, 2025 - Aug 12, 2025	-14.43% Feb 25, 2026 - Mar 20, 2026
#8	-2.25% Jan 29, 2026 - Feb 9, 2026	-12.64% Jul 28, 2014 - Feb 20, 2015
#9	-2.25% May 14, 2026 - May 26, 2026	-10.47% Jan 22, 2014 - Jun 18, 2014
#10	-2.14% Dec 11, 2025 - Dec 23, 2025	-7.21% May 10, 2011 - Jul 5, 2011
#11	-1.77% Jan 12, 2026 - Jan 22, 2026	-6.57% Sep 15, 2025 - Nov 10, 2025
#12	-1.72% Sep 22, 2025 - Oct 1, 2025	-4.37% Jun 27, 2025 - Jul 23, 2025
#13	-1.59% Feb 11, 2026 - Feb 20, 2026	-4.12% Mar 28, 2017 - May 3, 2017
#14	-1.44% Apr 17, 2026 - Apr 24, 2026	-3.98% Nov 14, 2025 - Nov 26, 2025
#15	-1.38% Jan 24, 2025 - Jan 30, 2025	-3.56% Apr 28, 2015 - May 18, 2015

Correlation

Correlation between AQLT and FJP is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2011 - 2026)

AQLT vs FJP dividend yield comparison.

Year	AQLT	FJP
2026	0.00%	0.15%
2025	1.05%	2.68%
2024	0.02%	3.18%
2023	0.00%	3.49%
2022	0.00%	2.21%
2021	0.00%	2.43%
2020	0.00%	0.99%
2019	0.00%	2.80%
2018	0.00%	1.54%
2017	0.00%	1.29%
2016	0.00%	1.46%
2015	0.00%	0.85%
2014	0.00%	1.08%
2013	0.00%	0.70%
2012	0.00%	1.61%
2011	0.00%	0.62%