ASG vs FXZ

Comparison between Liberty All-Star Growth Fund Inc (ASG, ETF) and FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF).

5-Year PerformanceFXZ has outperformed ASG, delivering a return of +11.0% compared to -0.5%

ASG vs FXZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ASG(ETF)	FXZ(ETF)
Net Assets	$367M	$368M
Expense Ratio	N/A	0.64%
Max Drawdown	84.48%	65.99%
Sharpe Ratio	0.22	1.71
5Y Beta	1.09	1.01
P/E Ratio	N/A	33.02
Forward P/E	N/A	16.64
PEG Ratio	N/A	-0.06
5Y Dividends CAGR	-3.90%	9.01%
5Y EPS CAGR	N/A	14.29%
Debt to Equity	N/A	30.82%
P/S Ratio	N/A	1.81
P/B Ratio	N/A	2.74

Net Assets

ASG

$367M

Winner

FXZ

$368M

Expense Ratio

ASG

N/A

FXZ

0.64%

Max Drawdown

ASG

84.48%

Winner

FXZ

65.99%

Sharpe Ratio

ASG

0.22

Winner

FXZ

1.71

5Y Beta

ASG

1.09

Winner

FXZ

1.01

P/E Ratio

ASG

N/A

FXZ

33.02

Forward P/E

ASG

N/A

FXZ

16.64

PEG Ratio

ASG

N/A

FXZ

-0.06

5Y Dividends CAGR

ASG

-3.90%

Winner

FXZ

9.01%

5Y EPS CAGR

ASG

N/A

FXZ

14.29%

Debt to Equity

ASG

N/A

FXZ

30.82%

P/S Ratio

ASG

N/A

FXZ

1.81

P/B Ratio

ASG

N/A

FXZ

2.74

ASG vs FXZ - Historical Returns

Returns include dividend reinvestment.

Period	ASG	FXZ
1 month	+1.15%	+13.08%
3 months	+3.29%	+10.67%
6 months	+6.15%	+12.95%
1 year	+7.08%	+49.74%
5 years(CAGR)	-0.50%	+11.05%
10 years(CAGR)	+11.32%	+11.40%
Max(CAGR)	+6.60%	+9.57%

ASG

+1.15%

Winner

FXZ

+13.08%

ASG

+3.29%

Winner

FXZ

+10.67%

ASG

+6.15%

Winner

FXZ

+12.95%

ASG

+7.08%

Winner

FXZ

+49.74%

5Y(CAGR)

ASG

-0.50%

Winner

FXZ

+11.05%

10Y(CAGR)

ASG

+11.32%

Winner

FXZ

+11.40%

Max(CAGR)

ASG

+6.60%

Winner

FXZ

+9.57%

ASG vs FXZ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ASG	FXZ
2026	+6.67%	+32.21%
2025	+2.85%	+17.64%
2024	+18.41%	-16.23%
2023	+15.87%	+16.19%
2022	-40.29%	-0.61%
2021	+24.85%	+32.14%
2020	+39.32%	+23.28%
2019	+57.70%	+21.08%
2018	-14.19%	-24.45%
2017	+43.89%	+22.38%
2016	+3.13%	+30.33%
2015	+4.26%	-9.94%
2014	+0.17%	-0.28%
2013	+44.76%	+23.25%
2012	+11.88%	+22.00%
2011	-4.53%	-11.56%
2010	+33.10%	+24.41%
2009	+29.43%	+53.09%
2008	-50.81%	-43.60%
2007	+23.66%	+10.42%
2006	+9.69%	N/A
2005	-8.80%	N/A
2004	+9.47%	N/A
2003	+44.89%	N/A
2002	-33.18%	N/A
2001	-1.79%	N/A
2000	-5.79%	N/A
1999	+4.85%	N/A

ASG vs FXZ Drawdown Comparison

The maximum drawdown for ASG was -63.66%, occurring on Nov 20, 2008. Recovery took 820 trading sessions.

The maximum drawdown for FXZ was -65.46%, occurring on Mar 6, 2009. Recovery took 648 trading sessions.

The current ASG drawdown is -17.14%.

Rank	ASG	FXZ
#1	-63.66% Dec 26, 2007 - Mar 29, 2011	-65.46% May 16, 2008 - Dec 10, 2010
#2	-55.24% Sep 1, 2000 - Dec 26, 2007	-49.41% Jan 26, 2018 - Nov 16, 2020
#3	-45.88% Nov 12, 2021 - Oct 14, 2022	-33.99% Apr 9, 2024 - Jan 9, 2026
#4	-45.72% Sep 13, 2018 - Jan 17, 2020	-32.59% May 10, 2011 - Dec 18, 2012
#5	-42.54% Feb 5, 2020 - Jul 15, 2020	-31.20% Apr 20, 2022 - Apr 3, 2024
#6	-26.14% Jul 21, 2011 - Jan 17, 2013	-26.86% Jul 3, 2014 - Jul 11, 2016
#7	-25.27% Jul 20, 2015 - Jan 13, 2017	-18.78% Jul 19, 2007 - Oct 5, 2007
#8	-15.14% Dec 27, 2013 - Apr 24, 2015	-18.28% Oct 29, 2007 - Apr 17, 2008
#9	-11.70% Oct 28, 2013 - Dec 23, 2013	-14.68% Jun 1, 2021 - Nov 11, 2021
#10	-11.58% Mar 23, 2000 - Jun 16, 2000	-12.75% Feb 11, 2026 - Apr 8, 2026
#11	-10.03% Apr 30, 2021 - May 20, 2021	-11.29% Jun 15, 2026 - Aug 17, 2026
#12	-9.67% Aug 31, 2020 - Oct 12, 2020	-10.88% Nov 12, 2021 - Jan 12, 2022
#13	-9.37% Jan 20, 2021 - Feb 5, 2021	-10.29% Jan 14, 2022 - Feb 16, 2022
#14	-9.27% Feb 10, 2021 - Apr 30, 2021	-10.17% Jan 12, 2021 - Feb 24, 2021
#15	-9.16% May 20, 2021 - Oct 19, 2021	-9.01% Feb 17, 2011 - May 10, 2011

Correlation

Correlation between ASG and FXZ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2000 - 2026)

ASG vs FXZ dividend yield comparison.

Year	ASG	FXZ
2026	6.64%	0.47%
2025	8.68%	1.74%
2024	8.32%	1.81%
2023	8.14%	1.97%
2022	10.14%	1.56%
2021	11.33%	1.11%
2020	7.68%	1.51%
2019	7.08%	1.58%
2018	10.48%	1.38%
2017	7.58%	1.01%
2016	8.61%	1.19%
2015	16.81%	1.26%
2014	6.40%	1.73%
2013	5.52%	0.90%
2012	6.65%	2.81%
2011	7.09%	0.36%
2010	5.88%	1.61%
2009	7.14%	1.32%
2008	18.08%	1.88%
2007	10.23%	0.34%
2006	10.99%	0.00%
2005	10.66%	0.00%
2004	9.53%	0.00%
2003	8.49%	0.00%
2002	13.27%	0.00%
2001	11.04%	0.00%
2000	7.31%	0.00%