BHK vs FXR

Comparison between BlackRock Core Bond Trust (BHK, ETF) and FIRST TRUST INDUSTRIALS/PRODUCER DURABLES ALPHADEX FUND (FXR, ETF).

5-Year PerformanceFXR has outperformed BHK, delivering a return of +8.3% compared to -3.3%

BHK vs FXR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BHK(ETF)	FXR(ETF)
Net Assets	$698M	$698M
Expense Ratio	N/A	0.60%
Max Drawdown	48.25%	64.05%
Sharpe Ratio	-0.43	0.85
5Y Beta	0.24	1.05
P/E Ratio	N/A	23.31
Forward P/E	N/A	16.37
5Y Dividends CAGR	3.01%	1.93%
5Y EPS CAGR	N/A	9.93%
Debt to Equity	N/A	71.25%
P/S Ratio	N/A	1.42
P/B Ratio	N/A	2.96

Net Assets

BHK

$698M

Winner

FXR

$698M

Expense Ratio

BHK

N/A

FXR

0.60%

Max Drawdown

Winner

BHK

48.25%

FXR

64.05%

Sharpe Ratio

BHK

-0.43

Winner

FXR

0.85

5Y Beta

Winner

BHK

0.24

FXR

1.05

P/E Ratio

BHK

N/A

FXR

23.31

Forward P/E

BHK

N/A

FXR

16.37

5Y Dividends CAGR

Winner

BHK

3.01%

FXR

1.93%

5Y EPS CAGR

BHK

N/A

FXR

9.93%

Debt to Equity

BHK

N/A

FXR

71.25%

P/S Ratio

BHK

N/A

FXR

1.42

P/B Ratio

BHK

N/A

FXR

2.96

BHK vs FXR - Historical Returns

Returns include dividend reinvestment.

Period	BHK	FXR
1 month	-1.48%	-0.22%
3 months	-4.08%	-1.19%
6 months	-2.13%	+8.73%
1 year	+0.68%	+19.81%
5 years(CAGR)	-3.25%	+8.25%
10 years(CAGR)	+2.88%	+12.48%
Max(CAGR)	+5.40%	+8.82%

BHK

-1.48%

Winner

FXR

-0.22%

BHK

-4.08%

Winner

FXR

-1.19%

BHK

-2.13%

Winner

FXR

+8.73%

BHK

+0.68%

Winner

FXR

+19.81%

5Y(CAGR)

BHK

-3.25%

Winner

FXR

+8.25%

10Y(CAGR)

BHK

+2.88%

Winner

FXR

+12.48%

Max(CAGR)

BHK

+5.40%

Winner

FXR

+8.82%

BHK vs FXR - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	BHK	FXR
2026	-3.20%	+5.69%
2025	+2.66%	+7.97%
2024	+4.91%	+17.27%
2023	+11.99%	+26.61%
2022	-31.47%	-16.07%
2021	+7.18%	+27.61%
2020	+17.82%	+11.46%
2019	+25.33%	+32.99%
2018	-7.99%	-15.72%
2017	+14.21%	+23.08%
2016	+9.41%	+28.23%
2015	+2.05%	-13.33%
2014	+10.11%	+9.56%
2013	-9.96%	+42.38%
2012	+16.46%	+13.95%
2011	+14.68%	-7.17%
2010	+13.74%	+23.53%
2009	+14.45%	+39.21%
2008	-1.78%	-45.68%
2007	-1.82%	-2.22%
2006	+2.94%	N/A
2005	+5.03%	N/A
2004	+8.21%	N/A
2003	+8.94%	N/A
2002	-0.03%	N/A
2001	+0.00%	N/A

BHK vs FXR Drawdown Comparison

The maximum drawdown for BHK was -39.55%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for FXR was -63.81%, occurring on Mar 9, 2009. Recovery took 1408 trading sessions.

The current BHK drawdown is -21.69%. The current FXR drawdown is -5.99%.

Rank	BHK	FXR
#1	-39.55% Sep 15, 2021 - Oct 20, 2022	-63.81% May 31, 2007 - Jan 2, 2013
#2	-30.64% May 27, 2008 - Jul 24, 2009	-44.71% Jan 16, 2020 - Nov 10, 2020
#3	-23.66% Feb 24, 2020 - Jun 10, 2020	-27.24% Feb 24, 2015 - Nov 11, 2016
#4	-19.40% Nov 12, 2012 - Jan 22, 2015	-26.85% Jan 4, 2022 - Dec 13, 2023
#5	-12.43% Jun 13, 2003 - Sep 20, 2004	-26.65% Nov 25, 2024 - Jan 5, 2026
#6	-12.08% Sep 28, 2010 - Sep 12, 2011	-25.38% Sep 18, 2018 - Jul 16, 2019
#7	-11.88% Dec 27, 2001 - Sep 18, 2002	-13.77% Jun 9, 2014 - Nov 24, 2014
#8	-10.94% Sep 12, 2005 - Oct 5, 2006	-13.66% Feb 20, 2026 - Mar 30, 2026
#9	-10.16% Aug 31, 2016 - May 18, 2017	-10.64% Jan 26, 2018 - Aug 21, 2018
#10	-9.78% Jan 2, 2018 - Mar 8, 2019	-9.34% Jul 24, 2019 - Oct 29, 2019
#11	-9.51% May 7, 2007 - Jan 24, 2008	-8.15% Mar 28, 2024 - Jul 16, 2024
#12	-9.08% Apr 24, 2015 - Mar 9, 2016	-7.90% Jan 22, 2014 - Feb 27, 2014
#13	-8.52% Jan 25, 2021 - Jun 15, 2021	-7.64% Jul 31, 2024 - Aug 23, 2024
#14	-8.50% Jan 24, 2008 - Apr 23, 2008	-7.34% Nov 25, 2014 - Feb 13, 2015
#15	-7.45% Oct 3, 2002 - Jan 17, 2003	-7.14% Nov 16, 2021 - Jan 4, 2022

Correlation

Correlation between BHK and FXR is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2002 - 2026)

BHK vs FXR dividend yield comparison.

Year	BHK	FXR
2026	4.20%	0.10%
2025	9.25%	0.71%
2024	8.56%	0.72%
2023	8.21%	0.77%
2022	7.91%	0.92%
2021	6.36%	0.52%
2020	5.06%	1.06%
2019	5.32%	0.74%
2018	6.39%	1.18%
2017	5.56%	0.55%
2016	6.23%	0.52%
2015	7.03%	0.62%
2014	8.15%	1.10%
2013	6.94%	0.41%
2012	6.11%	2.08%
2011	5.95%	0.58%
2010	6.98%	0.55%
2009	8.16%	0.75%
2008	7.00%	0.64%
2007	6.75%	0.11%
2006	6.66%	0.00%
2005	11.28%	0.00%
2004	9.37%	0.00%
2003	9.51%	0.00%
2002	8.72%	0.00%