DNOV vs FXZ

Comparison between FT VEST U.S. EQUITY DEEP BUFFER ETF - NOVEMBER (DNOV, ETF) and FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF).

5-Year PerformanceFXZ has outperformed DNOV, delivering a return of +8.5% compared to +8.3%

DNOV vs FXZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DNOV(ETF)	FXZ(ETF)
Net Assets	$393M	$393M
Expense Ratio	0.85%	0.64%
Max Drawdown	15.03%	65.99%
Sharpe Ratio	1.75	1.14
5Y Beta	0.43	1.00
P/E Ratio	N/A	28.58
Forward P/E	N/A	14.09
PEG Ratio	N/A	0.09
5Y Dividends CAGR	N/A	9.01%
5Y EPS CAGR	N/A	14.79%
Debt to Equity	N/A	33.35%
P/S Ratio	N/A	1.68
P/B Ratio	N/A	2.46

Net Assets

DNOV

$393M

Winner

FXZ

$393M

Expense Ratio

DNOV

0.85%

Winner

FXZ

0.64%

Max Drawdown

Winner

DNOV

15.03%

FXZ

65.99%

Sharpe Ratio

Winner

DNOV

1.75

FXZ

1.14

5Y Beta

Winner

DNOV

0.43

FXZ

1.00

P/E Ratio

DNOV

N/A

FXZ

28.58

Forward P/E

DNOV

N/A

FXZ

14.09

PEG Ratio

DNOV

N/A

FXZ

0.09

5Y Dividends CAGR

DNOV

N/A

FXZ

9.01%

5Y EPS CAGR

DNOV

N/A

FXZ

14.79%

Debt to Equity

DNOV

N/A

FXZ

33.35%

P/S Ratio

DNOV

N/A

FXZ

1.68

P/B Ratio

DNOV

N/A

FXZ

2.46

DNOV vs FXZ - Historical Returns

Returns include dividend reinvestment.

Period	DNOV	FXZ
1 month	+0.80%	-6.12%
3 months	+3.50%	-2.83%
6 months	+5.31%	+5.26%
1 year	+14.28%	+30.54%
5 years(CAGR)	+8.27%	+8.51%
10 years(CAGR)	N/A	+10.20%
Max(CAGR)	+8.17%	+8.91%

Winner

DNOV

+0.80%

FXZ

-6.12%

Winner

DNOV

+3.50%

FXZ

-2.83%

Winner

DNOV

+5.31%

FXZ

+5.26%

DNOV

+14.28%

Winner

FXZ

+30.54%

5Y(CAGR)

DNOV

+8.27%

Winner

FXZ

+8.51%

10Y(CAGR)

DNOV

N/A

FXZ

+10.20%

Max(CAGR)

DNOV

+8.17%

Winner

FXZ

+8.91%

DNOV vs FXZ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	DNOV	FXZ
2026	+5.61%	+16.92%
2025	+14.13%	+17.64%
2024	+11.17%	-16.23%
2023	+18.48%	+16.19%
2022	-7.53%	-0.61%
2021	+6.13%	+32.14%
2020	+7.05%	+23.28%
2019	+1.47%	+21.08%
2018	N/A	-24.45%
2017	N/A	+22.38%
2016	N/A	+30.33%
2015	N/A	-9.94%
2014	N/A	-0.28%
2013	N/A	+23.25%
2012	N/A	+22.00%
2011	N/A	-11.56%
2010	N/A	+24.41%
2009	N/A	+53.09%
2008	N/A	-43.60%
2007	N/A	+10.42%

DNOV vs FXZ Drawdown Comparison

The maximum drawdown for DNOV was -15.03%, occurring on Mar 18, 2020. Recovery took 118 trading sessions.

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

The current DNOV drawdown is -0.16%. The current FXZ drawdown is -8.80%.

Rank	DNOV	FXZ
#1	-15.03% Feb 19, 2020 - Aug 6, 2020	-65.46% May 16, 2008 - Dec 10, 2010
#2	-9.98% Feb 19, 2025 - Jun 24, 2025	-49.41% Jan 26, 2018 - Nov 16, 2020
#3	-9.57% Jan 4, 2022 - Jun 9, 2023	-33.99% Apr 9, 2024 - Jan 9, 2026
#4	-7.88% Jul 28, 2023 - Nov 14, 2023	-32.59% May 10, 2011 - Dec 18, 2012
#5	-4.18% Feb 25, 2026 - Apr 13, 2026	-31.20% Apr 20, 2022 - Apr 3, 2024
#6	-2.88% Sep 2, 2020 - Oct 12, 2020	-26.86% Jul 3, 2014 - Jul 11, 2016
#7	-2.80% Oct 12, 2020 - Nov 5, 2020	-18.78% Jul 19, 2007 - Oct 5, 2007
#8	-2.77% Jul 16, 2024 - Aug 15, 2024	-18.28% Oct 29, 2007 - Apr 17, 2008
#9	-1.98% Mar 28, 2024 - May 6, 2024	-14.68% Jun 1, 2021 - Nov 11, 2021
#10	-1.98% Dec 6, 2024 - Jan 22, 2025	-12.75% Feb 11, 2026 - Apr 8, 2026
#11	-1.84% Nov 15, 2021 - Dec 8, 2021	-11.29% Jun 15, 2026 - Jul 20, 2026
#12	-1.51% Dec 15, 2021 - Dec 23, 2021	-10.88% Nov 12, 2021 - Jan 12, 2022
#13	-1.49% Jan 25, 2021 - Feb 8, 2021	-10.29% Jan 14, 2022 - Feb 16, 2022
#14	-1.30% Jul 28, 2025 - Aug 8, 2025	-10.17% Jan 12, 2021 - Feb 24, 2021
#15	-1.27% Jun 2, 2026 - Jun 15, 2026	-9.01% Feb 17, 2011 - May 10, 2011