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DVOL vs MXE

Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and Mexico Equity And Income Fund Inc (MXE, ETF).

5-Year PerformanceDVOL has outperformed MXE, delivering a return of +7.2% compared to +3.1%

DVOL vs MXE - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DVOL
$71M
MXE
$71M
Expense Ratio
DVOL
0.60%
MXE
N/A
Max Drawdown
Winner
DVOL
38.26%
MXE
93.12%
Sharpe Ratio
DVOL
0.55
Winner
MXE
1.01
5Y Beta
DVOL
0.58
Winner
MXE
0.52
P/E Ratio
DVOL
23.42
MXE
N/A
Forward P/E
DVOL
20.05
MXE
N/A
PEG Ratio
DVOL
0.50
MXE
N/A
5Y Dividends CAGR
DVOL
19.35%
Winner
MXE
34.66%
5Y EPS CAGR
DVOL
12.99%
MXE
N/A
Debt to Equity
DVOL
46.12%
MXE
N/A
P/S Ratio
DVOL
2.41
MXE
N/A
P/B Ratio
DVOL
3.51
MXE
N/A

DVOL vs MXE - Historical Returns

Returns include dividend reinvestment.

1M
Winner
DVOL
+3.28%
MXE
-4.04%
3M
Winner
DVOL
+3.20%
MXE
-5.05%
6M
Winner
DVOL
+4.79%
MXE
-1.89%
1Y
DVOL
+10.11%
Winner
MXE
+25.45%
5Y(CAGR)
Winner
DVOL
+7.23%
MXE
+3.12%
10Y(CAGR)
DVOL
N/A
MXE
+2.70%
Max(CAGR)
Winner
DVOL
+9.42%
MXE
+8.76%

DVOL vs MXE - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearDVOLMXE
2026+6.69%+4.00%
2025+4.42%+54.22%
2024+25.34%-26.01%
2023+5.82%+30.53%
2022-14.19%-1.90%
2021+31.72%-9.07%
2020+12.13%-18.08%
2019+27.22%+13.88%
2018-9.89%-2.88%
2017N/A+12.33%
2016N/A-12.33%
2015N/A-8.41%
2014N/A-2.60%
2013N/A+14.89%
2012N/A+42.27%
2011N/A-13.48%
2010N/A+45.00%
2009N/A+15.91%
2008N/A-46.64%
2007N/A+19.96%
2006N/A+58.18%
2005N/A-2.40%
2004N/A+64.98%
2003N/A+35.38%
2002N/A-18.94%
2001N/A+19.72%
2000N/A-5.78%
1999N/A+34.27%

DVOL vs MXE Drawdown Comparison

The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The maximum drawdown for MXE was -81.73%, occurring on Mar 9, 2009. Recovery took 1741 trading sessions.

The current DVOL drawdown is -0.54%. The current MXE drawdown is -8.52%.

RankDVOLMXE
#1-38.26%
Feb 18, 2020 - Dec 16, 2020
-81.73%
Jul 24, 2007 - Jun 23, 2014
#2-24.65%
Dec 31, 2021 - Jul 12, 2024
-59.01%
Sep 5, 2014 - Jan 26, 2026
#3-13.88%
Sep 14, 2018 - Mar 5, 2019
-41.00%
Mar 9, 2000 - Jan 21, 2004
#4-11.65%
Nov 29, 2024 - Jan 15, 2026
-25.98%
Dec 15, 2005 - Sep 15, 2006
#5-9.82%
Feb 9, 2026 - Jul 7, 2026
-25.07%
Mar 8, 2005 - Sep 6, 2005
#6-8.06%
Sep 3, 2021 - Oct 29, 2021
-23.19%
Apr 13, 2004 - Nov 4, 2004
#7-7.86%
Jan 8, 2021 - Apr 5, 2021
-18.50%
Feb 26, 2007 - Mar 26, 2007
#8-5.41%
Sep 26, 2019 - Jan 16, 2020
-14.14%
Feb 20, 2026 - Mar 20, 2026
#9-4.44%
Jul 31, 2024 - Aug 15, 2024
-13.07%
May 1, 2007 - Jun 20, 2007
#10-4.34%
May 7, 2021 - Jun 29, 2021
-10.54%
Jan 3, 2005 - Feb 4, 2005
#11-3.89%
May 20, 2019 - Jun 6, 2019
-10.48%
Dec 27, 2006 - Feb 5, 2007
#12-3.56%
Nov 16, 2021 - Dec 7, 2021
-8.59%
Oct 3, 2005 - Nov 14, 2005
#13-3.32%
Sep 4, 2019 - Sep 26, 2019
-7.79%
Apr 10, 2007 - Apr 25, 2007
#14-3.14%
Aug 30, 2024 - Sep 16, 2024
-6.54%
Oct 26, 2006 - Nov 20, 2006
#15-2.58%
Jul 10, 2019 - Aug 8, 2019
-6.40%
Dec 1, 2004 - Dec 23, 2004

Correlation

Correlation between DVOL and MXE is 0.46 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.46
-101

Dividend Comparison (1999 - 2026)

DVOL vs MXE dividend yield comparison.

YearDVOLMXE
20260.34%0.00%
20250.86%1.89%
20240.67%3.71%
20231.28%2.69%
20221.37%0.00%
20210.47%0.00%
20200.60%0.00%
20191.79%1.04%
20180.39%0.01%
20170.00%0.47%
20150.00%5.20%
20140.00%12.83%
20130.00%14.29%
20120.00%1.33%
20100.00%0.20%
20080.00%108.23%
20070.00%30.17%
20060.00%11.91%
20050.00%0.94%
20030.00%0.19%
20000.00%7.87%
19990.00%1.34%

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