FAB vs ERTH
Comparison between FIRST TRUST MULTI CAP VALUE ALPHADEX FUND (FAB, ETF) and INVESCO MSCI SUSTAINABLE FUTURE ETF (ERTH, ETF).
5-Year PerformanceFAB has outperformed ERTH, delivering a return of +10.0% compared to -6.0%
FAB vs ERTH - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FAB
$137M
Winner
ERTH
$137M
Expense Ratio
FAB
0.66%
ERTH
0.66%
Max Drawdown
Winner
FAB
64.25%
ERTH
64.45%
Sharpe Ratio
Winner
FAB
1.58
ERTH
0.24
5Y Beta
Winner
FAB
0.77
ERTH
0.88
P/E Ratio
Winner
FAB
14.50
ERTH
173.59
Forward P/E
FAB
11.88
ERTH
N/A
5Y Dividends CAGR
Winner
FAB
11.66%
ERTH
-35.70%
5Y EPS CAGR
FAB
9.16%
ERTH
N/A
Debt to Equity
FAB
48.29%
Winner
ERTH
21.68%
P/S Ratio
Winner
FAB
1.00
ERTH
2.62
P/B Ratio
Winner
FAB
1.60
ERTH
2.80
FAB vs ERTH - Holdings Comparison
FAB and ERTH have 12 common holdings. Overlap is 1.26%
FAB's top 25 holdings weight is 11.14%. ERTH's top 25 holdings weight is 58.23%.
| Rank | FAB | ERTH |
|---|---|---|
| #1 | PAYPAL HOLDINGS INC (PYPL) - 0.57% | TESLA INC (TSLA) - 5.00% |
| #2 | n/a (CTSH) - 0.49% | DIGITAL REALTY TRUST INC (DLR) - 4.77% |
| #3 | ACCENTURE PLC CLASS A (ACN) - 0.49% | NVIDIA CORP (NVDA) - 4.53% |
| #4 | THE CIGNA GROUP (CI) - 0.48% | BYD CO LTD CLASS H (n/a) - 4.32% |
| #5 | GLOBAL PAYMENTS INC (GPN) - 0.48% | VESTAS WIND SYSTEMS AS (n/a) - 4.01% |
| #6 | EOG RESOURCES INC (EOG) - 0.47% | FIRST SOLAR INC (FSLR) - 3.34% |
| #7 | GENERAL MILLS INC (GIS) - 0.47% | WEYERHAEUSER CO (WY) - 2.50% |
| #8 | n/a (FIS) - 0.47% | NEXTPOWER INC CLASS A (NXT) - 2.38% |
| #9 | CONOCOPHILLIPS (COP) - 0.47% | n/a (n/a) - 2.19% |
| #10 | ZIMMER BIOMET HOLDINGS INC (ZBH) - 0.46% | RIVIAN AUTOMOTIVE INC CLASS A (RIVN) - 2.18% |
| #11 | AT&T INC (T) - 0.46% | n/a (n/a) - 2.18% |
| #12 | T. ROWE PRICE GROUP INC (TROW) - 0.46% | KINGSPAN GROUP PLC (n/a) - 2.02% |
| #13 | PG&E CORP (PCG) - 0.46% | SCENTRE GROUP (n/a) - 2.02% |
| #14 | ANNALY CAPITAL MANAGEMENT INC (NLY) - 0.46% | n/a (n/a) - 1.84% |
| #15 | n/a (MKC) - 0.45% | ENLIGHT RENEWABLE ENERGY LTD (n/a) - 1.79% |
| #16 | AMERICAN INTERNATIONAL GROUP INC (AIG) - 0.45% | CAPITALAND INTEGRATED COMMERCIAL TRUST (n/a) - 1.64% |
| #17 | ARCH CAPITAL GROUP LTD (ACGL) - 0.45% | ADVANCED DRAINAGE SYSTEMS INC (WMS) - 1.55% |
| #18 | VERIZON COMMUNICATIONS INC (VZ) - 0.45% | LG ENERGY SOLUTION LTD (n/a) - 1.55% |
| #19 | EDISON INTERNATIONAL (EIX) - 0.45% | KLEPIERRE (n/a) - 1.31% |
| #20 | EVERSOURCE ENERGY (ES) - 0.45% | DARLING INGREDIENTS INC (DAR) - 1.31% |
| #21 | CONSOLIDATED EDISON INC (ED) - 0.35% | APPLIED DIGITAL CORP (APLD) - 1.24% |
| #22 | CHUBB LTD (CB) - 0.35% | NIO INC CLASS A (n/a) - 1.23% |
| #23 | AMCOR PLC ORDINARY SHARES (AMCR) - 0.35% | XPENG INC CLASS A (n/a) - 1.20% |
| #24 | EXELON CORP (EXC) - 0.35% | LI AUTO INC ORDINARY SHARES CLASS A (n/a) - 1.07% |
| #25 | DUKE ENERGY CORP (DUK) - 0.35% | NEXTDC LTD (n/a) - 1.06% |
| Total Holdings | 620 | 192 |
FAB vs ERTH - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FAB
+4.46%
ERTH
-3.65%
3M
Winner
FAB
+4.98%
ERTH
-5.51%
6M
Winner
FAB
+10.85%
ERTH
-0.98%
1Y
Winner
FAB
+27.51%
ERTH
+6.36%
5Y(CAGR)
Winner
FAB
+10.04%
ERTH
-5.96%
10Y(CAGR)
Winner
FAB
+10.73%
ERTH
+6.63%
Max(CAGR)
Winner
FAB
+8.33%
ERTH
+4.76%
FAB vs ERTH - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | FAB | ERTH |
|---|---|---|
| 2026 | +15.98% | -2.13% |
| 2025 | +10.19% | +17.91% |
| 2024 | +7.26% | -11.64% |
| 2023 | +15.87% | +0.74% |
| 2022 | -7.19% | -28.33% |
| 2021 | +33.07% | +2.37% |
| 2020 | +2.60% | +50.30% |
| 2019 | +22.41% | +36.44% |
| 2018 | -14.84% | -13.57% |
| 2017 | +13.64% | +29.61% |
| 2016 | +27.30% | +14.40% |
| 2015 | -12.03% | +2.69% |
| 2014 | +8.96% | -7.08% |
| 2013 | +34.20% | +35.26% |
| 2012 | +15.85% | +6.01% |
| 2011 | -0.66% | -18.81% |
| 2010 | +20.64% | +5.64% |
| 2009 | +48.36% | +30.84% |
| 2008 | -34.65% | -48.52% |
| 2007 | -14.50% | +43.32% |
| 2006 | N/A | +1.70% |
FAB vs ERTH Drawdown Comparison
The maximum drawdown for FAB was -63.30%, occurring on Mar 6, 2009. Recovery took 911 trading sessions.
The maximum drawdown for ERTH was -64.45%, occurring on Nov 20, 2008. Recovery took 2306 trading sessions.
The current FAB drawdown is -1.06%. The current ERTH drawdown is -33.06%.
| Rank | FAB | ERTH |
|---|---|---|
| #1 | -63.30% Jun 4, 2007 - Jan 12, 2011 | -64.45% Dec 26, 2007 - Feb 23, 2017 |
| #2 | -47.08% Jan 16, 2020 - Nov 24, 2020 | -51.73% Nov 1, 2021 - Apr 8, 2025 |
| #3 | -26.51% Apr 15, 2015 - Nov 14, 2016 | -36.65% Feb 20, 2020 - Jul 17, 2020 |
| #4 | -24.24% May 10, 2011 - Feb 3, 2012 | -21.96% Jan 26, 2018 - Apr 18, 2019 |
| #5 | -22.91% Nov 25, 2024 - Nov 28, 2025 | -16.53% Jan 7, 2021 - Oct 28, 2021 |
| #6 | -21.27% Sep 21, 2018 - Dec 16, 2019 | -12.19% Jul 13, 2007 - Oct 1, 2007 |
| #7 | -20.63% Jan 14, 2022 - Jan 31, 2023 | -10.41% Feb 26, 2007 - Apr 24, 2007 |
| #8 | -16.47% Feb 2, 2023 - Dec 14, 2023 | -10.08% Jul 1, 2019 - Oct 28, 2019 |
| #9 | -14.42% Mar 26, 2012 - Sep 13, 2012 | -8.40% Nov 8, 2007 - Dec 6, 2007 |
| #10 | -10.94% Jul 3, 2014 - Dec 29, 2014 | -8.19% Sep 2, 2020 - Oct 5, 2020 |
| #11 | -10.04% Jan 26, 2018 - Sep 20, 2018 | -8.11% Oct 16, 2020 - Nov 6, 2020 |
| #12 | -8.92% Sep 14, 2012 - Dec 18, 2012 | -7.37% May 3, 2019 - Jun 27, 2019 |
| #13 | -7.76% Jun 8, 2021 - Oct 20, 2021 | -6.38% Dec 6, 2006 - Feb 6, 2007 |
| #14 | -7.35% Jul 31, 2024 - Oct 14, 2024 | -6.19% Dec 10, 2007 - Dec 24, 2007 |
| #15 | -7.00% Dec 29, 2014 - Feb 12, 2015 | -4.92% Oct 31, 2017 - Jan 3, 2018 |
Correlation
Correlation between FAB and ERTH is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Dividend Comparison (2007 - 2026)
FAB vs ERTH dividend yield comparison.
| Year | FAB | ERTH |
|---|---|---|
| 2026 | 0.69% | 1.02% |
| 2025 | 1.57% | 1.46% |
| 2024 | 2.00% | 1.00% |
| 2023 | 1.94% | 1.28% |
| 2022 | 1.80% | 1.22% |
| 2021 | 1.32% | 15.33% |
| 2020 | 1.59% | 0.21% |
| 2019 | 1.75% | 0.71% |
| 2018 | 1.96% | 0.61% |
| 2017 | 1.42% | 0.87% |
| 2016 | 1.40% | 1.06% |
| 2015 | 1.62% | 0.79% |
| 2014 | 1.39% | 0.83% |
| 2013 | 1.05% | 0.85% |
| 2012 | 2.27% | 1.07% |
| 2011 | 1.16% | 0.86% |
| 2010 | 1.19% | 0.02% |
| 2009 | 1.37% | 0.21% |
| 2008 | 2.54% | 0.00% |
| 2007 | 0.54% | 0.00% |
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