FAB vs FSYD

Comparison between FIRST TRUST MULTI CAP VALUE ALPHADEX FUND (FAB, ETF) and FIDELITY SUSTAINABLE HIGH YIELD ETF (FSYD, ETF).

FAB vs FSYD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FAB(ETF)	FSYD(ETF)
Net Assets	$137M	$137M
Expense Ratio	0.66%	0.55%
Max Drawdown	64.25%	14.83%
Sharpe Ratio	1.58	1.00
5Y Beta	0.77	0.25
P/E Ratio	14.50	N/A
Forward P/E	11.88	N/A
5Y Dividends CAGR	11.66%	N/A
5Y EPS CAGR	9.16%	N/A
Debt to Equity	48.29%	N/A
P/S Ratio	1.00	N/A
P/B Ratio	1.60	N/A

Net Assets

Winner

FAB

$137M

FSYD

$137M

Expense Ratio

FAB

0.66%

Winner

FSYD

0.55%

Max Drawdown

FAB

64.25%

Winner

FSYD

14.83%

Sharpe Ratio

Winner

FAB

1.58

FSYD

1.00

5Y Beta

FAB

0.77

Winner

FSYD

0.25

P/E Ratio

FAB

14.50

FSYD

N/A

Forward P/E

FAB

11.88

FSYD

N/A

5Y Dividends CAGR

FAB

11.66%

FSYD

N/A

5Y EPS CAGR

FAB

9.16%

FSYD

N/A

Debt to Equity

FAB

48.29%

FSYD

N/A

P/S Ratio

FAB

1.00

FSYD

N/A

P/B Ratio

FAB

1.60

FSYD

N/A

FAB vs FSYD - Historical Returns

Returns include dividend reinvestment.

Period	FAB	FSYD
1 month	+4.46%	-0.11%
3 months	+4.98%	+0.82%
6 months	+10.85%	+2.31%
1 year	+27.51%	+7.55%
5 years(CAGR)	+10.04%	+5.84%
10 years(CAGR)	+10.73%	N/A
Max(CAGR)	+8.33%	+5.84%

Winner

FAB

+4.46%

FSYD

-0.11%

Winner

FAB

+4.98%

FSYD

+0.82%

Winner

FAB

+10.85%

FSYD

+2.31%

Winner

FAB

+27.51%

FSYD

+7.55%

5Y(CAGR)

Winner

FAB

+10.04%

FSYD

+5.84%

10Y(CAGR)

FAB

+10.73%

FSYD

N/A

Max(CAGR)

Winner

FAB

+8.33%

FSYD

+5.84%

FAB vs FSYD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FAB	FSYD
2026	+15.98%	+3.32%
2025	+10.19%	+8.98%
2024	+7.26%	+9.11%
2023	+15.87%	+12.15%
2022	-7.19%	-6.60%
2021	+33.07%	N/A
2020	+2.60%	N/A
2019	+22.41%	N/A
2018	-14.84%	N/A
2017	+13.64%	N/A
2016	+27.30%	N/A
2015	-12.03%	N/A
2014	+8.96%	N/A
2013	+34.20%	N/A
2012	+15.85%	N/A
2011	-0.66%	N/A
2010	+20.64%	N/A
2009	+48.36%	N/A
2008	-34.65%	N/A
2007	-14.50%	N/A

FAB vs FSYD Drawdown Comparison

The maximum drawdown for FAB was -63.30%, occurring on Mar 6, 2009. Recovery took 911 trading sessions.

The maximum drawdown for FSYD was -12.12%, occurring on Sep 27, 2022. Recovery took 441 trading sessions.

The current FAB drawdown is -1.06%. The current FSYD drawdown is -0.37%.

Rank	FAB	FSYD
#1	-63.30% Jun 4, 2007 - Jan 12, 2011	-12.12% Mar 2, 2022 - Dec 1, 2023
#2	-47.08% Jan 16, 2020 - Nov 24, 2020	-5.49% Feb 28, 2025 - May 13, 2025
#3	-26.51% Apr 15, 2015 - Nov 14, 2016	-2.67% Feb 20, 2026 - Apr 9, 2026
#4	-24.24% May 10, 2011 - Feb 3, 2012	-2.45% Mar 27, 2024 - May 6, 2024
#5	-22.91% Nov 25, 2024 - Nov 28, 2025	-1.75% Dec 27, 2023 - Jan 25, 2024
#6	-21.27% Sep 21, 2018 - Dec 16, 2019	-1.73% Oct 27, 2025 - Dec 5, 2025
#7	-20.63% Jan 14, 2022 - Jan 31, 2023	-1.72% Dec 6, 2024 - Jan 21, 2025
#8	-16.47% Feb 2, 2023 - Dec 14, 2023	-1.54% Sep 22, 2025 - Oct 24, 2025
#9	-14.42% Mar 26, 2012 - Sep 13, 2012	-1.24% Jul 31, 2024 - Aug 13, 2024
#10	-10.94% Jul 3, 2014 - Dec 29, 2014	-1.13% Feb 1, 2024 - Mar 1, 2024
#11	-10.04% Jan 26, 2018 - Sep 20, 2018	-1.03% May 13, 2025 - May 27, 2025
#12	-8.92% Sep 14, 2012 - Dec 18, 2012	-1.01% May 15, 2024 - Jun 3, 2024
#13	-7.76% Jun 8, 2021 - Oct 20, 2021	-0.93% Sep 30, 2024 - Nov 7, 2024
#14	-7.35% Jul 31, 2024 - Oct 14, 2024	-0.88% May 6, 2026 - May 26, 2026
#15	-7.00% Dec 29, 2014 - Feb 12, 2015	-0.72% Nov 8, 2024 - Nov 27, 2024

Correlation

Correlation between FAB and FSYD is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2007 - 2026)

FAB vs FSYD dividend yield comparison.

Year	FAB	FSYD
2026	0.69%	3.12%
2025	1.57%	6.49%
2024	2.00%	6.47%
2023	1.94%	6.70%
2022	1.80%	5.29%
2021	1.32%	0.00%
2020	1.59%	0.00%
2019	1.75%	0.00%
2018	1.96%	0.00%
2017	1.42%	0.00%
2016	1.40%	0.00%
2015	1.62%	0.00%
2014	1.39%	0.00%
2013	1.05%	0.00%
2012	2.27%	0.00%
2011	1.16%	0.00%
2010	1.19%	0.00%
2009	1.37%	0.00%
2008	2.54%	0.00%
2007	0.54%	0.00%