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FAB vs SPY

Comparison between FIRST TRUST MULTI CAP VALUE ALPHADEX FUND (FAB, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FAB, delivering a return of +13.3% compared to +8.0%

FAB vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FAB
$139M
Winner
SPY
$735B
Expense Ratio
FAB
0.66%
Winner
SPY
0.09%
Max Drawdown
FAB
64.25%
Winner
SPY
56.47%
Sharpe Ratio
FAB
1.59
Winner
SPY
1.62
5Y Beta
Winner
FAB
0.79
SPY
1.00
P/E Ratio
Winner
FAB
13.79
SPY
28.99
Forward P/E
Winner
FAB
11.94
SPY
22.37
5Y Dividends CAGR
Winner
FAB
10.99%
SPY
5.43%
5Y EPS CAGR
FAB
10.16%
Winner
SPY
26.05%
Debt to Equity
FAB
60.67%
Winner
SPY
32.40%
P/S Ratio
Winner
FAB
1.02
SPY
3.74
P/B Ratio
Winner
FAB
1.56
SPY
5.61

FAB vs SPY - Holdings Comparison

FAB and SPY have 207 common holdings. Overlap is 14.17%

FAB's top 25 holdings weight is 11.90%. SPY's top 25 holdings weight is 52.37%.

RankFABSPY
#1
SUPER MICRO COMPUTER INC (SMCI) - 0.71%
NVIDIA CORP (NVDA) - 8.10%
#2
HUMANA INC (HUM) - 0.60%
APPLE INC (AAPL) - 7.02%
#3
ELEVANCE HEALTH INC (ELV) - 0.57%
MICROSOFT CORP (MSFT) - 4.79%
#4
DELTA AIR LINES INC (DAL) - 0.52%
AMAZON.COM INC (AMZN) - 4.02%
#5
T. ROWE PRICE GROUP INC (TROW) - 0.50%
ALPHABET INC CLASS A (GOOGL) - 3.51%
#6
UNITED AIRLINES HOLDINGS INC (UAL) - 0.50%
BROADCOM INC (AVGO) - 3.10%
#7
NUCOR CORP (NUE) - 0.49%
ALPHABET INC CLASS C (GOOG) - 2.79%
#8
GLOBAL PAYMENTS INC (GPN) - 0.47%
META PLATFORMS INC CLASS A (META) - 2.08%
#9
THE CIGNA GROUP (CI) - 0.46%
TESLA INC (TSLA) - 1.89%
#10
SYNCHRONY FINANCIAL (SYF) - 0.46%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
THE WALT DISNEY CO (DIS) - 0.46%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#12
D.R. HORTON INC (DHI) - 0.46%
ELI LILLY AND CO (LLY) - 1.31%
#13
GENERAL MOTORS CO (GM) - 0.46%
JPMORGAN CHASE & CO (JPM) - 1.28%
#14
ALLSTATE CORP (ALL) - 0.45%
ADVANCED MICRO DEVICES INC (AMD) - 1.27%
#15
VICI PROPERTIES INC ORDINARY SHARES (VICI) - 0.45%
EXXON MOBIL CORP (XOM) - 0.97%
#16
LENNAR CORP CLASS A (LEN) - 0.45%
INTEL CORP (INTC) - 0.90%
#17
ANNALY CAPITAL MANAGEMENT INC (NLY) - 0.44%
JOHNSON & JOHNSON (JNJ) - 0.86%
#18
AMERICAN INTERNATIONAL GROUP INC (AIG) - 0.44%
VISA INC CLASS A (V) - 0.85%
#19
PULTEGROUP INC (PHM) - 0.43%
WALMART INC (WMT) - 0.81%
#20
SUN COMMUNITIES INC (SUI) - 0.43%
CISCO SYSTEMS INC (CSCO) - 0.72%
#21
THE HARTFORD INSURANCE GROUP INC (HIG) - 0.43%
COSTCO WHOLESALE CORP (COST) - 0.69%
#22
FISERV INC (FISV) - 0.43%
CATERPILLAR INC (CAT) - 0.66%
#23
ARCH CAPITAL GROUP LTD (ACGL) - 0.43%
MASTERCARD INC CLASS A (MA) - 0.62%
#24
STATE STREET CORP (STT) - 0.43%
LAM RESEARCH CORP (LRCX) - 0.62%
#25
SMURFIT WESTROCK PLC (SW) - 0.43%
ABBVIE INC (ABBV) - 0.58%
Total Holdings677505

FAB vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
FAB
+0.95%
Winner
SPY
+1.90%
3M
FAB
+3.40%
Winner
SPY
+8.55%
6M
Winner
FAB
+12.26%
SPY
+8.18%
1Y
Winner
FAB
+28.26%
SPY
+25.79%
5Y(CAGR)
FAB
+8.04%
Winner
SPY
+13.32%
10Y(CAGR)
FAB
+10.37%
Winner
SPY
+15.19%
Max(CAGR)
FAB
+8.13%
Winner
SPY
+8.47%

FAB vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFABSPY
2026+10.74%+8.26%
2025+10.19%+18.00%
2024+7.26%+25.59%
2023+15.87%+26.72%
2022-7.19%-18.64%
2021+33.07%+30.52%
2020+2.60%+17.28%
2019+22.41%+31.09%
2018-14.84%-5.24%
2017+13.64%+20.78%
2016+27.30%+13.59%
2015-12.03%+1.31%
2014+8.96%+14.56%
2013+34.20%+29.00%
2012+15.85%+14.17%
2011-0.66%+0.85%
2010+20.64%+13.14%
2009+48.36%+22.67%
2008-34.65%-36.25%
2007-14.50%+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

FAB vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FAB drawdown is -0.17%. The current SPY drawdown is -2.90%.

RankFABSPY
#1-63.30%
Jun 4, 2007 - Jan 12, 2011		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-47.08%
Jan 16, 2020 - Nov 24, 2020		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-26.51%
Apr 15, 2015 - Nov 14, 2016		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-24.24%
May 10, 2011 - Feb 3, 2012		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-22.91%
Nov 25, 2024 - Nov 28, 2025		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-21.27%
Sep 21, 2018 - Dec 16, 2019		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-20.63%
Jan 14, 2022 - Jan 31, 2023		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-16.47%
Feb 2, 2023 - Dec 14, 2023		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-14.42%
Mar 26, 2012 - Sep 13, 2012		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-10.94%
Jul 3, 2014 - Dec 29, 2014		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-10.04%
Jan 26, 2018 - Sep 20, 2018		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-8.92%
Sep 14, 2012 - Dec 18, 2012		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-7.76%
Jun 8, 2021 - Oct 20, 2021		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-7.35%
Jul 31, 2024 - Oct 14, 2024		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-7.00%
Dec 29, 2014 - Feb 12, 2015		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FAB and SPY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98
-101

Dividend Comparison (1999 - 2026)

FAB vs SPY dividend yield comparison.

YearFABSPY
20260.37%0.24%
20251.57%1.07%
20242.00%1.21%
20231.94%1.40%
20221.80%1.65%
20211.32%1.20%
20201.59%1.52%
20191.75%1.75%
20181.96%2.04%
20171.42%1.80%
20161.40%2.03%
20151.62%2.06%
20141.39%1.87%
20131.05%1.81%
20122.27%2.18%
20111.16%2.05%
20101.19%1.80%
20091.37%1.95%
20082.54%3.02%
20070.54%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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