FAD vs STPZ

Comparison between FIRST TRUST MULTI CAP GROWTH ALPHADEX FUND (FAD, ETF) and PIMCO 1-5 YEAR U.S. TIPS INDEX EXCHANGE-TRADED FUND (STPZ, ETF).

5-Year PerformanceFAD has outperformed STPZ, delivering a return of +10.5% compared to +2.8%

FAD vs STPZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FAD(ETF)	STPZ(ETF)
Net Assets	$480M	$478M
Expense Ratio	0.63%	0.20%
Max Drawdown	54.47%	11.29%
Sharpe Ratio	1.29	0.20
5Y Beta	1.11	-0.01
P/E Ratio	55.12	N/A
Forward P/E	21.31	N/A
5Y Dividends CAGR	-11.95%	11.56%
5Y EPS CAGR	16.73%	N/A
Debt to Equity	32.63%	N/A
P/S Ratio	3.28	N/A
P/B Ratio	5.43	N/A

Net Assets

Winner

FAD

$480M

STPZ

$478M

Expense Ratio

FAD

0.63%

Winner

STPZ

0.20%

Max Drawdown

FAD

54.47%

Winner

STPZ

11.29%

Sharpe Ratio

Winner

FAD

1.29

STPZ

0.20

5Y Beta

FAD

1.11

Winner

STPZ

-0.01

P/E Ratio

FAD

55.12

STPZ

N/A

Forward P/E

FAD

21.31

STPZ

N/A

5Y Dividends CAGR

FAD

-11.95%

Winner

STPZ

11.56%

5Y EPS CAGR

FAD

16.73%

STPZ

N/A

Debt to Equity

FAD

32.63%

STPZ

N/A

P/S Ratio

FAD

3.28

STPZ

N/A

P/B Ratio

FAD

5.43

STPZ

N/A

FAD vs STPZ - Historical Returns

Returns include dividend reinvestment.

Period	FAD	STPZ
1 month	+1.19%	-0.31%
3 months	+11.03%	+0.63%
6 months	+12.13%	+1.49%
1 year	+29.88%	+4.18%
5 years(CAGR)	+10.46%	+2.83%
10 years(CAGR)	+14.12%	+2.85%
Max(CAGR)	+10.42%	+2.43%

Winner

FAD

+1.19%

STPZ

-0.31%

Winner

FAD

+11.03%

STPZ

+0.63%

Winner

FAD

+12.13%

STPZ

+1.49%

Winner

FAD

+29.88%

STPZ

+4.18%

5Y(CAGR)

Winner

FAD

+10.46%

STPZ

+2.83%

10Y(CAGR)

Winner

FAD

+14.12%

STPZ

+2.85%

Max(CAGR)

Winner

FAD

+10.42%

STPZ

+2.43%

FAD vs STPZ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FAD	STPZ
2026	+11.64%	+1.51%
2025	+16.74%	+6.31%
2024	+25.55%	+4.32%
2023	+20.72%	+4.29%
2022	-23.32%	-4.34%
2021	+22.92%	+5.44%
2020	+34.73%	+5.16%
2019	+27.81%	+4.77%
2018	-6.71%	+0.03%
2017	+24.65%	+0.53%
2016	+8.80%	+2.87%
2015	+2.91%	-0.45%
2014	+9.46%	-1.43%
2013	+35.86%	-2.04%
2012	+9.99%	+2.35%
2011	-1.93%	+4.67%
2010	+24.37%	+3.43%
2009	+30.88%	+3.53%
2008	-38.05%	N/A
2007	+1.78%	N/A

FAD vs STPZ Drawdown Comparison

The maximum drawdown for FAD was -54.33%, occurring on Mar 6, 2009. Recovery took 841 trading sessions.

The maximum drawdown for STPZ was -6.77%, occurring on Mar 18, 2020. Recovery took 66 trading sessions.

The current FAD drawdown is -3.96%. The current STPZ drawdown is -0.46%.

Rank	FAD	STPZ
#1	-54.33% Oct 10, 2007 - Feb 10, 2011	-6.77% Mar 4, 2020 - Jun 8, 2020
#2	-37.25% Feb 19, 2020 - Jul 30, 2020	-6.69% Mar 11, 2022 - Jun 4, 2024
#3	-31.99% Nov 16, 2021 - Jul 16, 2024	-4.65% Sep 14, 2012 - Feb 19, 2019
#4	-27.00% Sep 14, 2018 - Dec 20, 2019	-2.55% Nov 17, 2021 - Mar 1, 2022
#5	-24.87% Jul 7, 2011 - Jan 4, 2013	-2.00% Aug 10, 2011 - Nov 7, 2011
#6	-23.55% Dec 4, 2024 - Jul 23, 2025	-1.89% Oct 14, 2010 - Jan 13, 2011
#7	-16.92% Jul 16, 2015 - Jul 11, 2016	-1.35% Apr 30, 2025 - Jul 11, 2025
#8	-12.36% Feb 12, 2021 - Jun 24, 2021	-1.19% May 6, 2010 - Jul 30, 2010
#9	-11.08% Jul 3, 2014 - Nov 11, 2014	-1.15% Nov 7, 2011 - Jan 26, 2012
#10	-10.95% Jul 19, 2007 - Oct 10, 2007	-1.12% Sep 24, 2024 - Jan 27, 2025
#11	-10.66% Jan 22, 2026 - Apr 14, 2026	-1.11% Apr 3, 2025 - Apr 28, 2025
#12	-9.36% Oct 27, 2025 - Dec 11, 2025	-1.11% Feb 27, 2012 - Aug 7, 2012
#13	-9.33% Jan 26, 2018 - Mar 9, 2018	-1.09% Jan 31, 2011 - Feb 22, 2011
#14	-9.04% Apr 29, 2011 - Jul 7, 2011	-1.09% Aug 2, 2011 - Aug 10, 2011
#15	-9.01% Jul 16, 2024 - Aug 30, 2024	-0.93% Mar 17, 2026 - Apr 13, 2026

Correlation

Correlation between FAD and STPZ is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2007 - 2026)

FAD vs STPZ dividend yield comparison.

Year	FAD	STPZ
2026	0.01%	1.91%
2025	0.09%	3.65%
2024	0.59%	1.97%
2023	0.51%	1.63%
2022	0.60%	5.88%
2021	0.09%	3.65%
2020	0.32%	1.86%
2019	0.48%	1.76%
2018	0.20%	2.23%
2017	0.22%	1.51%
2016	0.64%	0.65%
2015	0.41%	0.49%
2014	0.44%	0.86%
2013	0.31%	0.09%
2012	1.40%	1.00%
2011	0.31%	3.09%
2010	0.29%	1.11%
2009	0.15%	0.69%
2008	0.23%	0.00%
2007	0.11%	0.00%