FEP vs VBND

Comparison between FIRST TRUST EUROPE ALPHADEX FUND (FEP, ETF) and VIDENT U.S. BOND STRATEGY ETF (VBND, ETF).

5-Year PerformanceFEP has outperformed VBND, delivering a return of +10.5% compared to +0.1%

FEP vs VBND - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEP(ETF)	VBND(ETF)
Net Assets	$523M	$523M
Expense Ratio	0.80%	0.41%
Max Drawdown	48.63%	21.99%
Sharpe Ratio	1.08	-0.24
5Y Beta	0.72	0.05
5Y Dividends CAGR	10.37%	20.45%

Net Assets

Winner

FEP

$523M

VBND

$523M

Expense Ratio

FEP

0.80%

Winner

VBND

0.41%

Max Drawdown

FEP

48.63%

Winner

VBND

21.99%

Sharpe Ratio

Winner

FEP

1.08

VBND

-0.24

5Y Beta

FEP

0.72

Winner

VBND

0.05

5Y Dividends CAGR

FEP

10.37%

Winner

VBND

20.45%

FEP vs VBND - Historical Returns

Returns include dividend reinvestment.

Period	FEP	VBND
1 month	+5.85%	+0.64%
3 months	+3.15%	+0.30%
6 months	+4.37%	-0.94%
1 year	+24.31%	+2.74%
5 years(CAGR)	+10.53%	+0.10%
10 years(CAGR)	+10.79%	+1.33%
Max(CAGR)	+7.34%	+1.61%

Winner

FEP

+5.85%

VBND

+0.64%

Winner

FEP

+3.15%

VBND

+0.30%

Winner

FEP

+4.37%

VBND

-0.94%

Winner

FEP

+24.31%

VBND

+2.74%

5Y(CAGR)

Winner

FEP

+10.53%

VBND

+0.10%

10Y(CAGR)

Winner

FEP

+10.79%

VBND

+1.33%

Max(CAGR)

Winner

FEP

+7.34%

VBND

+1.61%

FEP vs VBND - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEP	VBND
2026	+13.81%	+0.64%
2025	+56.41%	+6.80%
2024	+4.29%	+1.82%
2023	+15.39%	+7.33%
2022	-23.82%	-13.63%
2021	+14.42%	-0.46%
2020	+2.99%	+5.06%
2019	+25.41%	+9.45%
2018	-19.85%	-0.79%
2017	+35.74%	+2.75%
2016	+2.35%	+2.13%
2015	+3.13%	-0.26%
2014	-8.86%	-0.37%
2013	+29.74%	N/A
2012	+23.47%	N/A
2011	-29.10%	N/A

FEP vs VBND Drawdown Comparison

The maximum drawdown for FEP was -46.03%, occurring on Mar 18, 2020. Recovery took 741 trading sessions.

The maximum drawdown for VBND was -18.97%, occurring on Oct 24, 2022. Recovery took 1062 trading sessions.

The current VBND drawdown is -1.03%.

Rank	FEP	VBND
#1	-46.03% Jan 26, 2018 - Jan 6, 2021	-18.97% Aug 3, 2021 - Oct 24, 2025
#2	-39.01% Sep 2, 2021 - Feb 18, 2025	-12.08% Mar 6, 2020 - Jul 23, 2020
#3	-34.70% May 3, 2011 - Aug 2, 2013	-5.25% Sep 28, 2016 - Sep 5, 2017
#4	-26.29% Jun 6, 2014 - May 2, 2017	-4.92% Sep 8, 2017 - Mar 20, 2019
#5	-15.83% Mar 19, 2025 - Apr 29, 2025	-3.66% Jan 26, 2021 - Jul 15, 2021
#6	-12.13% Feb 25, 2026 - May 6, 2026	-2.97% Apr 17, 2015 - Feb 2, 2016
#7	-7.79% Jun 7, 2021 - Aug 13, 2021	-2.82% Feb 27, 2026 - Mar 27, 2026
#8	-7.41% Jan 15, 2014 - Feb 13, 2014	-2.01% Jan 30, 2015 - Apr 14, 2015
#9	-6.01% Apr 2, 2014 - Jun 6, 2014	-1.91% Sep 4, 2019 - Jan 3, 2020
#10	-5.42% Aug 9, 2013 - Sep 10, 2013	-1.80% Oct 24, 2025 - Feb 12, 2026
#11	-4.99% Oct 3, 2025 - Dec 4, 2025	-1.64% Aug 4, 2020 - Nov 27, 2020
#12	-4.71% May 26, 2026 - Jul 30, 2026	-1.39% Feb 11, 2016 - Mar 31, 2016
#13	-4.38% Aug 22, 2025 - Sep 30, 2025	-1.17% Sep 7, 2016 - Sep 28, 2016
#14	-4.36% Jan 8, 2021 - Feb 11, 2021	-1.12% Oct 16, 2014 - Jan 5, 2015
#15	-4.14% Mar 6, 2014 - Apr 2, 2014	-1.10% Apr 7, 2016 - Jun 3, 2016

Correlation

Correlation between FEP and VBND is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2011 - 2026)

FEP vs VBND dividend yield comparison.

Year	FEP	VBND
2026	1.44%	2.81%
2025	3.33%	4.22%
2024	4.94%	4.41%
2023	3.27%	3.88%
2022	3.00%	2.55%
2021	3.49%	1.56%
2020	2.32%	1.98%
2019	2.63%	3.14%
2018	2.62%	2.82%
2017	1.65%	2.00%
2016	2.14%	3.12%
2015	2.20%	1.49%
2014	2.46%	0.11%
2013	1.55%	0.00%
2012	2.15%	0.00%
2011	2.23%	0.00%