FEX vs GLOV

Comparison between First Trust Large Cap Core AlphaDEX Fund (FEX, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).

FEX vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEX(ETF)	GLOV(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.57%	0.15%
Max Drawdown	59.67%	18.80%
Sharpe Ratio	1.69	1.11
5Y Beta	0.86	0.58
P/E Ratio	20.73	24.28
Forward P/E	16.62	19.09
PEG Ratio	0.17	0.19
5Y Dividends CAGR	10.45%	N/A
5Y EPS CAGR	15.16%	19.30%
Debt to Equity	57.37%	327.53%
P/S Ratio	1.92	1.85
P/B Ratio	2.92	4.40

Net Assets

FEX

$1.50B

GLOV

$1.50B

Expense Ratio

FEX

0.57%

Winner

GLOV

0.15%

Max Drawdown

FEX

59.67%

Winner

GLOV

18.80%

Sharpe Ratio

Winner

FEX

1.69

GLOV

1.11

5Y Beta

FEX

0.86

Winner

GLOV

0.58

P/E Ratio

Winner

FEX

20.73

GLOV

24.28

Forward P/E

Winner

FEX

16.62

GLOV

19.09

PEG Ratio

Winner

FEX

0.17

GLOV

0.19

5Y Dividends CAGR

FEX

10.45%

GLOV

N/A

5Y EPS CAGR

FEX

15.16%

Winner

GLOV

19.30%

Debt to Equity

Winner

FEX

57.37%

GLOV

327.53%

P/S Ratio

FEX

1.92

Winner

GLOV

1.85

P/B Ratio

Winner

FEX

2.92

GLOV

4.40

FEX vs GLOV - Holdings Comparison

FEX and GLOV have 152 common holdings. Overlap is 23.92%

FEX's top 25 holdings weight is 16.27%. GLOV's top 25 holdings weight is 29.02%.

Rank	FEX	GLOV
#1	MICRON TECHNOLOGY INC (MU) - 1.06%	APPLE INC (AAPL) - 3.49%
#2	SANDISK CORP ORDINARY SHARES (SNDK) - 1.00%	NVIDIA CORP (NVDA) - 2.90%
#3	BLOOM ENERGY CORP CLASS A (BE) - 0.89%	MICROSOFT CORP (MSFT) - 2.65%
#4	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 0.86%	WALMART INC (WMT) - 1.68%
#5	ADVANCED MICRO DEVICES INC (AMD) - 0.79%	AMAZON.COM INC (AMZN) - 1.50%
#6	WESTERN DIGITAL CORP (WDC) - 0.77%	ALPHABET INC CLASS A (GOOGL) - 1.30%
#7	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 0.74%	ALPHABET INC CLASS C (GOOG) - 1.16%
#8	n/a (DELL) - 0.74%	O'REILLY AUTOMOTIVE INC (ORLY) - 1.08%
#9	MARVELL TECHNOLOGY INC (MRVL) - 0.67%	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08%
#10	SUPER MICRO COMPUTER INC (SMCI) - 0.65%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02%
#11	CIENA CORP (CIEN) - 0.62%	META PLATFORMS INC CLASS A (META) - 0.91%
#12	MKS INC (MKSI) - 0.58%	TJX COMPANIES INC (TJX) - 0.86%
#13	n/a (ASTS) - 0.58%	KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84%
#14	CORNING INC (GLW) - 0.57%	AUTOZONE INC (AZO) - 0.81%
#15	HUMANA INC (HUM) - 0.55%	JPMORGAN CHASE & CO (JPM) - 0.80%
#16	QUANTA SERVICES INC (PWR) - 0.54%	AMPHENOL CORP CLASS A (APH) - 0.75%
#17	COMFORT SYSTEMS USA INC (FIX) - 0.54%	MASTERCARD INC CLASS A (MA) - 0.73%
#18	ROCKET LAB CORP (RKLB) - 0.53%	JOHNSON & JOHNSON (JNJ) - 0.72%
#19	ELEVANCE HEALTH INC (ELV) - 0.53%	VISA INC CLASS A (V) - 0.71%
#20	LUMENTUM HOLDINGS INC (LITE) - 0.52%	LOWE'S COMPANIES INC (LOW) - 0.70%
#21	TERADYNE INC (TER) - 0.52%	CISCO SYSTEMS INC (CSCO) - 0.70%
#22	VERTIV HOLDINGS CO CLASS A (VRT) - 0.52%	CARDINAL HEALTH INC (CAH) - 0.67%
#23	COHERENT CORP (COHR) - 0.51%	W.W. GRAINGER INC (GWW) - 0.66%
#24	KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.50%	GILEAD SCIENCES INC (GILD) - 0.65%
#25	GE VERNOVA INC (GEV) - 0.49%	GENERALI (n/a) - 0.65%
Total Holdings	377	446

FEX vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	FEX	GLOV
1 month	+2.46%	+2.42%
3 months	+7.42%	+5.81%
6 months	+13.27%	+8.62%
1 year	+27.61%	+17.40%
5 years(CAGR)	+10.71%	N/A
10 years(CAGR)	+12.87%	N/A
Max(CAGR)	+9.56%	+11.69%

Winner

FEX

+2.46%

GLOV

+2.42%

Winner

FEX

+7.42%

GLOV

+5.81%

Winner

FEX

+13.27%

GLOV

+8.62%

Winner

FEX

+27.61%

GLOV

+17.40%

5Y(CAGR)

FEX

+10.71%

GLOV

N/A

10Y(CAGR)

FEX

+12.87%

GLOV

N/A

Max(CAGR)

FEX

+9.56%

Winner

GLOV

+11.69%

FEX vs GLOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FEX	GLOV
2026	+11.85%	+2.79%
2025	+14.88%	+18.96%
2024	+17.28%	+15.96%
2023	+14.99%	+16.40%
2022	-11.35%	-6.17%
2021	+28.75%	N/A
2020	+13.71%	N/A
2019	+26.87%	N/A
2018	-10.52%	N/A
2017	+20.59%	N/A
2016	+15.75%	N/A
2015	-3.92%	N/A
2014	+13.46%	N/A
2013	+32.85%	N/A
2012	+13.91%	N/A
2011	-1.50%	N/A
2010	+18.94%	N/A
2009	+32.21%	N/A
2008	-37.71%	N/A
2007	-5.39%	N/A

FEX vs GLOV Drawdown Comparison

The maximum drawdown for FEX was -58.81%, occurring on Mar 6, 2009. Recovery took 908 trading sessions.

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current FEX drawdown is -2.24%.

Rank	FEX	GLOV
#1	-58.81% Jul 13, 2007 - Feb 17, 2011	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-39.51% Feb 19, 2020 - Oct 12, 2020	-9.97% Feb 13, 2025 - May 2, 2025
#3	-21.98% Sep 20, 2018 - Jul 12, 2019	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-21.97% Apr 29, 2011 - Mar 13, 2012	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-21.27% Nov 16, 2021 - Dec 14, 2023	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-19.58% Nov 29, 2024 - Jul 22, 2025	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-18.22% May 21, 2015 - Jul 22, 2016	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-12.31% Mar 26, 2012 - Sep 13, 2012	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-9.96% Jan 26, 2018 - Aug 27, 2018	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-9.11% Sep 5, 2014 - Nov 11, 2014	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-7.50% Jul 24, 2019 - Nov 7, 2019	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-6.89% Sep 14, 2012 - Dec 18, 2012	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-6.59% Jul 16, 2024 - Aug 23, 2024	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-6.23% Feb 20, 2026 - Apr 13, 2026	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-6.19% Dec 31, 2013 - Feb 20, 2014	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between FEX and GLOV is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2007 - 2026)

FEX vs GLOV dividend yield comparison.

Year	FEX	GLOV
2026	0.22%	0.00%
2025	1.10%	1.74%
2024	1.18%	1.75%
2023	1.38%	2.06%
2022	1.61%	1.73%
2021	0.80%	0.00%
2020	1.21%	0.00%
2019	1.32%	0.00%
2018	1.34%	0.00%
2017	1.07%	0.00%
2016	1.29%	0.00%
2015	1.33%	0.00%
2014	1.30%	0.00%
2013	1.02%	0.00%
2012	2.36%	0.00%
2011	1.09%	0.00%
2010	0.89%	0.00%
2009	0.89%	0.00%
2008	1.70%	0.00%
2007	0.58%	0.00%