FEX vs IDEQ

Comparison between First Trust Large Cap Core AlphaDEX Fund (FEX, ETF) and LAZARD INTERNATIONAL DYNAMIC EQUITY ETF (IDEQ, ETF).

FEX vs IDEQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEX(ETF)	IDEQ(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.57%	0.40%
Max Drawdown	59.67%	12.95%
Sharpe Ratio	1.55	1.48
5Y Beta	0.86	1.18
P/E Ratio	20.05	N/A
Forward P/E	16.20	N/A
PEG Ratio	0.15	N/A
5Y Dividends CAGR	11.27%	N/A
5Y EPS CAGR	13.66%	N/A
Debt to Equity	40.52%	N/A
P/S Ratio	1.91	N/A
P/B Ratio	2.81	N/A

Net Assets

FEX

$1.60B

IDEQ

$1.60B

Expense Ratio

FEX

0.57%

Winner

IDEQ

0.40%

Max Drawdown

FEX

59.67%

Winner

IDEQ

12.95%

Sharpe Ratio

Winner

FEX

1.55

IDEQ

1.48

5Y Beta

Winner

FEX

0.86

IDEQ

1.18

P/E Ratio

FEX

20.05

IDEQ

N/A

Forward P/E

FEX

16.20

IDEQ

N/A

PEG Ratio

FEX

0.15

IDEQ

N/A

5Y Dividends CAGR

FEX

11.27%

IDEQ

N/A

5Y EPS CAGR

FEX

13.66%

IDEQ

N/A

Debt to Equity

FEX

40.52%

IDEQ

N/A

P/S Ratio

FEX

1.91

IDEQ

N/A

P/B Ratio

FEX

2.81

IDEQ

N/A

FEX vs IDEQ - Holdings Comparison

FEX and IDEQ have 1 common holdings. Overlap is -1.74%

FEX's top 25 holdings weight is 12.14%. IDEQ's top 25 holdings weight is 39.37%.

Rank	FEX	IDEQ
#1	PAYPAL HOLDINGS INC (PYPL) - 0.58%	n/a (n/a) - 4.86%
#2	CONOCOPHILLIPS (COP) - 0.51%	ASML HOLDING NV (n/a) - 2.85%
#3	THE TRAVELERS COMPANIES INC (TRV) - 0.51%	SAMSUNG ELECTRONICS CO LTD (n/a) - 2.77%
#4	ACCENTURE PLC CLASS A (ACN) - 0.51%	BNP PARIBAS ACT. CAT.A (n/a) - 2.21%
#5	n/a (CTSH) - 0.50%	VINCI SA (n/a) - 2.04%
#6	AT&T INC (T) - 0.50%	JAPAN POST HOLDINGS CO LTD (n/a) - 1.99%
#7	EOG RESOURCES INC (EOG) - 0.50%	ROCHE HOLDING AG (n/a) - 1.95%
#8	EDISON INTERNATIONAL (EIX) - 0.49%	BANCO SANTANDER SA (n/a) - 1.76%
#9	GLOBAL PAYMENTS INC (GPN) - 0.49%	SK HYNIX INC (n/a) - 1.75%
#10	DEVON ENERGY CORP (DVN) - 0.49%	GSK PLC (n/a) - 1.75%
#11	GENERAL MILLS INC (GIS) - 0.48%	YUAN RENMINBI OFFSHORE (n/a) - 1.74%
#12	PG&E CORP (PCG) - 0.48%	NATWEST GROUP PLC (n/a) - 1.61%
#13	ALLSTATE CORP (ALL) - 0.48%	LEGAL & GENERAL GROUP PLC (n/a) - 1.44%
#14	THE HARTFORD INSURANCE GROUP INC (HIG) - 0.48%	BARRICK MINING CORP (n/a) - 1.43%
#15	INTERACTIVE BROKERS GROUP INC CLASS A (IBKR) - 0.48%	n/a (n/a) - 1.34%
#16	n/a (FIS) - 0.47%	SUNCOR ENERGY INC (SU) - 1.26%
#17	MORGAN STANLEY (MS) - 0.47%	LOBLAW COMPANIES LTD (n/a) - 1.18%
#18	REGENERON PHARMACEUTICALS INC (REGN) - 0.47%	BOC HONG KONG HOLDINGS LTD (n/a) - 1.10%
#19	SUPER MICRO COMPUTER INC (SMCI) - 0.47%	TENCENT HOLDINGS LTD (n/a) - 1.06%
#20	VERIZON COMMUNICATIONS INC (VZ) - 0.47%	ASTRAZENECA PLC (n/a) - 0.99%
#21	AMERICAN INTERNATIONAL GROUP INC (AIG) - 0.47%	SOFTBANK CORP (n/a) - 0.47%
#22	T. ROWE PRICE GROUP INC (TROW) - 0.46%	n/a (n/a) - 0.47%
#23	ZIMMER BIOMET HOLDINGS INC (ZBH) - 0.46%	BHP GROUP LTD (n/a) - 0.46%
#24	FISERV INC (FISV) - 0.46%	n/a (n/a) - 0.45%
#25	EXPAND ENERGY CORP ORDINARY SHARES NEW (EXE) - 0.46%	ROYAL BANK OF CANADA (RY) - 0.44%
Total Holdings	378	224

FEX vs IDEQ - Historical Returns

Returns include dividend reinvestment.

Period	FEX	IDEQ
1 month	+2.48%	+3.40%
3 months	+7.47%	+4.22%
6 months	+11.09%	+7.63%
1 year	+26.59%	+33.06%
5 years(CAGR)	+11.11%	N/A
10 years(CAGR)	+12.99%	N/A
Max(CAGR)	+9.72%	+35.55%

FEX

+2.48%

Winner

IDEQ

+3.40%

Winner

FEX

+7.47%

IDEQ

+4.22%

Winner

FEX

+11.09%

IDEQ

+7.63%

FEX

+26.59%

Winner

IDEQ

+33.06%

5Y(CAGR)

FEX

+11.11%

IDEQ

N/A

10Y(CAGR)

FEX

+12.99%

IDEQ

N/A

Max(CAGR)

FEX

+9.72%

Winner

IDEQ

+35.55%

FEX vs IDEQ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FEX	IDEQ
2026	+17.04%	+16.90%
2025	+14.88%	+11.77%
2024	+17.28%	N/A
2023	+14.99%	N/A
2022	-11.35%	N/A
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 IDEQ Drawdown Comparison

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

The maximum drawdown for IDEQ was -12.95%, occurring on Mar 30, 2026. Recovery took 49 trading sessions.

The current FEX drawdown is -0.04%. The current IDEQ drawdown is -0.17%.

Rank	FEX	IDEQ
#1	-58.81% Jul 13, 2007 - Feb 17, 2011	-12.95% Feb 25, 2026 - May 6, 2026
#2	-39.51% Feb 19, 2020 - Oct 12, 2020	-6.57% Jun 22, 2026 - Jul 29, 2026
#3	-21.98% Sep 20, 2018 - Jul 12, 2019	-5.01% Jun 2, 2026 - Jun 15, 2026
#4	-21.97% Apr 29, 2011 - Mar 13, 2012	-4.27% Nov 12, 2025 - Dec 2, 2025
#5	-21.27% Nov 16, 2021 - Dec 14, 2023	-3.72% May 6, 2026 - May 26, 2026
#6	-19.58% Nov 29, 2024 - Jul 22, 2025	-3.41% Oct 6, 2025 - Oct 27, 2025
#7	-18.22% May 21, 2015 - Jul 22, 2016	-2.31% Jan 29, 2026 - Feb 6, 2026
#8	-12.31% Mar 26, 2012 - Sep 13, 2012	-1.88% Oct 27, 2025 - Nov 11, 2025
#9	-9.96% Jan 26, 2018 - Aug 27, 2018	-1.51% Sep 22, 2025 - Oct 1, 2025
#10	-9.11% Sep 5, 2014 - Nov 11, 2014	-1.32% Jan 12, 2026 - Jan 21, 2026
#11	-7.50% Jul 24, 2019 - Nov 7, 2019	-0.97% Jun 15, 2026 - Jun 18, 2026
#12	-6.89% Sep 14, 2012 - Dec 18, 2012	-0.83% Dec 11, 2025 - Dec 19, 2025
#13	-6.59% Jul 16, 2024 - Aug 23, 2024	-0.79% Aug 29, 2025 - Sep 5, 2025
#14	-6.23% Feb 20, 2026 - Apr 13, 2026	-0.76% Feb 11, 2026 - Feb 18, 2026
#15	-6.19% Dec 31, 2013 - Feb 20, 2014	-0.69% Dec 26, 2025 - Jan 2, 2026

Correlation

Correlation between FEX and IDEQ is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2007 - 2026)

FEX vs IDEQ dividend yield comparison.

Year	FEX	IDEQ
2026	0.40%	0.79%
2025	1.10%	0.60%
2024	1.18%	0.00%
2023	1.38%	0.00%
2022	1.61%	0.00%
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%