FJP vs QVMS

Comparison between FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF) and INVESCO S&P SMALLCAP 600 QVM MULTI-FACTOR ETF (QVMS, ETF).

5-Year PerformanceFJP has outperformed QVMS, delivering a return of +10.9% compared to +8.9%

FJP vs QVMS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FJP(ETF)	QVMS(ETF)
Net Assets	$254M	$254M
Expense Ratio	0.80%	0.15%
Max Drawdown	43.93%	28.57%
Sharpe Ratio	1.27	1.50
5Y Beta	0.76	1.02
P/E Ratio	N/A	34.52
Forward P/E	N/A	15.36
5Y Dividends CAGR	18.22%	N/A
5Y EPS CAGR	N/A	8.68%
Debt to Equity	N/A	71.02%
P/S Ratio	N/A	1.26
P/B Ratio	N/A	2.02

Net Assets

FJP

$254M

Winner

QVMS

$254M

Expense Ratio

FJP

0.80%

Winner

QVMS

0.15%

Max Drawdown

FJP

43.93%

Winner

QVMS

28.57%

Sharpe Ratio

FJP

1.27

Winner

QVMS

1.50

5Y Beta

Winner

FJP

0.76

QVMS

1.02

P/E Ratio

FJP

N/A

QVMS

34.52

Forward P/E

FJP

N/A

QVMS

15.36

5Y Dividends CAGR

FJP

18.22%

QVMS

N/A

5Y EPS CAGR

FJP

N/A

QVMS

8.68%

Debt to Equity

FJP

N/A

QVMS

71.02%

P/S Ratio

FJP

N/A

QVMS

1.26

P/B Ratio

FJP

N/A

QVMS

2.02

FJP vs QVMS - Historical Returns

Returns include dividend reinvestment.

Period	FJP	QVMS
1 month	-5.74%	+1.90%
3 months	+1.96%	+9.17%
6 months	+6.62%	+13.70%
1 year	+31.10%	+33.37%
5 years(CAGR)	+10.91%	+8.86%
10 years(CAGR)	+7.31%	N/A
Max(CAGR)	+5.82%	+8.10%

FJP

-5.74%

Winner

QVMS

+1.90%

FJP

+1.96%

Winner

QVMS

+9.17%

FJP

+6.62%

Winner

QVMS

+13.70%

FJP

+31.10%

Winner

QVMS

+33.37%

5Y(CAGR)

Winner

FJP

+10.91%

QVMS

+8.86%

10Y(CAGR)

FJP

+7.31%

QVMS

N/A

Max(CAGR)

FJP

+5.82%

Winner

QVMS

+8.10%

FJP vs QVMS - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FJP	QVMS
2026	+11.47%	+22.00%
2025	+33.80%	+5.80%
2024	+6.02%	+10.16%
2023	+23.73%	+17.16%
2022	-12.80%	-15.36%
2021	-0.50%	+4.46%
2020	+2.15%	N/A
2019	+7.28%	N/A
2018	-18.80%	N/A
2017	+26.81%	N/A
2016	+4.50%	N/A
2015	+5.39%	N/A
2014	-0.84%	N/A
2013	+28.22%	N/A
2012	-4.42%	N/A
2011	-9.31%	N/A

FJP vs QVMS Drawdown Comparison

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The maximum drawdown for QVMS was -28.05%, occurring on Apr 8, 2025. Recovery took 279 trading sessions.

The current FJP drawdown is -8.30%. The current QVMS drawdown is -1.54%.

Rank	FJP	QVMS
#1	-41.51% Jan 23, 2018 - Mar 22, 2024	-28.05% Nov 25, 2024 - Jan 8, 2026
#2	-25.37% Aug 2, 2011 - May 14, 2013	-24.77% Nov 5, 2021 - Jul 12, 2024
#3	-22.46% May 22, 2015 - Mar 13, 2017	-9.12% Jul 31, 2024 - Oct 16, 2024
#4	-17.02% Mar 25, 2025 - May 21, 2025	-8.78% Feb 6, 2026 - Apr 14, 2026
#5	-16.43% May 21, 2013 - Jan 17, 2014	-7.74% Jul 1, 2021 - Aug 27, 2021
#6	-15.08% Mar 27, 2024 - Feb 18, 2025	-5.52% Sep 2, 2021 - Oct 20, 2021
#7	-14.43% Feb 25, 2026 - Mar 20, 2026	-4.13% May 6, 2026 - May 26, 2026
#8	-12.64% Jul 28, 2014 - Feb 20, 2015	-4.10% Nov 11, 2024 - Nov 25, 2024
#9	-10.47% Jan 22, 2014 - Jun 18, 2014	-3.76% Oct 16, 2024 - Nov 6, 2024
#10	-7.21% May 10, 2011 - Jul 5, 2011	-3.53% Jun 30, 2026 - Jul 8, 2026
#11	-6.57% Sep 15, 2025 - Nov 10, 2025	-2.96% Jul 16, 2024 - Jul 26, 2024
#12	-4.37% Jun 27, 2025 - Jul 23, 2025	-2.78% Oct 25, 2021 - Nov 1, 2021
#13	-4.12% Mar 28, 2017 - May 3, 2017	-2.69% Jan 22, 2026 - Feb 6, 2026
#14	-3.98% Nov 14, 2025 - Nov 26, 2025	-1.92% Jun 12, 2026 - Jun 22, 2026
#15	-3.56% Apr 28, 2015 - May 18, 2015	-1.77% Jun 4, 2026 - Jun 11, 2026

Correlation

Correlation between FJP and QVMS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2011 - 2026)

FJP vs QVMS dividend yield comparison.

Year	FJP	QVMS
2026	0.80%	0.59%
2025	2.68%	1.10%
2024	3.18%	1.53%
2023	3.49%	1.51%
2022	2.21%	1.58%
2021	2.43%	0.64%
2020	0.99%	0.00%
2019	2.80%	0.00%
2018	1.54%	0.00%
2017	1.29%	0.00%
2016	1.46%	0.00%
2015	0.85%	0.00%
2014	1.08%	0.00%
2013	0.70%	0.00%
2012	1.61%	0.00%
2011	0.62%	0.00%