StockComparison Logo
vs

FJP vs SPY

Comparison between FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FJP, delivering a return of +13.3% compared to +10.1%

FJP vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FJP
$247M
Winner
SPY
$735B
Expense Ratio
FJP
0.80%
Winner
SPY
0.09%
Max Drawdown
Winner
FJP
43.93%
SPY
56.47%
Sharpe Ratio
FJP
1.16
Winner
SPY
1.62
5Y Beta
Winner
FJP
0.73
SPY
1.00
P/E Ratio
FJP
N/A
SPY
28.99
Forward P/E
FJP
N/A
SPY
22.37
5Y Dividends CAGR
Winner
FJP
29.60%
SPY
5.43%
5Y EPS CAGR
FJP
N/A
SPY
26.05%
Debt to Equity
FJP
N/A
SPY
32.40%
P/S Ratio
FJP
N/A
SPY
3.74
P/B Ratio
FJP
N/A
SPY
5.61

FJP vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
FJP
-1.27%
Winner
SPY
+1.90%
3M
FJP
-0.65%
Winner
SPY
+8.55%
6M
Winner
FJP
+12.54%
SPY
+8.18%
1Y
Winner
FJP
+31.02%
SPY
+25.79%
5Y(CAGR)
FJP
+10.15%
Winner
SPY
+13.32%
10Y(CAGR)
FJP
+7.03%
Winner
SPY
+15.19%
Max(CAGR)
FJP
+5.82%
Winner
SPY
+8.47%

FJP vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFJPSPY
2026+10.62%+8.26%
2025+33.80%+18.00%
2024+6.02%+25.59%
2023+23.73%+26.72%
2022-12.80%-18.64%
2021-0.50%+30.52%
2020+2.15%+17.28%
2019+7.28%+31.09%
2018-18.80%-5.24%
2017+26.81%+20.78%
2016+4.50%+13.59%
2015+5.39%+1.31%
2014-0.84%+14.56%
2013+28.22%+29.00%
2012-4.42%+14.17%
2011-9.31%+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

FJP vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FJP drawdown is -9.00%. The current SPY drawdown is -2.90%.

RankFJPSPY
#1-41.51%
Jan 23, 2018 - Mar 22, 2024		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-25.37%
Aug 2, 2011 - May 14, 2013		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-22.46%
May 22, 2015 - Mar 13, 2017		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-17.02%
Mar 25, 2025 - May 21, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-16.43%
May 21, 2013 - Jan 17, 2014		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-15.08%
Mar 27, 2024 - Feb 18, 2025		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-14.43%
Feb 25, 2026 - Mar 20, 2026		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-12.64%
Jul 28, 2014 - Feb 20, 2015		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-10.47%
Jan 22, 2014 - Jun 18, 2014		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.21%
May 10, 2011 - Jul 5, 2011		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.57%
Sep 15, 2025 - Nov 10, 2025		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-4.37%
Jun 27, 2025 - Jul 23, 2025		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-4.12%
Mar 28, 2017 - May 3, 2017		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-3.98%
Nov 14, 2025 - Nov 26, 2025		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-3.56%
Apr 28, 2015 - May 18, 2015		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FJP and SPY is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87
-101

Dividend Comparison (1999 - 2026)

FJP vs SPY dividend yield comparison.

YearFJPSPY
20260.15%0.24%
20252.68%1.07%
20243.18%1.21%
20233.49%1.40%
20222.21%1.65%
20212.43%1.20%
20200.99%1.52%
20192.80%1.75%
20181.54%2.04%
20171.29%1.80%
20161.46%2.03%
20150.85%2.06%
20141.08%1.87%
20130.70%1.81%
20121.61%2.18%
20110.62%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

Select Stocks to Compare

Popular: FJP vs SPY