FJP vs XSHQ

Comparison between FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF) and INVESCO S&P SMALLCAP QUALITY ETF (XSHQ, ETF).

5-Year PerformanceFJP has outperformed XSHQ, delivering a return of +10.9% compared to +7.4%

FJP vs XSHQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FJP(ETF)	XSHQ(ETF)
Net Assets	$254M	$254M
Expense Ratio	0.80%	0.29%
Max Drawdown	43.93%	39.89%
Sharpe Ratio	1.27	0.80
5Y Beta	0.76	0.95
P/E Ratio	N/A	18.39
Forward P/E	N/A	15.62
PEG Ratio	N/A	0.20
5Y Dividends CAGR	18.22%	10.86%
5Y EPS CAGR	N/A	20.82%
Debt to Equity	N/A	37.63%
P/S Ratio	N/A	2.05
P/B Ratio	N/A	3.47

Net Assets

FJP

$254M

Winner

XSHQ

$254M

Expense Ratio

FJP

0.80%

Winner

XSHQ

0.29%

Max Drawdown

FJP

43.93%

Winner

XSHQ

39.89%

Sharpe Ratio

Winner

FJP

1.27

XSHQ

0.80

5Y Beta

Winner

FJP

0.76

XSHQ

0.95

P/E Ratio

FJP

N/A

XSHQ

18.39

Forward P/E

FJP

N/A

XSHQ

15.62

PEG Ratio

FJP

N/A

XSHQ

0.20

5Y Dividends CAGR

Winner

FJP

18.22%

XSHQ

10.86%

5Y EPS CAGR

FJP

N/A

XSHQ

20.82%

Debt to Equity

FJP

N/A

XSHQ

37.63%

P/S Ratio

FJP

N/A

XSHQ

2.05

P/B Ratio

FJP

N/A

XSHQ

3.47

FJP vs XSHQ - Historical Returns

Returns include dividend reinvestment.

Period	FJP	XSHQ
1 month	-5.74%	+1.89%
3 months	+1.96%	+5.68%
6 months	+6.62%	+7.84%
1 year	+31.10%	+18.02%
5 years(CAGR)	+10.91%	+7.42%
10 years(CAGR)	+7.31%	+8.92%
Max(CAGR)	+5.82%	+8.92%

FJP

-5.74%

Winner

XSHQ

+1.89%

FJP

+1.96%

Winner

XSHQ

+5.68%

FJP

+6.62%

Winner

XSHQ

+7.84%

Winner

FJP

+31.10%

XSHQ

+18.02%

5Y(CAGR)

Winner

FJP

+10.91%

XSHQ

+7.42%

10Y(CAGR)

FJP

+7.31%

Winner

XSHQ

+8.92%

Max(CAGR)

FJP

+5.82%

Winner

XSHQ

+8.92%

FJP vs XSHQ - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FJP	XSHQ
2026	+11.47%	+13.32%
2025	+33.80%	+1.23%
2024	+6.02%	+8.03%
2023	+23.73%	+24.98%
2022	-12.80%	-16.09%
2021	-0.50%	+25.17%
2020	+2.15%	+11.66%
2019	+7.28%	+17.69%
2018	-18.80%	-6.79%
2017	+26.81%	+7.17%
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 XSHQ Drawdown Comparison

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

The maximum drawdown for XSHQ was -38.33%, occurring on Mar 23, 2020. Recovery took 567 trading sessions.

The current FJP drawdown is -8.30%. The current XSHQ drawdown is -0.77%.

Rank	FJP	XSHQ
#1	-41.51% Jan 23, 2018 - Mar 22, 2024	-38.33% Sep 5, 2018 - Dec 4, 2020
#2	-25.37% Aug 2, 2011 - May 14, 2013	-27.35% Nov 25, 2024 - Jun 11, 2026
#3	-22.46% May 22, 2015 - Mar 13, 2017	-25.46% Nov 16, 2021 - Dec 19, 2023
#4	-17.02% Mar 25, 2025 - May 21, 2025	-10.16% Mar 12, 2021 - Nov 1, 2021
#5	-16.43% May 21, 2013 - Jan 17, 2014	-9.18% Jul 31, 2024 - Oct 11, 2024
#6	-15.08% Mar 27, 2024 - Feb 18, 2025	-8.04% Jan 22, 2018 - May 16, 2018
#7	-14.43% Feb 25, 2026 - Mar 20, 2026	-6.95% Mar 28, 2024 - Jul 16, 2024
#8	-12.64% Jul 28, 2014 - Feb 20, 2015	-6.29% Dec 27, 2023 - Feb 15, 2024
#9	-10.47% Jan 22, 2014 - Jun 18, 2014	-6.06% Feb 9, 2021 - Mar 10, 2021
#10	-7.21% May 10, 2011 - Jul 5, 2011	-5.13% Jan 20, 2021 - Feb 4, 2021
#11	-6.57% Sep 15, 2025 - Nov 10, 2025	-5.08% Aug 24, 2017 - Sep 29, 2017
#12	-4.37% Jun 27, 2025 - Jul 23, 2025	-4.71% Oct 17, 2024 - Nov 6, 2024
#13	-4.12% Mar 28, 2017 - May 3, 2017	-4.68% Jun 11, 2018 - Jul 10, 2018
#14	-3.98% Nov 14, 2025 - Nov 26, 2025	-4.30% May 24, 2018 - Jun 11, 2018
#15	-3.56% Apr 28, 2015 - May 18, 2015	-4.06% Nov 11, 2024 - Nov 25, 2024

Correlation

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

0.72

-101

Dividend Comparison (2011 - 2026)

FJP vs XSHQ dividend yield comparison.

Year	FJP	XSHQ
2026	0.80%	0.40%
2025	2.68%	1.48%
2024	3.18%	1.18%
2023	3.49%	1.15%
2022	2.21%	2.02%
2021	2.43%	1.25%
2020	0.99%	1.24%
2019	2.80%	1.11%
2018	1.54%	1.16%
2017	1.29%	0.60%
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%