FNX vs GLOV

Comparison between FIRST TRUST MID CAP CORE ALPHADEX FUND (FNX, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).

FNX vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FNX(ETF)	GLOV(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.62%	0.15%
Max Drawdown	57.59%	18.80%
Sharpe Ratio	1.25	1.11
5Y Beta	0.97	0.58
P/E Ratio	22.04	24.28
Forward P/E	14.74	19.09
PEG Ratio	N/A	0.19
5Y Dividends CAGR	8.48%	N/A
5Y EPS CAGR	11.31%	19.30%
Debt to Equity	36.09%	327.53%
P/S Ratio	1.41	1.85
P/B Ratio	2.32	4.40

Net Assets

FNX

$1.40B

Winner

GLOV

$1.50B

Expense Ratio

FNX

0.62%

Winner

GLOV

0.15%

Max Drawdown

FNX

57.59%

Winner

GLOV

18.80%

Sharpe Ratio

Winner

FNX

1.25

GLOV

1.11

5Y Beta

FNX

0.97

Winner

GLOV

0.58

P/E Ratio

Winner

FNX

22.04

GLOV

24.28

Forward P/E

Winner

FNX

14.74

GLOV

19.09

PEG Ratio

FNX

N/A

GLOV

0.19

5Y Dividends CAGR

FNX

8.48%

GLOV

N/A

5Y EPS CAGR

FNX

11.31%

Winner

GLOV

19.30%

Debt to Equity

Winner

FNX

36.09%

GLOV

327.53%

P/S Ratio

Winner

FNX

1.41

GLOV

1.85

P/B Ratio

Winner

FNX

2.32

GLOV

4.40

FNX vs GLOV - Holdings Comparison

FNX and GLOV have 4 common holdings. Overlap is 0.27%

FNX's top 25 holdings weight is 10.17%. GLOV's top 25 holdings weight is 29.02%.

Rank	FNX	GLOV
#1	HF SINCLAIR CORP (DINO) - 0.49%	APPLE INC (AAPL) - 3.49%
#2	SM ENERGY CO (SM) - 0.47%	NVIDIA CORP (NVDA) - 2.90%
#3	LITHIA MOTORS INC CLASS A (LAD) - 0.44%	MICROSOFT CORP (MSFT) - 2.65%
#4	CF INDUSTRIES HOLDINGS INC (CF) - 0.44%	WALMART INC (WMT) - 1.68%
#5	PERMIAN RESOURCES CORP CLASS A (PR) - 0.43%	AMAZON.COM INC (AMZN) - 1.50%
#6	OVINTIV INC (OVV) - 0.43%	ALPHABET INC CLASS A (GOOGL) - 1.30%
#7	MATSON INC (MATX) - 0.42%	ALPHABET INC CLASS C (GOOG) - 1.16%
#8	ASBURY AUTOMOTIVE GROUP INC (ABG) - 0.41%	O'REILLY AUTOMOTIVE INC (ORLY) - 1.08%
#9	MATADOR RESOURCES CO (MTDR) - 0.41%	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08%
#10	GENPACT LTD (G) - 0.41%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02%
#11	EPAM SYSTEMS INC (EPAM) - 0.41%	META PLATFORMS INC CLASS A (META) - 0.91%
#12	APA CORP (APA) - 0.41%	TJX COMPANIES INC (TJX) - 0.86%
#13	NATIONAL FUEL GAS CO (NFG) - 0.40%	KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84%
#14	ETSY INC (ETSY) - 0.40%	AUTOZONE INC (AZO) - 0.81%
#15	INGREDION INC (INGR) - 0.40%	JPMORGAN CHASE & CO (JPM) - 0.80%
#16	UGI CORP (UGI) - 0.40%	AMPHENOL CORP CLASS A (APH) - 0.75%
#17	MAXIMUS INC (MMS) - 0.40%	MASTERCARD INC CLASS A (MA) - 0.73%
#18	LEAR CORP (LEA) - 0.40%	JOHNSON & JOHNSON (JNJ) - 0.72%
#19	ADT INC (ADT) - 0.40%	VISA INC CLASS A (V) - 0.71%
#20	COMMERCIAL METALS CO (CMC) - 0.40%	LOWE'S COMPANIES INC (LOW) - 0.70%
#21	MURPHY OIL CORP (MUR) - 0.36%	CISCO SYSTEMS INC (CSCO) - 0.70%
#22	RITHM CAPITAL CORP (RITM) - 0.36%	CARDINAL HEALTH INC (CAH) - 0.67%
#23	LKQ CORP (LKQ) - 0.36%	W.W. GRAINGER INC (GWW) - 0.66%
#24	MILLROSE PROPERTIES INC CLASS A (MRP) - 0.36%	GILEAD SCIENCES INC (GILD) - 0.65%
#25	MERCURY GENERAL CORP (MCY) - 0.36%	GENERALI (n/a) - 0.65%
Total Holdings	413	446

FNX vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	FNX	GLOV
1 month	+0.74%	+2.42%
3 months	+3.61%	+5.81%
6 months	+6.20%	+8.62%
1 year	+25.81%	+17.40%
5 years(CAGR)	+8.98%	N/A
10 years(CAGR)	+11.86%	N/A
Max(CAGR)	+9.64%	+11.69%

FNX

+0.74%

Winner

GLOV

+2.42%

FNX

+3.61%

Winner

GLOV

+5.81%

FNX

+6.20%

Winner

GLOV

+8.62%

Winner

FNX

+25.81%

GLOV

+17.40%

5Y(CAGR)

FNX

+8.98%

GLOV

N/A

10Y(CAGR)

FNX

+11.86%

GLOV

N/A

Max(CAGR)

FNX

+9.64%

Winner

GLOV

+11.69%

FNX vs GLOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FNX	GLOV
2026	+14.31%	+2.79%
2025	+9.83%	+18.96%
2024	+13.03%	+15.96%
2023	+20.86%	+16.40%
2022	-13.85%	-6.17%
2021	+26.76%	N/A
2020	+15.89%	N/A
2019	+26.99%	N/A
2018	-12.04%	N/A
2017	+16.73%	N/A
2016	+20.39%	N/A
2015	-7.69%	N/A
2014	+6.78%	N/A
2013	+33.72%	N/A
2012	+13.35%	N/A
2011	-0.60%	N/A
2010	+24.45%	N/A
2009	+46.81%	N/A
2008	-35.29%	N/A
2007	-5.40%	N/A

FNX vs GLOV Drawdown Comparison

The maximum drawdown for FNX was -57.11%, occurring on Mar 6, 2009. Recovery took 701 trading sessions.

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

The current FNX drawdown is -1.25%.

Rank	FNX	GLOV
#1	-57.11% Jul 12, 2007 - Apr 23, 2010	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-43.95% Feb 20, 2020 - Nov 9, 2020	-9.97% Feb 13, 2025 - May 2, 2025
#3	-26.45% Jul 7, 2011 - Mar 13, 2012	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-25.51% Aug 29, 2018 - Dec 16, 2019	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-24.96% Nov 25, 2024 - Sep 11, 2025	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-24.43% Nov 8, 2021 - Dec 19, 2023	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-23.73% Apr 15, 2015 - Nov 21, 2016	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-18.35% Apr 23, 2010 - Nov 4, 2010	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-13.12% Mar 26, 2012 - Sep 14, 2012	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-12.70% Jul 1, 2014 - Dec 29, 2014	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-9.48% Jan 23, 2018 - Jun 5, 2018	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-9.24% Feb 10, 2026 - Apr 17, 2026	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-8.23% Sep 14, 2012 - Dec 18, 2012	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-8.07% Apr 29, 2011 - Jul 7, 2011	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-8.02% Jul 31, 2024 - Sep 19, 2024	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between FNX and GLOV is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2007 - 2026)

FNX vs GLOV dividend yield comparison.

Year	FNX	GLOV
2026	0.40%	0.00%
2025	0.88%	1.74%
2024	1.26%	1.75%
2023	1.11%	2.06%
2022	1.19%	1.73%
2021	0.94%	0.00%
2020	1.04%	0.00%
2019	1.21%	0.00%
2018	1.01%	0.00%
2017	0.90%	0.00%
2016	1.07%	0.00%
2015	1.07%	0.00%
2014	0.77%	0.00%
2013	0.69%	0.00%
2012	1.46%	0.00%
2011	0.51%	0.00%
2010	0.45%	0.00%
2009	0.75%	0.00%
2008	0.92%	0.00%
2007	0.28%	0.00%