FPA vs JLS

Comparison between FIRST TRUST ASIA PACIFIC EX-JAPAN ALPHADEX FUND (FPA, ETF) and Nuveen Mortgage and Income Fund (JLS, ETF).

5-Year PerformanceFPA has outperformed JLS, delivering a return of +12.5% compared to +4.3%

FPA vs JLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FPA(ETF)	JLS(ETF)
Net Assets	$104M	$103M
Expense Ratio	0.80%	N/A
Max Drawdown	55.79%	51.18%
Sharpe Ratio	1.19	-0.52
5Y Beta	0.95	0.17
5Y Dividends CAGR	17.51%	17.11%

Net Assets

Winner

FPA

$104M

JLS

$103M

Expense Ratio

FPA

0.80%

JLS

N/A

Max Drawdown

FPA

55.79%

Winner

JLS

51.18%

Sharpe Ratio

Winner

FPA

1.19

JLS

-0.52

5Y Beta

FPA

0.95

Winner

JLS

0.17

5Y Dividends CAGR

Winner

FPA

17.51%

JLS

17.11%

FPA vs JLS - Historical Returns

Returns include dividend reinvestment.

Period	FPA	JLS
1 month	+2.78%	-3.30%
3 months	-7.34%	-6.05%
6 months	+2.08%	-4.70%
1 year	+42.57%	-0.16%
5 years(CAGR)	+12.54%	+4.28%
10 years(CAGR)	+8.73%	+4.91%
Max(CAGR)	+6.27%	+5.99%

Winner

FPA

+2.78%

JLS

-3.30%

FPA

-7.34%

Winner

JLS

-6.05%

Winner

FPA

+2.08%

JLS

-4.70%

Winner

FPA

+42.57%

JLS

-0.16%

5Y(CAGR)

Winner

FPA

+12.54%

JLS

+4.28%

10Y(CAGR)

Winner

FPA

+8.73%

JLS

+4.91%

Max(CAGR)

Winner

FPA

+6.27%

JLS

+5.99%

FPA vs JLS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	FPA	JLS
2026	+29.71%	-0.66%
2025	+41.95%	+10.68%
2024	+5.55%	+17.77%
2023	+13.27%	+15.34%
2022	-14.58%	-17.75%
2021	+1.29%	+12.20%
2020	+13.32%	-5.36%
2019	+8.59%	+4.30%
2018	-22.54%	-0.52%
2017	+33.88%	+17.60%
2016	+2.79%	+13.96%
2015	+0.37%	+4.93%
2014	+5.58%	+6.40%
2013	+3.11%	-7.06%
2012	+24.72%	+42.96%
2011	-24.40%	-11.61%
2010	N/A	+10.36%
2009	N/A	-0.04%

FPA vs JLS Drawdown Comparison

The maximum drawdown for FPA was -52.90%, occurring on Mar 23, 2020. Recovery took 808 trading sessions.

The maximum drawdown for JLS was -35.17%, occurring on Mar 26, 2020. Recovery took 390 trading sessions.

The current FPA drawdown is -16.38%. The current JLS drawdown is -6.49%.

Rank	FPA	JLS
#1	-52.90% Jan 26, 2018 - Apr 14, 2021	-35.17% Jan 24, 2020 - Aug 11, 2021
#2	-37.78% Jul 26, 2011 - May 14, 2014	-23.51% Oct 28, 2021 - Mar 11, 2024
#3	-35.36% Jun 2, 2021 - May 23, 2025	-20.88% Apr 1, 2013 - Jul 6, 2016
#4	-25.40% Jun 1, 2026 - Jul 29, 2026	-17.47% Mar 4, 2011 - Feb 17, 2012
#5	-24.59% Apr 28, 2015 - May 22, 2017	-9.28% Mar 10, 2025 - Jun 24, 2025
#6	-15.34% Feb 26, 2026 - Apr 30, 2026	-7.28% Oct 3, 2012 - Dec 6, 2012
#7	-13.25% Aug 26, 2014 - Apr 6, 2015	-6.69% Dec 21, 2009 - Sep 8, 2010
#8	-7.08% May 14, 2026 - May 26, 2026	-6.49% May 15, 2026 - Aug 20, 2026
#9	-6.98% Apr 26, 2011 - Jul 7, 2011	-5.33% Feb 13, 2026 - Apr 8, 2026
#10	-6.39% Nov 3, 2025 - Jan 6, 2026	-5.25% Nov 27, 2018 - Feb 13, 2019
#11	-4.74% Sep 16, 2025 - Oct 20, 2025	-4.91% Dec 12, 2024 - Feb 4, 2025
#12	-4.40% Jul 26, 2017 - Sep 12, 2017	-4.01% Nov 12, 2010 - Dec 23, 2010
#13	-4.40% May 6, 2026 - May 14, 2026	-3.98% Sep 30, 2019 - Jan 24, 2020
#14	-4.08% Sep 18, 2017 - Oct 12, 2017	-3.95% Dec 29, 2017 - Aug 14, 2018
#15	-3.80% May 7, 2021 - Jun 2, 2021	-3.88% Dec 7, 2012 - Jan 4, 2013

Correlation

Correlation between FPA and JLS is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2010 - 2026)

FPA vs JLS dividend yield comparison.

Year	FPA	JLS
2026	1.17%	7.29%
2025	4.71%	10.13%
2024	3.40%	9.91%
2023	3.02%	9.29%
2022	4.22%	6.56%
2021	5.12%	4.61%
2020	1.59%	4.94%
2019	3.90%	6.20%
2018	2.81%	9.31%
2017	3.15%	13.44%
2016	2.42%	7.11%
2015	1.74%	6.68%
2014	4.11%	6.68%
2013	2.35%	12.20%
2012	1.59%	7.60%
2011	2.17%	10.17%
2010	0.00%	7.70%