FTA vs RYLD

Comparison between FIRST TRUST LARGE CAP VALUE ALPHADEX FUND (FTA, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).

5-Year PerformanceFTA has outperformed RYLD, delivering a return of +11.1% compared to +3.3%

FTA vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FTA(ETF)	RYLD(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.58%	0.60%
Max Drawdown	63.75%	48.37%
Sharpe Ratio	2.07	1.76
5Y Beta	0.63	0.72
P/E Ratio	14.59	N/A
Forward P/E	12.51	N/A
PEG Ratio	0.15	N/A
5Y Dividends CAGR	8.47%	-7.60%
5Y EPS CAGR	10.75%	N/A
Debt to Equity	14.90%	N/A
P/S Ratio	1.36	N/A
P/B Ratio	1.89	N/A

Net Assets

FTA

$1.30B

Winner

RYLD

$1.40B

Expense Ratio

Winner

FTA

0.58%

RYLD

0.60%

Max Drawdown

FTA

63.75%

Winner

RYLD

48.37%

Sharpe Ratio

Winner

FTA

2.07

RYLD

1.76

5Y Beta

Winner

FTA

0.63

RYLD

0.72

P/E Ratio

FTA

14.59

RYLD

N/A

Forward P/E

FTA

12.51

RYLD

N/A

PEG Ratio

FTA

0.15

RYLD

N/A

5Y Dividends CAGR

Winner

FTA

8.47%

RYLD

-7.60%

5Y EPS CAGR

FTA

10.75%

RYLD

N/A

Debt to Equity

FTA

14.90%

RYLD

N/A

P/S Ratio

FTA

1.36

RYLD

N/A

P/B Ratio

FTA

1.89

RYLD

N/A

FTA vs RYLD - Holdings Comparison

FTA and RYLD have 0 common holdings. Overlap is 0.00%

FTA's top 25 holdings weight is 23.45%. RYLD's top 25 holdings weight is 101.46%.

Rank	FTA	RYLD
#1	PAYPAL HOLDINGS INC (PYPL) - 1.12%	GLOBAL X RUSSELL 2000 ETF (RSSL) - 101.46%
#2	CONOCOPHILLIPS (COP) - 1.00%	N/A
#3	THE TRAVELERS COMPANIES INC (TRV) - 0.98%	N/A
#4	ACCENTURE PLC CLASS A (ACN) - 0.98%	N/A
#5	n/a (CTSH) - 0.97%	N/A
#6	EOG RESOURCES INC (EOG) - 0.97%	N/A
#7	AT&T INC (T) - 0.97%	N/A
#8	GLOBAL PAYMENTS INC (GPN) - 0.95%	N/A
#9	PG&E CORP (PCG) - 0.94%	N/A
#10	EDISON INTERNATIONAL (EIX) - 0.94%	N/A
#11	THE HARTFORD INSURANCE GROUP INC (HIG) - 0.93%	N/A
#12	GENERAL MILLS INC (GIS) - 0.93%	N/A
#13	GENERAL MOTORS CO (GM) - 0.93%	N/A
#14	AMERICAN INTERNATIONAL GROUP INC (AIG) - 0.92%	N/A
#15	ALLSTATE CORP (ALL) - 0.92%	N/A
#16	n/a (FIS) - 0.91%	N/A
#17	VERIZON COMMUNICATIONS INC (VZ) - 0.91%	N/A
#18	SUPER MICRO COMPUTER INC (SMCI) - 0.91%	N/A
#19	ZIMMER BIOMET HOLDINGS INC (ZBH) - 0.90%	N/A
#20	THE CIGNA GROUP (CI) - 0.90%	N/A
#21	EVERSOURCE ENERGY (ES) - 0.90%	N/A
#22	n/a (MKC) - 0.90%	N/A
#23	FISERV INC (FISV) - 0.89%	N/A
#24	EXPAND ENERGY CORP ORDINARY SHARES NEW (EXE) - 0.89%	N/A
#25	ARCH CAPITAL GROUP LTD (ACGL) - 0.89%	N/A
Total Holdings	190	1

FTA vs RYLD - Historical Returns

Returns include dividend reinvestment.

Period	FTA	RYLD
1 month	+3.79%	+2.45%
3 months	+8.15%	+7.16%
6 months	+9.16%	+10.23%
1 year	+31.17%	+24.01%
5 years(CAGR)	+11.14%	+3.30%
10 years(CAGR)	+11.42%	N/A
Max(CAGR)	+8.61%	+6.03%

Winner

FTA

+3.79%

RYLD

+2.45%

Winner

FTA

+8.15%

RYLD

+7.16%

FTA

+9.16%

Winner

RYLD

+10.23%

Winner

FTA

+31.17%

RYLD

+24.01%

5Y(CAGR)

Winner

FTA

+11.14%

RYLD

+3.30%

10Y(CAGR)

FTA

+11.42%

RYLD

N/A

Max(CAGR)

Winner

FTA

+8.61%

RYLD

+6.03%

FTA vs RYLD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FTA	RYLD
2026	+17.97%	+13.08%
2025	+15.12%	+5.55%
2024	+9.13%	+10.31%
2023	+9.97%	+0.38%
2022	-3.95%	-13.44%
2021	+31.40%	+23.31%
2020	-0.84%	-0.35%
2019	+24.26%	+8.91%
2018	-14.15%	N/A
2017	+17.54%	N/A
2016	+24.84%	N/A
2015	-10.33%	N/A
2014	+12.03%	N/A
2013	+30.87%	N/A
2012	+16.19%	N/A
2011	+0.24%	N/A
2010	+16.89%	N/A
2009	+36.30%	N/A
2008	-34.59%	N/A
2007	-11.77%	N/A

FTA vs RYLD Drawdown Comparison

The maximum drawdown for FTA was -62.45%, occurring on Mar 6, 2009. Recovery took 939 trading sessions.

The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

The current FTA drawdown is -0.86%. The current RYLD drawdown is -0.06%.

Rank	FTA	RYLD
#1	-62.45% Jul 16, 2007 - Apr 5, 2011	-41.52% Feb 20, 2020 - Jan 7, 2021
#2	-44.97% Jan 17, 2020 - Jan 6, 2021	-21.36% Nov 19, 2021 - Jan 5, 2026
#3	-23.81% May 4, 2015 - Nov 10, 2016	-6.30% Feb 26, 2026 - May 1, 2026
#4	-22.28% Jan 26, 2018 - Dec 12, 2019	-5.29% Jul 30, 2019 - Oct 28, 2019
#5	-22.05% May 10, 2011 - Feb 8, 2012	-4.66% Jan 16, 2020 - Feb 13, 2020
#6	-19.80% Apr 20, 2022 - Jan 31, 2023	-4.46% Apr 28, 2021 - May 24, 2021
#7	-18.73% Nov 25, 2024 - Aug 22, 2025	-4.23% Jul 1, 2021 - Aug 11, 2021
#8	-14.66% Feb 2, 2023 - Feb 23, 2024	-4.21% Mar 22, 2021 - Apr 1, 2021
#9	-14.16% Mar 19, 2012 - Sep 13, 2012	-4.08% May 3, 2019 - Jun 13, 2019
#10	-9.09% Aug 29, 2014 - Nov 21, 2014	-3.68% Mar 1, 2021 - Mar 10, 2021
#11	-8.37% Sep 14, 2012 - Dec 18, 2012	-2.73% Aug 12, 2021 - Aug 27, 2021
#12	-6.85% Jan 14, 2022 - Apr 19, 2022	-2.61% Jan 22, 2026 - Feb 9, 2026
#13	-6.42% May 10, 2021 - Oct 20, 2021	-2.60% Jan 22, 2021 - Feb 3, 2021
#14	-6.25% Dec 29, 2014 - Feb 10, 2015	-2.05% Feb 24, 2021 - Mar 1, 2021
#15	-6.23% Dec 31, 2013 - Feb 27, 2014	-2.04% Apr 16, 2021 - Apr 23, 2021

Correlation

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

0.87

-101

Dividend Comparison (2007 - 2026)

FTA vs RYLD dividend yield comparison.

Year	FTA	RYLD
2026	0.69%	6.75%
2025	1.89%	12.00%
2024	2.02%	12.03%
2023	2.10%	12.64%
2022	2.15%	13.49%
2021	1.54%	12.35%
2020	2.03%	10.76%
2019	1.88%	6.43%
2018	2.28%	0.00%
2017	1.53%	0.00%
2016	1.56%	0.00%
2015	2.05%	0.00%
2014	1.79%	0.00%
2013	1.53%	0.00%
2012	2.49%	0.00%
2011	1.43%	0.00%
2010	1.27%	0.00%
2009	1.56%	0.00%
2008	2.85%	0.00%
2007	0.96%	0.00%